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-6.51%
This Month
-7.89%
Year To Date
-5.92%
2 Years
-9.15%
5 Years
+109.62%
10 Years
+4.4%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables48.98%
- 📊 ETFs15.9%
- 💻 Electronic Technology9.34%
- ⚡ Utilities8.98%
- 🧪 Process Industries5.9%
- 💼 Commercial Services4.5%
- 🖥️ Technology Services3.55%
- 🛠️ Producer Manufacturing2.68%
- 💵 Cash0.09%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE50.21%
- 🇺🇸 Nasdaq22.06%
- 🇫🇷 Euronext Paris12.52%
- 🇬🇧 LSE12.37%
- 🇭🇰 Hong Kong Exchanges2.68%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States69.56%
- 🇬🇧 United Kingdom8.98%
- 🇨🇦 Canada2.71%
- 🇨🇳 China2.68%
Dividends
Dividend Yield
1.69%
7 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $DRX.L (3.3%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.6/10
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
-3.48
-3.48
-4
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
-0.3
-0.3
-1
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
0
0.3
0.6
1
1
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
0.41
0.41
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
-3.48
-3.48
-4
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
0.65
0.65
0
0.75
1.25
2
2
Information Ratio
-0.3
-0.3
-1
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.7
High:
CSIQ
71.27CSIQLow:
GEVO
-9.93GEVODetails
PEG Ratio
16.7
High:
AAPL
129.82AAPLLow:GEVO
-23.64GEVODetails
Price/Book
12.63
High:AAPL
43.77AAPLLow:
SUNWQ
-SUNWQDetails
Price/Sales
4.98
High:
MSFT
9.9MSFTLow:SUNWQ
-SUNWQDetails
Price/CF
26.39
High:
VYX
493.27VYXLow:
DRX.L
4.47DRX.LDetails
Price/FCF
44.54
High:
NKE
947.69NKELow:DRX.L
6.04DRX.LDetails
P/E Ratio
29.7
High:CSIQ
71.27CSIQLow:GEVO
-9.93GEVODetails
PEG Ratio
16.7
High:AAPL
129.82AAPLLow:GEVO
-23.64GEVODetails
Price/Book
12.63
High:AAPL
43.77AAPLLow:SUNWQ
-SUNWQDetails
Price/Sales
4.98
High:MSFT
9.9MSFTLow:SUNWQ
-SUNWQDetails
Price/CF
26.39
High:VYX
493.27VYXLow:DRX.L
4.47DRX.LDetails
Price/FCF
44.54
High:NKE
947.69NKELow:DRX.L
6.04DRX.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-44.16% | Sep 2014 | Dec 2017 | 39 |
-33.63% | Jan 2022 | - | 51 |
-16.22% | Oct 2018 | Mar 2019 | 5 |
-11.8% | Feb 2020 | Apr 2020 | 2 |
-9.2% | Jul 2019 | Jan 2020 | 6 |
-8.84% | Feb 2018 | May 2018 | 3 |
-6.79% | Sep 2020 | Nov 2020 | 2 |
-5.35% | Sep 2021 | Dec 2021 | 3 |
-2.51% | May 2019 | Jun 2019 | 1 |
-0.02% | Feb 2021 | Mar 2021 | 1 |