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-0.04%
This Month
-8.15%
Year To Date
-2.41%
2 Years
-47.82%
5 Years
-71.53%
10 Years
-20.42%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology50.02%
- 🪨 Non Energy Minerals14.66%
- ⚡ Utilities10.87%
- 🖥️ Technology Services9.88%
- 🛍️ Retail Trade4.38%
- 🚚 Transportation4.25%
- 💼 Commercial Services3.89%
- 🛠️ Producer Manufacturing2.01%
- 💵 Cash0.03%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE63.64%
- 🇺🇸 Nasdaq31.62%
- 🇩🇪 FRA4.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.62%
- 🇨🇦 Canada9.3%
- 🇳🇱 Netherlands5.34%
- 🇩🇪 Germany4.71%
- 🇦🇺 Australia4.54%
- 🇸🇬 Singapore4.25%
- 🇹🇼 Taiwan2.89%
- 🇨🇭 Switzerland2.31%
Dividends
Dividend Yield
0.47%
11 out of 22 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $LMT (2.09%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.7/10
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
-0.13
-0.13
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.23
-0.23
-1
1
2
3
3
Jensen's Alpha
-13.7
-13.7
-14
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
-1.32
-1.32
-2
0.75
1.25
2
2
Information Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Calmar Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
-0.13
-0.13
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.23
-0.23
-1
1
2
3
3
Jensen's Alpha
-13.7
-13.7
-14
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
-1.32
-1.32
-2
0.75
1.25
2
2
Information Ratio
-0.35
-0.35
-1
0.3
0.6
1
1
Calmar Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
39.15
High:
CIEN
415.98CIENLow:
MP
-83.54MPDetails
PEG Ratio
262.21
High:
ATI
1,219.09ATILow:
IREN
8.67IRENDetails
Price/Book
8.24
High:
LMT
22.06LMTLow:
STM.US
1.72STM.USDetails
Price/Sales
5.55
High:MP
44.12MPLow:
GD
1.79GDDetails
Price/CF
21.56
High:MP
190.93MPLow:
B
9.18BDetails
Price/FCF
101.44
High:
RHM.DE
5,198.92RHM.DELow:
WLDN
21.34WLDNDetails
P/E Ratio
39.15
High:CIEN
415.98CIENLow:MP
-83.54MPDetails
PEG Ratio
262.21
High:ATI
1,219.09ATILow:IREN
8.67IRENDetails
Price/Book
8.24
High:LMT
22.06LMTLow:STM.US
1.72STM.USDetails
Price/Sales
5.55
High:MP
44.12MPLow:GD
1.79GDDetails
Price/CF
21.56
High:MP
190.93MPLow:B
9.18BDetails
Price/FCF
101.44
High:RHM.DE
5,198.92RHM.DELow:WLDN
21.34WLDNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-86.3% | Dec 2020 | - | 64 |
-4.99% | Sep 2020 | Nov 2020 | 2 |