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-3.16%
This Month
+40.43%
Year To Date
+15.41%
2 Years
-26.35%
5 Years
+42.86%
10 Years
+5.04%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities41.08%
- 💻 Electronic Technology34.26%
- 🛠️ Producer Manufacturing16.34%
- 🖥️ Technology Services3.32%
- 🧪 Process Industries2.95%
- 💵 Cash2.39%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq36.86%
- 🇺🇸 NYSE32.41%
- 🇩🇪 FRA9.03%
- 🇭🇰 Hong Kong Exchanges8.01%
- 🇪🇸 Bolsa De Madrid6.35%
- 🇬🇧 LSE3.29%
- 🇨🇭 SIX1.99%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.55%
- 🇩🇪 Germany9.03%
- 🇨🇳 China6.5%
- 🇪🇸 Spain6.35%
- 🇬🇧 United Kingdom3.29%
- 🇨🇦 Canada3.28%
- 🇭🇰 Hong Kong2.95%
- 🇨🇭 Switzerland1.99%
Dividends
Dividend Yield
1.27%
19 out of 30 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $JKS (4.99%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 IBE.MC | 0.1% | 2.9% | $0.45 |
 SSE.L | 0.1% | 3.05% | $0.6 |
 0916.HK | 0.1% | 3.39% | $0.24 |
 DUK | 0.1% | 3.66% | $4.1 |
 NEE | 0.1% | 2.78% | $1.97 |
 RWE.DE | 0.09% | 2.53% | $1 |
 EXC | 0.09% | 3.67% | $1.48 |
 ED | 0.09% | 3.49% | $3.28 |
 LNT | 0.09% | 3.11% | $1.87 |
 AEP | 0.09% | 3.28% | $3.47 |
 JKS | 0.07% | 4.99% | $1.48 |
 PEG | 0.07% | 3.19% | $2.34 |
 ANE.MC | 0.05% | 1.7% | $0.39 |
 LAND.ZU | 0.04% | 2.22% | $2.25 |
 ENR.DE | 0.03% | 0.59% | - |
 0968.HK | 0.03% | 1.39% | $0.23 |
 ORA.US | 0.02% | 0.42% | $0.48 |
 VST | 0.01% | 0.53% | $0.85 |
 GEV | 0.01% | 0.26% | - |
Performance Metrics
Score 3.1/10
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-5.9
-5.9
-6
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
1.07
1.07
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-5.9
-5.9
-6
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.26
-0.26
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
32.87
High:
GEV
108.85GEVLow:
BE
-3,263.92BEDetails
PEG Ratio
-261.85
High:
PEG
791.42PEGLow:BE
-2,893.27BEDetails
Price/Book
3.19
High:BE
34.37BELow:
ARRY
-27.86ARRYDetails
Price/Sales
3.2
High:BE
12.27BELow:
JKS
0.14JKSDetails
Price/CF
12.47
High:
AMSC
115.28AMSCLow:
0916.HK
2.760916.HKDetails
Price/FCF
33.69
High:
NEE
2,356.18NEELow:
RWE.DE
6.92RWE.DEDetails
P/E Ratio
32.87
High:GEV
108.85GEVLow:BE
-3,263.92BEDetails
PEG Ratio
-261.85
High:PEG
791.42PEGLow:BE
-2,893.27BEDetails
Price/Book
3.19
High:BE
34.37BELow:ARRY
-27.86ARRYDetails
Price/Sales
3.2
High:BE
12.27BELow:JKS
0.14JKSDetails
Price/CF
12.47
High:AMSC
115.28AMSCLow:0916.HK
2.760916.HKDetails
Price/FCF
33.69
High:NEE
2,356.18NEELow:RWE.DE
6.92RWE.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.21% | Nov 2021 | - | 50 |
-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 |