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-2.21%
This Month
+21.09%
Year To Date
+10.91%
2 Years
-9.31%
5 Years
-9.31%
10 Years
-2.57%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing30.22%
- 🚗 Consumer Durables21.77%
- 💻 Electronic Technology15.93%
- 🪨 Non Energy Minerals13.45%
- ⚡ Utilities7.97%
- 🧪 Process Industries4.91%
- 💵 Cash3.95%
- 📦 Distribution Services2%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE62.06%
- 🇺🇸 Nasdaq20.43%
- 🇬🇧 LSE8.58%
- 🇩🇪 FRA3.21%
- 🇫🇷 Euronext Paris1.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.22%
- 🇨🇳 China14.14%
- 🇬🇧 United Kingdom4.24%
- 🇩🇪 Germany3.21%
- 🇧🇷 Brazil3.12%
- 🇮🇪 Ireland3.07%
- 🇦🇺 Australia2.34%
- 🇨🇭 Switzerland2%
- 🇫🇷 France1.97%
- 🇨🇦 Canada1.95%
Dividends
Dividend Yield
1.1%
15 out of 28 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $VALE (6.95%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VALE | 0.22% | 6.95% | $1.33 |
 AES | 0.14% | 5.47% | $0.68 |
 BHP.L | 0.1% | 4.1% | $1.26 |
 DUK | 0.09% | 3.5% | $4.1 |
 NEE | 0.09% | 3.14% | $1.97 |
 SIE.DE | 0.07% | 2.31% | $4.7 |
 LMT | 0.07% | 2.86% | $12.45 |
 ALB | 0.06% | 2% | $1.6 |
 MMM | 0.05% | 1.86% | $5.21 |
 GLEN.L | 0.05% | 2.61% | $0.1 |
 RR.L | 0.04% | 0.98% | - |
 ST | 0.04% | 1.5% | $0.48 |
 ETN | 0.04% | 1.17% | $3.6 |
 SU.PA | 0.04% | 1.79% | $3.5 |
 GEV | 0.01% | 0.13% | - |
Performance Metrics
Score 2.3/10
Beta
1.15
1.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.06
-0.06
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.08
-0.08
-1
1
2
3
3
Jensen's Alpha
-8.39
-8.39
-9
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-0.12
-0.12
-1
0.75
1.25
2
2
Information Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Beta
1.15
1.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.06
-0.06
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.08
-0.08
-1
1
2
3
3
Jensen's Alpha
-8.39
-8.39
-9
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-0.12
-0.12
-1
0.75
1.25
2
2
Information Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Calmar Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
61.21
High:
BE
11,682.98BELow:
MP
-103.7MPDetails
PEG Ratio
1,727.92
High:BE
10,800.35BELow:
FLNC
-120.99FLNCDetails
Price/Book
6.62
High:
RR.L
37.56RR.LLow:
NIO
-76.32NIODetails
Price/Sales
3.88
High:
ENVX
69.45ENVXLow:
LAC
-LACDetails
Price/CF
25.77
High:MP
190.93MPLow:
AES
2.08AESDetails
Price/FCF
79.45
High:
NEE
2,356.18NEELow:
ST
12.14STDetails
P/E Ratio
61.21
High:BE
11,682.98BELow:MP
-103.7MPDetails
PEG Ratio
1,727.92
High:BE
10,800.35BELow:FLNC
-120.99FLNCDetails
Price/Book
6.62
High:RR.L
37.56RR.LLow:NIO
-76.32NIODetails
Price/Sales
3.88
High:ENVX
69.45ENVXLow:LAC
-LACDetails
Price/CF
25.77
High:MP
190.93MPLow:AES
2.08AESDetails
Price/FCF
79.45
High:NEE
2,356.18NEELow:ST
12.14STDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-35.51% | Apr 2022 | - | 42 |