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+3.65%
This Month
+25.07%
Year To Date
+6.26%
2 Years
-8.69%
5 Years
+27.24%
10 Years
+3.5%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities44.18%
- 🛠️ Producer Manufacturing26.41%
- 💻 Electronic Technology21.84%
- 🧪 Process Industries3.93%
- 🖥️ Technology Services2.75%
- 💵 Cash0.93%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq35.17%
- 🇺🇸 NYSE32.89%
- 🇭🇰 Hong Kong Exchanges10.44%
- 🇩🇪 FRA8.15%
- 🇪🇸 Bolsa De Madrid6.86%
- 🇬🇧 LSE2.87%
- 🇨🇭 SIX2.74%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.7%
- 🇩🇪 Germany8.15%
- 🇨🇳 China8.1%
- 🇪🇸 Spain6.86%
- 🇭🇰 Hong Kong3.93%
- 🇬🇧 United Kingdom2.87%
- 🇨🇭 Switzerland2.74%
- 🇨🇦 Canada1.77%
Dividends
Dividend Yield
1.42%
19 out of 30 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $JKS (5.1%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IBE.MC | 0.12% | 3.3% | $0.45 |
 SSE.L | 0.11% | 3.86% | $0.6 |
 0916.HK | 0.11% | 2.97% | $0.24 |
 DUK | 0.11% | 3.44% | $4.1 |
 NEE | 0.11% | 3.09% | $1.97 |
 RWE.DE | 0.1% | 3.06% | $1 |
 EXC | 0.1% | 3.64% | $1.48 |
 ED | 0.1% | 3.46% | $3.28 |
 AEP | 0.1% | 3.4% | $3.47 |
 LNT | 0.1% | 3.09% | $1.87 |
 JKS | 0.08% | 5.1% | $1.48 |
 PEG | 0.08% | 3.01% | $2.34 |
 ANE.MC | 0.05% | 1.6% | $0.39 |
 LAND.ZU | 0.05% | 1.81% | $2.25 |
 3800.HK | 0.04% | 0.9% | - |
 0968.HK | 0.03% | 1.23% | $0.23 |
 ORA.US | 0.02% | 0.52% | $0.48 |
 VST | 0.01% | 0.43% | $0.85 |
 GEV | 0% | 0.12% | - |
Performance Metrics
Score 2.9/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.21
0.21
0
1
2
3
3
Jensen's Alpha
-7.63
-7.63
-8
0
2
4.5
4.5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
0.31
0.31
0
0.75
1.25
2
2
Information Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.14
0.14
0
0.5
1
1.5
1.5
Sortino Ratio
0.21
0.21
0
1
2
3
3
Jensen's Alpha
-7.63
-7.63
-8
0
2
4.5
4.5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
0.31
0.31
0
0.75
1.25
2
2
Information Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
29.32
High:
BE
14,310.64BELow:
0968.HK
-136.220968.HKDetails
PEG Ratio
1,934.02
High:BE
13,229.5BELow:
FLNC
-125.52FLNCDetails
Price/Book
2.9
High:
VST
30.3VSTLow:
ARRY
-16.52ARRYDetails
Price/Sales
2.92
High:BE
9.6BELow:
JKS
0.11JKSDetails
Price/CF
12.05
High:BE
63.48BELow:
0916.HK
3.240916.HKDetails
Price/FCF
33.17
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
29.32
High:BE
14,310.64BELow:0968.HK
-136.220968.HKDetails
PEG Ratio
1,934.02
High:BE
13,229.5BELow:FLNC
-125.52FLNCDetails
Price/Book
2.9
High:VST
30.3VSTLow:ARRY
-16.52ARRYDetails
Price/Sales
2.92
High:BE
9.6BELow:JKS
0.11JKSDetails
Price/CF
12.05
High:BE
63.48BELow:0916.HK
3.240916.HKDetails
Price/FCF
33.17
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 47 |
-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 |