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-1.98%
This Month
-1.98%
Year To Date
+40.04%
2 Years
-21.32%
5 Years
+58.18%
10 Years
+8.98%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology36.84%
- 🛍️ Retail Trade22.86%
- 💼 Commercial Services18.91%
- 💰 Finance13.78%
- 🖥️ Technology Services3.58%
- 🪨 Non Energy Minerals2.28%
- 🧬 Health Technology1.62%
- 💵 Cash0.12%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE57.79%
- 🇺🇸 Nasdaq26.34%
- 🇭🇰 Hong Kong Exchanges15.74%
Countries Breakdown
- Country
- Total
- 🇨🇳 China38.13%
- 🇺🇸 United States34.97%
- 🇨🇦 Canada16.13%
- 🇮🇪 Ireland9.02%
- 🇩🇰 Denmark1.62%
Dividends
Dividend Yield
1.09%
8 out of 14 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $JKS (4.96%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.4/10
Beta
1.39
1.39
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
-4.12
-4.12
-5
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
1.39
1.39
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
-4.12
-4.12
-5
0
2
4.5
4.5
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
0.74
0.74
0
0.75
1.25
2
2
Information Ratio
0.02
0.02
0
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
19.44
High:
CSIQ
85.78CSIQLow:
03690.HK
-257.5403690.HKDetails
PEG Ratio
61.31
High:
EPRT
310.89EPRTLow:
EXPI
-176.33EXPIDetails
Price/Book
2.92
High:
NVO
10.08NVOLow:CSIQ
0.48CSIQDetails
Price/Sales
2.93
High:
MP
51.43MPLow:
JKS
0.14JKSDetails
Price/CF
19.56
High:MP
190.93MPLow:CSIQ
8.72CSIQDetails
Price/FCF
28.64
High:03690.HK
387.8103690.HKLow:
FOUR
16.24FOURDetails
P/E Ratio
19.44
High:CSIQ
85.78CSIQLow:03690.HK
-257.5403690.HKDetails
PEG Ratio
61.31
High:EPRT
310.89EPRTLow:EXPI
-176.33EXPIDetails
Price/Book
2.92
High:NVO
10.08NVOLow:CSIQ
0.48CSIQDetails
Price/Sales
2.93
High:MP
51.43MPLow:JKS
0.14JKSDetails
Price/CF
19.56
High:MP
190.93MPLow:CSIQ
8.72CSIQDetails
Price/FCF
28.64
High:03690.HK
387.8103690.HKLow:FOUR
16.24FOURDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-63.98% | Nov 2021 | - | 51 |
-17.13% | Mar 2020 | Jul 2020 | 4 |
-8.06% | May 2021 | Aug 2021 | 3 |
-7.39% | Sep 2020 | Nov 2020 | 2 |
-5.72% | Sep 2021 | Oct 2021 | 1 |
-0.86% | Mar 2021 | Apr 2021 | 1 |