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+13.99%
This Month
+13.99%
Year To Date
+60.96%
2 Years
-16.65%
5 Years
-16.65%
10 Years
-5.32%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology66.88%
- ⚡ Utilities16.85%
- 💵 Cash10.2%
- 🛠️ Producer Manufacturing3.33%
- 💰 Finance2.3%
- 🧪 Process Industries1.6%
- 🏭 Industrial Services1.57%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE64.1%
- 🇺🇸 Nasdaq28.43%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States92.53%
Dividends
Dividend Yield
0.76%
6 out of 15 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $HASI (4.85%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.1/10
Beta
1.55
1.55
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-18.67
-18.67
-19
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-0.31
-0.31
-1
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Beta
1.55
1.55
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-18.67
-18.67
-19
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-0.31
-0.31
-1
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
38.61
High:
SHLS
51.21SHLSLow:
BE
-5,683.51BEDetails
PEG Ratio
-1,581.71
High:SHLS
1,768.55SHLSLow:BE
-5,038.1BEDetails
Price/Book
8.88
High:BE
59.86BELow:
ARRY
-38.16ARRYDetails
Price/Sales
6.87
High:BE
21.36BELow:
SPWRQ
-SPWRQDetails
Price/CF
30.92
High:BE
112.4BELow:
CWEN
4.74CWENDetails
Price/FCF
71.25
High:
NEE
2,356.18NEELow:ARRY
12.62ARRYDetails
P/E Ratio
38.61
High:SHLS
51.21SHLSLow:BE
-5,683.51BEDetails
PEG Ratio
-1,581.71
High:SHLS
1,768.55SHLSLow:BE
-5,038.1BEDetails
Price/Book
8.88
High:BE
59.86BELow:ARRY
-38.16ARRYDetails
Price/Sales
6.87
High:BE
21.36BELow:SPWRQ
-SPWRQDetails
Price/CF
30.92
High:BE
112.4BELow:CWEN
4.74CWENDetails
Price/FCF
71.25
High:NEE
2,356.18NEELow:ARRY
12.62ARRYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-55.91% | Sep 2022 | - | 41 |
-24.79% | Apr 2022 | Aug 2022 | 4 |