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0%
Today
-3.19%
This Month
-10.36%
Year To Date
-40.1%
2 Years
-0.83%
5 Years
-1.39%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities55.83%
- 💻 Electronic Technology21.55%
- 🛠️ Producer Manufacturing16.19%
- 🧪 Process Industries3.35%
- 🖥️ Technology Services2.79%
- 💵 Cash0.22%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq35.31%
- 🇺🇸 NYSE30.59%
- 🇭🇰 Hong Kong Exchanges10.24%
- 🇩🇪 FRA8.85%
- 🇪🇸 Bolsa De Madrid8.04%
- 🇬🇧 LSE3.93%
- 🇨🇭 SIX2.76%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.78%
- 🇩🇪 Germany8.85%
- 🇨🇳 China8.31%
- 🇪🇸 Spain8.04%
- 🇬🇧 United Kingdom3.93%
- 🇭🇰 Hong Kong3.35%
- 🇨🇭 Switzerland2.76%
- 🇨🇦 Canada1.69%
Dividends
Dividend Yield
2.28%
19 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $JKS (18.27%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 0968.HK | 0.28% | 9.88% | $0.23 |
 JKS | 0.26% | 18.27% | $1.48 |
 0916.HK | 0.16% | 3.98% | $0.24 |
 DUK | 0.15% | 3.42% | $4.1 |
 SSE.L | 0.15% | 3.73% | $0.6 |
 RWE.DE | 0.14% | 3.22% | $1 |
 NEE | 0.14% | 3.18% | $1.97 |
 EXC | 0.14% | 3.26% | $1.48 |
 ED | 0.14% | 2.98% | $3.28 |
 LAND.ZU | 0.13% | 4.81% | $2.25 |
 LNT | 0.13% | 3.25% | $1.87 |
 AEP | 0.13% | 3.36% | $3.47 |
 PEG | 0.1% | 2.92% | $2.34 |
 ANE.MC | 0.08% | 2.49% | $0.39 |
 IBE.MC | 0.06% | 1.24% | $0.45 |
 3800.HK | 0.03% | 0.9% | - |
 ORA.US | 0.03% | 0.67% | $0.48 |
 VST | 0.02% | 0.76% | $0.85 |
 GEV | 0% | 0.15% | - |
Performance Metrics
Score 2.5/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-9.31
-9.31
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.02
0.02
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-9.31
-9.31
-10
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
0.02
0.02
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
-0.02
-0.02
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
19.6
High:
AMSC
242.24AMSCLow:
ENR.DE
-339.54ENR.DEDetails
PEG Ratio
28.74
High:
EXC
385.98EXCLow:ENR.DE
-362.8ENR.DEDetails
Price/Book
2.17
High:
VST
12.67VSTLow:
ARRY
-5.57ARRYDetails
Price/Sales
2.43
High:
NEE
5.6NEELow:
JKS
0.06JKSDetails
Price/CF
8.68
High:
BE
71.08BELow:
0916.HK
2.90916.HKDetails
Price/FCF
27.13
High:NEE
289.29NEELow:ARRY
6.26ARRYDetails
P/E Ratio
19.6
High:AMSC
242.24AMSCLow:ENR.DE
-339.54ENR.DEDetails
PEG Ratio
28.74
High:EXC
385.98EXCLow:ENR.DE
-362.8ENR.DEDetails
Price/Book
2.17
High:VST
12.67VSTLow:ARRY
-5.57ARRYDetails
Price/Sales
2.43
High:NEE
5.6NEELow:JKS
0.06JKSDetails
Price/CF
8.68
High:BE
71.08BELow:0916.HK
2.90916.HKDetails
Price/FCF
27.13
High:NEE
289.29NEELow:ARRY
6.26ARRYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-57.22% | Nov 2021 | - | 42 |
-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 |