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-0.05%
This Month
+20.6%
Year To Date
+112.37%
2 Years
+57.64%
5 Years
-25.88%
10 Years
-4.34%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables17.02%
- 💰 Finance11.93%
- 📊 ETFs7.85%
- 💇♀️ Consumer Services7.05%
- 🌾 Commodities5.31%
- 🖥️ Technology Services5.25%
- 💼 Commercial Services5.03%
- 🧬 Health Technology3.87%
- 💹 Forex3.09%
- 🛍️ Retail Trade2.84%
- 🚚 Transportation2.75%
- 🧩 Miscellaneous2.17%
- ⚡ Utilities2.03%
- 📡 Communications1.15%
- ⛏️ Energy Minerals1.04%
- 💻 Electronic Technology0.67%
- 🚗 Consumer Durables0.64%
- 🪨 Non Energy Minerals0.5%
- 🧪 Process Industries0.46%
- ❓ Other0.2%
- 📦 Distribution Services0.18%
- 💵 Cash0.16%
- 🪙 Cryptocurrencies0.14%
- 🏥 Health Services0.09%
- 🏭 Industrial Services0.07%
- 🛠️ Producer Manufacturing0.06%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE36.41%
- 🇺🇸 Nasdaq21.02%
- 🌍 Commodity5.31%
- 🇩🇪 Xetra ETFs5.11%
- 🌍 FX3.09%
- 🇫🇷 Euronext Paris2.72%
- 🇬🇧 LSE1.72%
- 🇦🇺 Sydney1.52%
- 🇳🇴 Oslo Stock Exchange1.02%
- 🇮🇹 Borsa Italiana0.88%
- 🇪🇸 Bolsa De Madrid0.69%
- 🇩🇪 FRA0.62%
- 🇫🇮 Helsinki Stock Exchange0.46%
- 🇭🇰 Hong Kong Exchanges0.45%
- 🇦🇪 Dubai Financial Market0.19%
- 🌍 Digital Currency0.14%
- 🇩🇰 Copenhagen Stock Exchange0.02%
- Abu Dhabi0.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States50.32%
- 🇫🇷 France2.72%
- 🇨🇦 Canada2.28%
- 🇦🇺 Australia1.52%
- 🇳🇴 Norway1.02%
- 🇨🇳 China0.9%
- 🇮🇹 Italy0.88%
- 🇪🇸 Spain0.69%
- 🇮🇪 Ireland0.66%
- 🇩🇪 Germany0.62%
- 🇮🇱 Israel0.49%
- 🇫🇮 Finland0.46%
- 🇬🇧 United Kingdom0.36%
- 🇨🇭 Switzerland0.16%
- 🇹🇼 Taiwan0.04%
- 🇮🇳 India0.03%
- 🇩🇰 Denmark0.02%
Dividends
Dividend Yield
1.82%
80 out of 119 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PSEC (23.32%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 NKE | 0.29% | 4.24% | $1.45 |
 PEP | 0.25% | 4.18% | $5.15 |
 PSEC | 0.11% | 23.32% | $0.72 |
 SW.PA | 0.08% | 4.65% | $3.1 |
 IEL.ASX | 0.07% | 4.73% | $0.45 |
 SBUX | 0.06% | 2.36% | $2.24 |
 VZ | 0.06% | 5.57% | $2.66 |
 PRGO | 0.05% | 7.77% | $1.1 |
 JNJ | 0.05% | 1.9% | $4.81 |
 JEF | 0.05% | 2.9% | $1.2 |
 KO | 0.04% | 2.36% | $1.89 |
 CNI | 0.04% | 2.09% | $2.42 |
 JPM | 0.04% | 1.67% | $4.4 |
 VOW3.DE | 0.04% | 6.43% | $9.06 |
 ORK.OL | 0.04% | 4.29% | $3 |
 NEE | 0.04% | 2.85% | $1.97 |
 O | 0.03% | 5.29% | $3.09 |
 TGT | 0.03% | 2.79% | $4.42 |
 UPM.HE | 0.03% | 6.19% | $1.5 |
 KHC | 0.03% | 6.44% | $1.6 |
 AXP | 0.02% | 1.09% | $2.6 |
 SNY | 0.02% | 3.99% | $1.48 |
 MCD | 0.02% | 2.87% | $6.53 |
 ENG.MC | 0.02% | 4.88% | $1.41 |
 PYPL | 0.02% | 0.76% | - |
 CVS | 0.02% | 2.75% | $2.54 |
 MA | 0.01% | 0.58% | $2.46 |
 NGG | 0.01% | 4.11% | $3.65 |
 ARCC | 0.01% | 9.58% | $1.62 |
 ABR | 0.01% | 17.9% | $1.72 |
 CNQ | 0.01% | 3.44% | $1.48 |
 PG | 0.01% | 2.91% | $3.83 |
 GOOD | 0.01% | 9.15% | - |
 MONC.MI | 0.01% | 3.05% | $1.15 |
 UCG.MI | 0.01% | 3.48% | $1.8 |
 CVX.US | 0.01% | 3.35% | $6.28 |
 V | 0.01% | 0.69% | $2.01 |
 BNP.PA | 0.01% | 4.94% | $4.6 |
 MSFT | 0.01% | 0.73% | $3 |
 NLY | 0.01% | 12.49% | $2.6 |
 UGI | 0.01% | 3.95% | $1.5 |
 ISP.MI | 0.01% | 5.58% | $0.3 |
 EXE | 0.01% | 2.35% | $2.3 |
 LPX | 0.01% | 1.7% | $1 |
 AMS.MC | 0.01% | 2.17% | $1 |
 FNAC.PA | 0% | 2.89% | $0.45 |
 T.US | 0% | 4.32% | $1.11 |
 NHY.OL | 0% | 3.19% | $2.5 |
 META | 0% | 0.34% | $1 |
 BABA | 0% | 0.91% | $0.98 |
 AGNC | 0% | 13.52% | $1.44 |
 DIS | 0% | 1.42% | $0.75 |
 ACCO | 0% | 6.79% | $0.3 |
 GAIN | 0% | 5.85% | - |
 CCH.L | 0% | 2.3% | $0.79 |
 AGNT | 0% | 4.96% | $0.2 |
 9988.HK | 0% | 0.93% | $0.98 |
 C | 0% | 1.74% | $2.12 |
 EPD | 0% | 5.66% | $2.03 |
 CSCO | 0% | 1.52% | $1.58 |
 EGY | 0% | 4.17% | $0.25 |
 PFE | 0% | 6.05% | $1.66 |
 UNH | 0% | 2.25% | $7.74 |
 AUB | 0% | 3.54% | $1.26 |
 WMT | 0% | 0.92% | $0.81 |
 BLK | 0% | 1.95% | $20.2 |
 RCL | 0% | 1.89% | - |
 LDO.MI | 0% | 1.25% | $0.28 |
 LHX | 0% | 1.91% | $4.6 |
 GAID.L | 0% | 3.01% | - |
 DANSKE.CO | 0% | 4.52% | $14.5 |
 A2A.MI | 0% | 4.51% | $0.1 |
 F | 0% | 4.1% | $0.78 |
 VOD | 0% | 3.01% | $0.94 |
 KMI | 0% | 3.74% | $1.14 |
 XOM | 0% | 2.56% | $3.76 |
 TSM | 0% | 0.7% | $1.74 |
 OXY | 0% | 1.67% | $0.8 |
 00285.HK | 0% | 0.71% | $0.59 |
 CVI.US | 0% | 0.22% | $2 |
Performance Metrics
Score 4.3/10
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
0.72
0.72
-2
0
2
4.5
4.5
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.02
1.02
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.4
0.4
0
1
2
3
3
Jensen's Alpha
0.72
0.72
-2
0
2
4.5
4.5
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
1.02
1.02
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22.55
High:
MQ
734.72MQLow:
INTC
-175.38INTCDetails
PEG Ratio
164.99
High:
ARM
2,952.5ARMLow:INTC
-203.76INTCDetails
Price/Book
5.08
High:MA
69.54MALow:MCD
-151.69MCDDetails
Price/Sales
3.62
High:ARM
70.2ARMLow:FNAC.PA
0.1FNAC.PADetails
Price/CF
12.43
High:ARM
106.02ARMLow:FNAC.PA
1.37FNAC.PADetails
Price/FCF
24.46
High:ORK.OL
3,292.59ORK.OLLow:JEF
1.73JEFDetails
P/E Ratio
22.55
High:MQ
734.72MQLow:INTC
-175.38INTCDetails
PEG Ratio
164.99
High:ARM
2,952.5ARMLow:INTC
-203.76INTCDetails
Price/Book
5.08
High:MA
69.54MALow:MCD
-151.69MCDDetails
Price/Sales
3.62
High:ARM
70.2ARMLow:FNAC.PA
0.1FNAC.PADetails
Price/CF
12.43
High:ARM
106.02ARMLow:FNAC.PA
1.37FNAC.PADetails
Price/FCF
24.46
High:ORK.OL
3,292.59ORK.OLLow:JEF
1.73JEFDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-80.51% | Feb 2020 | - | 80 |