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+1.71%
This Month
+56.23%
Year To Date
+40.89%
2 Years
-5.98%
5 Years
+58.93%
10 Years
+6.68%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology39.1%
- ⚡ Utilities38.28%
- 🛠️ Producer Manufacturing14.24%
- 🧪 Process Industries3.52%
- 🖥️ Technology Services3.05%
- 💵 Cash2.35%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq37.16%
- 🇺🇸 NYSE33.81%
- 🇭🇰 Hong Kong Exchanges8.86%
- 🇩🇪 FRA7.64%
- 🇪🇸 Bolsa De Madrid6.04%
- 🇬🇧 LSE2.78%
- 🇨🇭 SIX1.88%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States65.25%
- 🇩🇪 Germany7.64%
- 🇨🇳 China6.85%
- 🇪🇸 Spain6.04%
- 🇨🇦 Canada4.21%
- 🇭🇰 Hong Kong3.52%
- 🇬🇧 United Kingdom2.78%
- 🇨🇭 Switzerland1.88%
Dividends
Dividend Yield
1.11%
18 out of 30 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $JKS (4.32%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IBE.MC | 0.09% | 2.94% | $0.45 |
 SSE.L | 0.09% | 3.3% | $0.6 |
 0916.HK | 0.09% | 3.13% | $0.24 |
 DUK | 0.09% | 3.43% | $4.1 |
 NEE | 0.09% | 2.67% | $1.97 |
 RWE.DE | 0.08% | 2.52% | $1 |
 EXC | 0.08% | 3.52% | $1.48 |
 ED | 0.08% | 3.46% | $3.28 |
 LNT | 0.08% | 3.03% | $1.87 |
 AEP | 0.08% | 3.05% | $3.47 |
 JKS | 0.07% | 4.32% | $1.48 |
 PEG | 0.06% | 2.99% | $2.34 |
 ANE.MC | 0.04% | 1.46% | $0.39 |
 LAND.ZU | 0.04% | 2.08% | $2.25 |
 0968.HK | 0.03% | 1.05% | $0.23 |
 ORA.US | 0.01% | 0.42% | $0.48 |
 VST | 0.01% | 0.48% | $0.85 |
 GEV | 0% | 0.13% | - |
Performance Metrics
Score 3.2/10
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.39
0.39
0
1
2
3
3
Jensen's Alpha
-5.22
-5.22
-6
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.56
0.56
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.39
0.39
0
1
2
3
3
Jensen's Alpha
-5.22
-5.22
-6
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.56
0.56
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
33.86
High:
AMSC
104.46AMSCLow:
BE
-4,646.39BEDetails
PEG Ratio
-658.29
High:
PEG
835.66PEGLow:BE
-4,118.75BEDetails
Price/Book
3.24
High:BE
48.93BELow:
ARRY
-27.92ARRYDetails
Price/Sales
3.31
High:BE
17.47BELow:
JKS
0.13JKSDetails
Price/CF
12.69
High:AMSC
115.28AMSCLow:
0916.HK
2.760916.HKDetails
Price/FCF
35.32
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
33.86
High:AMSC
104.46AMSCLow:BE
-4,646.39BEDetails
PEG Ratio
-658.29
High:PEG
835.66PEGLow:BE
-4,118.75BEDetails
Price/Book
3.24
High:BE
48.93BELow:ARRY
-27.92ARRYDetails
Price/Sales
3.31
High:BE
17.47BELow:JKS
0.13JKSDetails
Price/CF
12.69
High:AMSC
115.28AMSCLow:0916.HK
2.760916.HKDetails
Price/FCF
35.32
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 49 |
-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 |