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+2.72%
Today
+7.6%
This Month
+21.34%
Year To Date
+14.53%
2 Years
+25.5%
5 Years
-3%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance24.84%
- 🧪 Process Industries17.92%
- 💵 Cash16.29%
- ⛏️ Energy Minerals14.35%
- 🪨 Non Energy Minerals9.78%
- 🍞 Consumer Non Durables6.63%
- 🧬 Health Technology5.86%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71.87%
- 🇺🇸 Nasdaq5.8%
- 🇩🇪 FRA1.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.25%
- 🇧🇷 Brazil7.48%
- 🇨🇱 Chile6.62%
- 🇦🇺 Australia1.99%
- 🇩🇪 Germany1.71%
- 🇬🇧 United Kingdom1.71%
- 🇿🇦 South Africa0.61%
Dividends
Dividend Yield
5.19%
22 out of 22 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $AGNC (15.44%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 AGNC | 0.9% | 15.44% | $1.44 |
 EFC | 0.47% | 11.79% | $1.72 |
 MPW | 0.46% | 7.32% | $0.6 |
 ABR | 0.41% | 13.31% | $1.72 |
 VALE | 0.39% | 7.21% | $1.33 |
 PFE | 0.33% | 6.84% | $1.66 |
 NLY | 0.29% | 13.32% | $2.6 |
 SQM | 0.27% | 4.14% | $1.36 |
 PBR.A | 0.23% | 11.49% | $2.21 |
 DVN | 0.19% | 3.47% | $2.05 |
 CVI.US | 0.19% | 7.12% | $2 |
 ADM | 0.16% | 3.66% | $1.9 |
 ALB | 0.13% | 1.95% | $1.6 |
 DINO | 0.13% | 4.46% | $1.9 |
 EL | 0.13% | 1.92% | $2.64 |
 RIO | 0.11% | 6.22% | $4.34 |
 KRC | 0.11% | 5.69% | $2.16 |
 BHP | 0.09% | 4.46% | $3.01 |
 PAT.DE | 0.08% | 4.42% | $0.34 |
 CVX | 0.06% | 4.45% | $6.28 |
 SBSW | 0.04% | 6.83% | $0.3 |
 JNJ | 0.03% | 3.04% | $4.81 |
Performance Metrics
Score 2.4/10
Beta
0.95
0.95
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.21
-0.21
-1
1
2
3
3
Jensen's Alpha
-12.66
-12.66
-13
0
2
4.5
4.5
Omega Ratio
0.51
0.51
0
1
1.5
2.5
2.5
Treynor Ratio
-0.32
-0.32
-1
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Beta
0.95
0.95
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.21
-0.21
-1
1
2
3
3
Jensen's Alpha
-12.66
-12.66
-13
0
2
4.5
4.5
Omega Ratio
0.51
0.51
0
1
1.5
2.5
2.5
Treynor Ratio
-0.32
-0.32
-1
0.75
1.25
2
2
Information Ratio
-0.88
-0.88
-1
0.3
0.6
1
1
Calmar Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
17.53
High:
PAT.DE
52.13PAT.DELow:
DINO
-57.2DINODetails
PEG Ratio
20.03
High:
JNJ
60.19JNJLow:
SBSW
-20.98SBSWDetails
Price/Book
1.79
High:
EL
7.12ELLow:
MPW
0.51MPWDetails
Price/Sales
1.51
High:JNJ
4.39JNJLow:DINO
0.3DINODetails
Price/CF
8.5
High:PAT.DE
62.98PAT.DELow:
PBR.A
2.35PBR.ADetails
Price/FCF
58.18
High:SBSW
628.26SBSWLow:
NLY
5.75NLYDetails
P/E Ratio
17.53
High:PAT.DE
52.13PAT.DELow:DINO
-57.2DINODetails
PEG Ratio
20.03
High:JNJ
60.19JNJLow:SBSW
-20.98SBSWDetails
Price/Book
1.79
High:EL
7.12ELLow:MPW
0.51MPWDetails
Price/Sales
1.51
High:JNJ
4.39JNJLow:DINO
0.3DINODetails
Price/CF
8.5
High:PAT.DE
62.98PAT.DELow:PBR.A
2.35PBR.ADetails
Price/FCF
58.18
High:SBSW
628.26SBSWLow:NLY
5.75NLYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-44.88% | Apr 2018 | - | 88 |