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+8.11%
This Month
+19.33%
Year To Date
+51.07%
2 Years
-11.26%
5 Years
+67.72%
10 Years
+7.06%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities48.94%
- 💻 Electronic Technology26.16%
- 🛠️ Producer Manufacturing19.16%
- 🖥️ Technology Services3.35%
- 🧪 Process Industries2.08%
- 💵 Cash0.39%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq42.28%
- 🇺🇸 NYSE37.68%
- 🇩🇪 FRA7.62%
- 🇪🇸 Bolsa De Madrid5.6%
- 🇬🇧 LSE3.48%
- 🇫🇷 Euronext Paris3.03%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States73.26%
- 🇩🇪 Germany7.62%
- 🇪🇸 Spain5.6%
- 🇮🇱 Israel4.62%
- 🇬🇧 United Kingdom3.48%
- 🇫🇷 France3.03%
- 🇨🇳 China2.08%
Dividends
Dividend Yield
1.26%
17 out of 30 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ENGI.PA (4.78%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENGI.PA | 0.14% | 4.78% | $1.43 |
 NEE | 0.12% | 2.52% | $1.97 |
 AEP | 0.1% | 2.82% | $3.47 |
 DUK | 0.1% | 3.3% | $4.1 |
 EXC | 0.09% | 3.49% | $1.48 |
 SO | 0.09% | 3.16% | $2.82 |
 SSE.L | 0.09% | 2.56% | $0.6 |
 RWE.DE | 0.09% | 2.1% | $1 |
 IBE.MC | 0.09% | 2.77% | $0.45 |
 PEG | 0.09% | 3.18% | $2.34 |
 LNT | 0.08% | 2.86% | $1.87 |
 ETR | 0.07% | 2.18% | $4.46 |
 ANE.MC | 0.04% | 1.64% | $0.39 |
 VST | 0.02% | 0.56% | $0.85 |
 ORA.US | 0.02% | 0.43% | $0.48 |
 ENR.DE | 0.01% | 0.41% | - |
 GEV | 0.01% | 0.15% | - |
Performance Metrics
Score 3.2/10
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-4.27
-4.27
-5
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
0.52
0.52
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
0.3
0.6
1
1
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-4.27
-4.27
-5
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
0.52
0.52
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.19
High:ENR.DE
75.39ENR.DELow:
BE
-545.71BEDetails
PEG Ratio
134.5
High:
NXT.US
1,383.54NXT.USLow:
DQ
-17.07DQDetails
Price/Book
3.77
High:BE
75.73BELow:DQ
0.34DQDetails
Price/Sales
3.85
High:BE
27.07BELow:
FLNC
0.65FLNCDetails
Price/CF
13.56
High:ENGI.PA
216.75ENGI.PALow:RWE.DE
6.8RWE.DEDetails
Price/FCF
34.44
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
P/E Ratio
32.19
High:ENR.DE
75.39ENR.DELow:BE
-545.71BEDetails
PEG Ratio
134.5
High:NXT.US
1,383.54NXT.USLow:DQ
-17.07DQDetails
Price/Book
3.77
High:BE
75.73BELow:DQ
0.34DQDetails
Price/Sales
3.85
High:BE
27.07BELow:FLNC
0.65FLNCDetails
Price/CF
13.56
High:ENGI.PA
216.75ENGI.PALow:RWE.DE
6.8RWE.DEDetails
Price/FCF
34.44
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 54 |
-24.72% | Jan 2020 | Jul 2020 | 6 |
-12.35% | Feb 2021 | Oct 2021 | 8 |
-9.45% | Sep 2018 | Apr 2019 | 7 |
-5.64% | May 2019 | Sep 2019 | 4 |