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-8.28%
This Month
+28.36%
Year To Date
+61.44%
2 Years
-6.45%
5 Years
+80.42%
10 Years
+7.91%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities44.84%
- 🛠️ Producer Manufacturing25.26%
- 💻 Electronic Technology23.67%
- 🖥️ Technology Services4.32%
- 🧪 Process Industries1.39%
- 💵 Cash0.69%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq46.26%
- 🇺🇸 NYSE35.84%
- 🇩🇪 FRA6.4%
- 🇪🇸 Bolsa De Madrid5.38%
- 🇬🇧 LSE2.93%
- 🇫🇷 Euronext Paris2.68%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States74.81%
- 🇩🇪 Germany6.4%
- 🇮🇱 Israel5.9%
- 🇪🇸 Spain5.38%
- 🇬🇧 United Kingdom2.93%
- 🇫🇷 France2.68%
- 🇨🇳 China1.39%
Dividends
Dividend Yield
1.12%
17 out of 30 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $ENGI.PA (5%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENGI.PA | 0.13% | 5% | $1.43 |
 NEE | 0.11% | 2.79% | $1.97 |
 DUK | 0.1% | 3.49% | $4.1 |
 AEP | 0.1% | 2.96% | $3.47 |
 EXC | 0.09% | 3.71% | $1.48 |
 SO | 0.09% | 3.32% | $2.82 |
 PEG | 0.09% | 3.38% | $2.34 |
 SSE.L | 0.08% | 2.86% | $0.6 |
 LNT | 0.08% | 2.97% | $1.87 |
 RWE.DE | 0.08% | 2.14% | $1 |
 ETR | 0.07% | 2.35% | $4.46 |
 IBE.MC | 0.05% | 1.76% | $0.45 |
 VST | 0.02% | 0.6% | $0.85 |
 ORA.US | 0.01% | 0.34% | $0.48 |
 ENR.DE | 0.01% | 0.44% | - |
 GEV | 0.01% | 0.18% | - |
 ANE.MC | 0% | 0.11% | $0.39 |
Performance Metrics
Score 3.3/10
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.44
0.44
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
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
1.06
1.06
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.44
0.44
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
0.62
0.62
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.88
High:ORA.US
68.89ORA.USLow:
BE
-5,166.13BEDetails
PEG Ratio
479.59
High:ORA.US
6,133.37ORA.USLow:
TE
-16.8TEDetails
Price/Book
3.7
High:BE
89.87BELow:
DQ
0.26DQDetails
Price/Sales
3.91
High:BE
38.04BELow:ENGI.PA
1.1ENGI.PADetails
Price/CF
14.56
High:ENGI.PA
216.75ENGI.PALow:EXC
7.42EXCDetails
Price/FCF
31.87
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
P/E Ratio
28.88
High:ORA.US
68.89ORA.USLow:BE
-5,166.13BEDetails
PEG Ratio
479.59
High:ORA.US
6,133.37ORA.USLow:TE
-16.8TEDetails
Price/Book
3.7
High:BE
89.87BELow:DQ
0.26DQDetails
Price/Sales
3.91
High:BE
38.04BELow:ENGI.PA
1.1ENGI.PADetails
Price/CF
14.56
High:ENGI.PA
216.75ENGI.PALow:EXC
7.42EXCDetails
Price/FCF
31.87
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 56 |
-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 |