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-0.13%
This Month
-0.13%
Year To Date
+38.29%
2 Years
-47.61%
5 Years
+66.17%
10 Years
+8.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities29.85%
- 🚗 Consumer Durables19.6%
- 🧪 Process Industries10.69%
- 🏭 Industrial Services8.68%
- 📊 ETFs6.62%
- 🛠️ Producer Manufacturing6.35%
- 💻 Electronic Technology5.52%
- 💵 Cash3.08%
- 💰 Finance2.12%
- 🪙 Cryptocurrencies2.1%
- 🍞 Consumer Non Durables0.34%
- 💇♀️ Consumer Services0.28%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges38.29%
- 🇺🇸 NYSE30.51%
- 🇺🇸 Nasdaq17.71%
- 🇩🇰 Copenhagen Stock Exchange3.54%
- 🌍 Digital Currency2.1%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States34.2%
- 🇨🇳 China29.18%
- 🇭🇰 Hong Kong16.14%
- 🇩🇰 Denmark3.54%
- 🇨🇦 Canada0.37%
Dividends
Dividend Yield
1.43%
6 out of 25 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $HASI (4.99%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.5/10
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.51
0.51
0
1
2
3
3
Jensen's Alpha
-2.43
-2.43
-3
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
0.83
0.83
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
1.12
1.12
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.51
0.51
0
1
2
3
3
Jensen's Alpha
-2.43
-2.43
-3
0
2
4.5
4.5
Omega Ratio
0.97
0.97
0
1
1.5
2.5
2.5
Treynor Ratio
0.83
0.83
0
0.75
1.25
2
2
Information Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-38.32
High:
AWK
23.04AWKLow:
0968.HK
-163.920968.HKDetails
PEG Ratio
32.45
High:AWK
175.42AWKLow:
NIO
-124.22NIODetails
Price/Book
1.58
High:
9866.HK
20.479866.HKLow:
BYND
-0.09BYNDDetails
Price/Sales
1.72
High:
HASI
12.16HASILow:
TPICQ
0TPICQDetails
Price/CF
6.51
High:HASI
37.21HASILow:TPICQ
0.63TPICQDetails
Price/FCF
13.38
High:0968.HK
99.420968.HKLow:TPICQ
0.91TPICQDetails
P/E Ratio
-38.32
High:AWK
23.04AWKLow:0968.HK
-163.920968.HKDetails
PEG Ratio
32.45
High:AWK
175.42AWKLow:NIO
-124.22NIODetails
Price/Book
1.58
High:9866.HK
20.479866.HKLow:BYND
-0.09BYNDDetails
Price/Sales
1.72
High:HASI
12.16HASILow:TPICQ
0TPICQDetails
Price/CF
6.51
High:HASI
37.21HASILow:TPICQ
0.63TPICQDetails
Price/FCF
13.38
High:0968.HK
99.420968.HKLow:TPICQ
0.91TPICQDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-62.97% | Feb 2021 | - | 60 |
-6.86% | Aug 2019 | Sep 2019 | 1 |
-4.49% | Oct 2019 | Apr 2020 | 6 |