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-1.99%
This Month
+42.13%
Year To Date
+16.81%
2 Years
-25.46%
5 Years
+44.58%
10 Years
+5.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities41.08%
- 💻 Electronic Technology35.2%
- 🛠️ Producer Manufacturing15.27%
- 🖥️ Technology Services3.36%
- 🧪 Process Industries3.09%
- 💵 Cash2.37%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq36.37%
- 🇺🇸 NYSE33.03%
- 🇩🇪 FRA8.73%
- 🇭🇰 Hong Kong Exchanges8.26%
- 🇪🇸 Bolsa De Madrid6.31%
- 🇬🇧 LSE3.38%
- 🇨🇭 SIX1.91%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.37%
- 🇩🇪 Germany8.73%
- 🇨🇳 China6.58%
- 🇪🇸 Spain6.31%
- 🇨🇦 Canada3.62%
- 🇬🇧 United Kingdom3.38%
- 🇭🇰 Hong Kong3.09%
- 🇨🇭 Switzerland1.91%
Dividends
Dividend Yield
1.25%
19 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $JKS (5%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IBE.MC | 0.1% | 2.87% | $0.45 |
 SSE.L | 0.1% | 2.92% | $0.6 |
 0916.HK | 0.1% | 3.41% | $0.24 |
 DUK | 0.1% | 3.52% | $4.1 |
 NEE | 0.1% | 2.68% | $1.97 |
 RWE.DE | 0.09% | 2.54% | $1 |
 EXC | 0.09% | 3.56% | $1.48 |
 ED | 0.09% | 3.51% | $3.28 |
 LNT | 0.08% | 3.05% | $1.87 |
 AEP | 0.08% | 3.14% | $3.47 |
 JKS | 0.07% | 5% | $1.48 |
 PEG | 0.07% | 3.13% | $2.34 |
 ANE.MC | 0.05% | 1.69% | $0.39 |
 LAND.ZU | 0.04% | 2.25% | $2.25 |
 ENR.DE | 0.03% | 0.6% | - |
 0968.HK | 0.03% | 1.34% | $0.23 |
 ORA.US | 0.02% | 0.43% | $0.48 |
 VST | 0.01% | 0.52% | $0.85 |
 GEV | 0% | 0.12% | - |
Performance Metrics
Score 3.1/10
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-5.9
-5.9
-6
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-5.9
-5.9
-6
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
32.4
High:
CSIQ
108.13CSIQLow:
BE
-3,608.25BEDetails
PEG Ratio
-368.7
High:
PEG
809.37PEGLow:BE
-3,198.5BEDetails
Price/Book
3.15
High:BE
38BELow:
ARRY
-24.42ARRYDetails
Price/Sales
3.21
High:BE
13.56BELow:
JKS
0.14JKSDetails
Price/CF
12.14
High:
AMSC
115.28AMSCLow:
0916.HK
2.760916.HKDetails
Price/FCF
33.53
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
32.4
High:CSIQ
108.13CSIQLow:BE
-3,608.25BEDetails
PEG Ratio
-368.7
High:PEG
809.37PEGLow:BE
-3,198.5BEDetails
Price/Book
3.15
High:BE
38BELow:ARRY
-24.42ARRYDetails
Price/Sales
3.21
High:BE
13.56BELow:JKS
0.14JKSDetails
Price/CF
12.14
High:AMSC
115.28AMSCLow:0916.HK
2.760916.HKDetails
Price/FCF
33.53
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 50 |
-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 |