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+0.18%
Today
+0.18%
This Month
+8.13%
Year To Date
-28.67%
2 Years
-5.87%
5 Years
+1.4%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities48.23%
- 💻 Electronic Technology23.53%
- 🛠️ Producer Manufacturing20.5%
- 🖥️ Technology Services3.6%
- 🧪 Process Industries3.57%
- 💵 Cash0.54%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq37.61%
- 🇺🇸 NYSE28.98%
- 🇭🇰 Hong Kong Exchanges9.85%
- 🇩🇪 FRA9.03%
- 🇪🇸 Bolsa De Madrid7.59%
- 🇬🇧 LSE3.59%
- 🇨🇭 SIX2.79%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.64%
- 🇩🇪 Germany9.03%
- 🇨🇳 China7.99%
- 🇪🇸 Spain7.59%
- 🇬🇧 United Kingdom3.59%
- 🇭🇰 Hong Kong3.57%
- 🇨🇭 Switzerland2.79%
- 🇨🇦 Canada2.24%
Dividends
Dividend Yield
1.75%
19 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $0968.HK (9.19%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 0968.HK | 0.23% | 9.19% | $0.23 |
 0916.HK | 0.13% | 3.44% | $0.24 |
 IBE.MC | 0.13% | 3.15% | $0.45 |
 SSE.L | 0.12% | 3.45% | $0.6 |
 DUK | 0.12% | 3.56% | $4.1 |
 NEE | 0.12% | 2.93% | $1.97 |
 RWE.DE | 0.11% | 3.02% | $1 |
 EXC | 0.11% | 3.62% | $1.48 |
 ED | 0.11% | 3.35% | $3.28 |
 AEP | 0.1% | 3.53% | $3.47 |
 LNT | 0.1% | 3.21% | $1.87 |
 JKS | 0.09% | 5.27% | $1.48 |
 PEG | 0.08% | 3.03% | $2.34 |
 ANE.MC | 0.06% | 1.66% | $0.39 |
 LAND.ZU | 0.06% | 1.98% | $2.25 |
 3800.HK | 0.03% | 0.9% | - |
 ORA.US | 0.02% | 0.55% | $0.48 |
 VST | 0.01% | 0.46% | $0.85 |
 GEV | 0.01% | 0.15% | - |
Performance Metrics
Score 2.7/10
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-8.46
-8.46
-9
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
1.04
1.04
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-8.46
-8.46
-9
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.42
-0.42
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
27.04
High:
ENR.DE
337.33ENR.DELow:
BE
-268.57BEDetails
PEG Ratio
211.72
High:
PEG
1,923.74PEGLow:BE
-265BEDetails
Price/Book
2.64
High:
VST
27.07VSTLow:
ARRY
-10.86ARRYDetails
Price/Sales
2.7
High:
AMSC
6.77AMSCLow:
JKS
0.11JKSDetails
Price/CF
9.43
High:
FLNC
58.82FLNCLow:
0916.HK
2.940916.HKDetails
Price/FCF
23.87
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
27.04
High:ENR.DE
337.33ENR.DELow:BE
-268.57BEDetails
PEG Ratio
211.72
High:PEG
1,923.74PEGLow:BE
-265BEDetails
Price/Book
2.64
High:VST
27.07VSTLow:ARRY
-10.86ARRYDetails
Price/Sales
2.7
High:AMSC
6.77AMSCLow:JKS
0.11JKSDetails
Price/CF
9.43
High:FLNC
58.82FLNCLow:0916.HK
2.940916.HKDetails
Price/FCF
23.87
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 44 |
-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 |