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+12.97%
This Month
+52.69%
Year To Date
+44.67%
2 Years
+11.41%
5 Years
+55.33%
10 Years
+6.41%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities38.29%
- 💻 Electronic Technology35.79%
- 🛠️ Producer Manufacturing17.02%
- 🖥️ Technology Services4.76%
- 🧪 Process Industries3.27%
- 💵 Cash1.15%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq39.2%
- 🇺🇸 NYSE33.3%
- 🇭🇰 Hong Kong Exchanges8.75%
- 🇩🇪 FRA7.32%
- 🇪🇸 Bolsa De Madrid5.84%
- 🇬🇧 LSE2.52%
- 🇨🇭 SIX2.2%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States69.12%
- 🇩🇪 Germany7.32%
- 🇨🇳 China6.69%
- 🇪🇸 Spain5.84%
- 🇭🇰 Hong Kong3.27%
- 🇬🇧 United Kingdom2.52%
- 🇨🇭 Switzerland2.2%
- 🇨🇦 Canada2.16%
Dividends
Dividend Yield
1.11%
18 out of 30 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $JKS (5.41%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IBE.MC | 0.09% | 3.11% | $0.45 |
 SSE.L | 0.09% | 3.53% | $0.6 |
 0916.HK | 0.09% | 2.84% | $0.24 |
 DUK | 0.09% | 3.29% | $4.1 |
 NEE | 0.09% | 2.62% | $1.97 |
 RWE.DE | 0.08% | 2.72% | $1 |
 EXC | 0.08% | 3.33% | $1.48 |
 ED | 0.08% | 3.32% | $3.28 |
 AEP | 0.08% | 3.14% | $3.47 |
 LNT | 0.08% | 2.93% | $1.87 |
 JKS | 0.07% | 5.41% | $1.48 |
 PEG | 0.06% | 3.02% | $2.34 |
 ANE.MC | 0.04% | 1.49% | $0.39 |
 LAND.ZU | 0.04% | 1.8% | $2.25 |
 0968.HK | 0.03% | 1.14% | $0.23 |
 ORA.US | 0.01% | 0.44% | $0.48 |
 VST | 0.01% | 0.43% | $0.85 |
 GEV | 0% | 0.12% | - |
Performance Metrics
Score 3/10
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-6.52
-6.52
-7
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
0.43
0.43
0
0.75
1.25
2
2
Information Ratio
-0.3
-0.3
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.2
0.2
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-6.52
-6.52
-7
0
2
4.5
4.5
Omega Ratio
0.81
0.81
0
1
1.5
2.5
2.5
Treynor Ratio
0.43
0.43
0
0.75
1.25
2
2
Information Ratio
-0.3
-0.3
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
35.79
High:
BE
24,268.09BELow:
0968.HK
-183.510968.HKDetails
PEG Ratio
4,290.33
High:BE
22,434.68BELow:
FLNC
-330.77FLNCDetails
Price/Book
3.33
High:BE
44.82BELow:
ARRY
-19.54ARRYDetails
Price/Sales
3.35
High:BE
16.27BELow:
JKS
0.11JKSDetails
Price/CF
12.63
High:BE
63.48BELow:
0916.HK
3.240916.HKDetails
Price/FCF
34.9
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
35.79
High:BE
24,268.09BELow:0968.HK
-183.510968.HKDetails
PEG Ratio
4,290.33
High:BE
22,434.68BELow:FLNC
-330.77FLNCDetails
Price/Book
3.33
High:BE
44.82BELow:ARRY
-19.54ARRYDetails
Price/Sales
3.35
High:BE
16.27BELow:JKS
0.11JKSDetails
Price/CF
12.63
High:BE
63.48BELow:0916.HK
3.240916.HKDetails
Price/FCF
34.9
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 48 |
-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 |