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+1.44%
This Month
+3.18%
Year To Date
+17.51%
2 Years
+5.87%
5 Years
+5.87%
10 Years
+1.44%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance15.71%
- 💼 Commercial Services13.09%
- 🛠️ Producer Manufacturing12.65%
- 🏭 Industrial Services11.78%
- 💇♀️ Consumer Services8.39%
- 💻 Electronic Technology7.65%
- 🍞 Consumer Non Durables4.11%
- 🧪 Process Industries3.84%
- 🚗 Consumer Durables3.83%
- ⛏️ Energy Minerals3.73%
- 🧬 Health Technology3.63%
- 🚚 Transportation3.55%
- 🛍️ Retail Trade3.54%
- 🖥️ Technology Services2.7%
- 💵 Cash2.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq44.33%
- 🇺🇸 NYSE39.34%
- 🇫🇷 Euronext Paris7.34%
- 🇮🇹 Borsa Italiana3.82%
- 🇳🇴 Oslo Stock Exchange3.37%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States83.68%
- 🇫🇷 France7.34%
- 🇮🇹 Italy3.82%
- 🇳🇴 Norway3.37%
Dividends
Dividend Yield
1.28%
15 out of 25 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $ANIM.MI (7.38%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ANIM.MI | 0.28% | 7.38% | $0.25 |
 MULTI.OL | 0.19% | 5.58% | - |
 NXST | 0.15% | 3.52% | $6.08 |
 VIL.PA | 0.1% | 2.83% | - |
 VCTR | 0.1% | 2.61% | $1.35 |
 CF | 0.09% | 2.38% | $1.8 |
 MTDR | 0.09% | 2.37% | $0.75 |
 PRDO | 0.07% | 1.64% | $0.44 |
 MATX | 0.05% | 1.32% | $1.28 |
 RL | 0.04% | 1.06% | $3.08 |
 MLI | 0.04% | 0.98% | $0.7 |
 GFF | 0.04% | 0.9% | $0.57 |
 VIRP.PA | 0.02% | 0.45% | $1.32 |
 VC | 0.01% | 0.22% | - |
 EME | 0.01% | 0.16% | $0.79 |
Performance Metrics
Score 2.4/10
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-6.85
-6.85
-7
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-1.1
-1.1
-2
0.3
0.6
1
1
Calmar Ratio
0.06
0.06
0
0.3
0.6
1
1
Beta
0.62
0.62
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-6.85
-6.85
-7
0
2
4.5
4.5
Omega Ratio
0.45
0.45
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-1.1
-1.1
-2
0.3
0.6
1
1
Calmar Ratio
0.06
0.06
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
16.71
High:
GFF
59.45GFFLow:
MATX
7.06MATXDetails
PEG Ratio
94.32
High:
NXT.US
608.85NXT.USLow:MATX
12.56MATXDetails
Price/Book
3.61
High:
MEDP
78.41MEDPLow:
TMHC
1.15TMHCDetails
Price/Sales
2.1
High:MEDP
6.3MEDPLow:
MULTI.OL
0.76MULTI.OLDetails
Price/CF
8.99
High:
EME
18.54EMELow:
ENVA
1.78ENVADetails
Price/FCF
12.89
High:MULTI.OL
41.84MULTI.OLLow:ENVA
1.83ENVADetails
P/E Ratio
16.71
High:GFF
59.45GFFLow:MATX
7.06MATXDetails
PEG Ratio
94.32
High:NXT.US
608.85NXT.USLow:MATX
12.56MATXDetails
Price/Book
3.61
High:MEDP
78.41MEDPLow:TMHC
1.15TMHCDetails
Price/Sales
2.1
High:MEDP
6.3MEDPLow:MULTI.OL
0.76MULTI.OLDetails
Price/CF
8.99
High:EME
18.54EMELow:ENVA
1.78ENVADetails
Price/FCF
12.89
High:MULTI.OL
41.84MULTI.OLLow:ENVA
1.83ENVADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-17.79% | Jan 2022 | - | 45 |
-0.6% | Nov 2021 | Dec 2021 | 1 |