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+3.62%
This Month
+14.37%
Year To Date
+44.8%
2 Years
-14.95%
5 Years
+60.76%
10 Years
+6.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities49.95%
- 💻 Electronic Technology25.84%
- 🛠️ Producer Manufacturing18.57%
- 🖥️ Technology Services3.27%
- 🧪 Process Industries2.05%
- 💵 Cash0.39%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq41.85%
- 🇺🇸 NYSE37.8%
- 🇩🇪 FRA7.59%
- 🇪🇸 Bolsa De Madrid5.61%
- 🇬🇧 LSE3.69%
- 🇫🇷 Euronext Paris3.15%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States73.02%
- 🇩🇪 Germany7.59%
- 🇪🇸 Spain5.61%
- 🇮🇱 Israel4.57%
- 🇬🇧 United Kingdom3.69%
- 🇫🇷 France3.15%
- 🇨🇳 China2.05%
Dividends
Dividend Yield
1.26%
17 out of 30 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $ENGI.PA (4.69%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENGI.PA | 0.15% | 4.69% | $1.43 |
 NEE | 0.12% | 2.54% | $1.97 |
 DUK | 0.1% | 3.28% | $4.1 |
 AEP | 0.1% | 2.79% | $3.47 |
 EXC | 0.1% | 3.37% | $1.48 |
 SO | 0.09% | 3.1% | $2.82 |
 PEG | 0.09% | 3.12% | $2.34 |
 IBE.MC | 0.09% | 2.76% | $0.45 |
 SSE.L | 0.09% | 2.37% | $0.6 |
 RWE.DE | 0.08% | 2.04% | $1 |
 LNT | 0.08% | 2.85% | $1.87 |
 ETR | 0.07% | 2.15% | $4.46 |
 ANE.MC | 0.04% | 1.64% | $0.39 |
 VST | 0.02% | 0.55% | $0.85 |
 ORA.US | 0.02% | 0.42% | $0.48 |
 ENR.DE | 0.01% | 0.41% | - |
 GEV | 0.01% | 0.15% | - |
Performance Metrics
Score 3.2/10
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.38
0.38
0
1
2
3
3
Jensen's Alpha
-5.05
-5.05
-6
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
0.53
0.53
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-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
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.38
0.38
0
1
2
3
3
Jensen's Alpha
-5.05
-5.05
-6
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
0.53
0.53
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.66
High:ENR.DE
74.07ENR.DELow:
BE
-463.82BEDetails
PEG Ratio
141.41
High:
NXT.US
1,449.13NXT.USLow:
DQ
-16.41DQDetails
Price/Book
3.68
High:BE
64.37BELow:DQ
0.33DQDetails
Price/Sales
3.76
High:BE
23.01BELow:
FLNC
0.7FLNCDetails
Price/CF
13.17
High:ENGI.PA
216.75ENGI.PALow:RWE.DE
6.8RWE.DEDetails
Price/FCF
33.41
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
P/E Ratio
31.66
High:ENR.DE
74.07ENR.DELow:BE
-463.82BEDetails
PEG Ratio
141.41
High:NXT.US
1,449.13NXT.USLow:DQ
-16.41DQDetails
Price/Book
3.68
High:BE
64.37BELow:DQ
0.33DQDetails
Price/Sales
3.76
High:BE
23.01BELow:FLNC
0.7FLNCDetails
Price/CF
13.17
High:ENGI.PA
216.75ENGI.PALow:RWE.DE
6.8RWE.DEDetails
Price/FCF
33.41
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 54 |
-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 |