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-6.32%
This Month
+20.02%
Year To Date
+41.46%
2 Years
-11.37%
5 Years
+68.7%
10 Years
+6.9%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities47.57%
- 🛠️ Producer Manufacturing24.28%
- 💻 Electronic Technology22.76%
- 🖥️ Technology Services3.6%
- 🧪 Process Industries1.16%
- 💵 Cash0.79%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq43.88%
- 🇺🇸 NYSE37.27%
- 🇩🇪 FRA6.71%
- 🇪🇸 Bolsa De Madrid5.57%
- 🇬🇧 LSE3.18%
- 🇫🇷 Euronext Paris2.76%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States74.26%
- 🇩🇪 Germany6.71%
- 🇮🇱 Israel5.73%
- 🇪🇸 Spain5.57%
- 🇬🇧 United Kingdom3.18%
- 🇫🇷 France2.76%
- 🇨🇳 China1.16%
Dividends
Dividend Yield
1.23%
17 out of 30 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ENGI.PA (5.02%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENGI.PA | 0.14% | 5.02% | $1.43 |
 NEE | 0.12% | 2.71% | $1.97 |
 IBE.MC | 0.11% | 3.33% | $0.45 |
 DUK | 0.1% | 3.4% | $4.1 |
 AEP | 0.1% | 2.79% | $3.47 |
 EXC | 0.09% | 3.5% | $1.48 |
 SO | 0.09% | 3.12% | $2.82 |
 SSE.L | 0.09% | 2.83% | $0.6 |
 PEG | 0.09% | 3.23% | $2.34 |
 LNT | 0.08% | 2.73% | $1.87 |
 RWE.DE | 0.08% | 2.14% | $1 |
 ETR | 0.07% | 2.19% | $4.46 |
 VST | 0.02% | 0.57% | $0.85 |
 ORA.US | 0.01% | 0.44% | $0.48 |
 ENR.DE | 0.01% | 0.46% | - |
 GEV | 0.01% | 0.16% | - |
 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
28.36
High:ENR.DE
58.8ENR.DELow:
BE
-4,337.06BEDetails
PEG Ratio
351.17
High:ORA.US
4,726.67ORA.USLow:
SEDG
-11.3SEDGDetails
Price/Book
3.77
High:BE
75.45BELow:
DQ
0.19DQDetails
Price/Sales
3.97
High:BE
31.93BELow:
FLNC
0.83FLNCDetails
Price/CF
14.4
High:ENGI.PA
216.75ENGI.PALow:EXC
7.42EXCDetails
Price/FCF
31.95
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
P/E Ratio
28.36
High:ENR.DE
58.8ENR.DELow:BE
-4,337.06BEDetails
PEG Ratio
351.17
High:ORA.US
4,726.67ORA.USLow:SEDG
-11.3SEDGDetails
Price/Book
3.77
High:BE
75.45BELow:DQ
0.19DQDetails
Price/Sales
3.97
High:BE
31.93BELow:FLNC
0.83FLNCDetails
Price/CF
14.4
High:ENGI.PA
216.75ENGI.PALow:EXC
7.42EXCDetails
Price/FCF
31.95
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 57 |
-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 |