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+0.9%
This Month
+5.97%
Year To Date
+5.36%
2 Years
+26.6%
5 Years
+10.55%
10 Years
+1.66%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance58.5%
- 💼 Commercial Services9.95%
- 📡 Communications7.49%
- 💹 Forex5.66%
- 🚚 Transportation4.81%
- 🧪 Process Industries4.04%
- 🧩 Miscellaneous3.11%
- 🏭 Industrial Services2.59%
- 🪨 Non Energy Minerals2.15%
- 💻 Electronic Technology0.73%
- ⛏️ Energy Minerals0.61%
- 💇♀️ Consumer Services0.33%
- 💵 Cash0.02%
- ❓ Other0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE49.86%
- 🇺🇸 Nasdaq35.77%
- 🇮🇹 Borsa Italiana8.07%
- 🌍 FX5.66%
- 🇬🇧 LSE0.61%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States70.86%
- 🇮🇹 Italy8.07%
- 🇮🇱 Israel4.81%
- 🇷🇺 Russia4.38%
- 🇨🇦 Canada4.04%
- 🇧🇷 Brazil2.15%
Dividends
Dividend Yield
11.93%
15 out of 22 instruments pay dividend.
7 dividend payments in the next 30 days.
Highest Dividend: $ZIM (50.48%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 AGNC | 2.49% | 14.26% | $1.44 |
 ZIM | 2.43% | 50.48% | $0.23 |
 ORC | 2.1% | 19.17% | $1.56 |
 NLY | 0.83% | 13.03% | $2.6 |
 ADAM | 0.76% | 11.98% | $1 |
 ARR | 0.73% | 18.29% | $3.84 |
 PSEC | 0.63% | 20.4% | $0.72 |
 OBDC | 0.51% | 11.65% | $1.42 |
 GNL | 0.38% | 10.9% | $1.38 |
 NEXI.MI | 0.3% | 5.45% | - |
 SPM.MI | 0.19% | 7.41% | - |
 MBT | 0.17% | 4.44% | - |
 T | 0.16% | 4.26% | $1.11 |
 VALE | 0.14% | 6.38% | $1.33 |
 ROSNL.L | 0.13% | 21.42% | - |
Performance Metrics
Score 2.8/10
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-7
-7
-7
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.22
0.22
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.07
0.07
0
0.5
1
1.5
1.5
Sortino Ratio
0.12
0.12
0
1
2
3
3
Jensen's Alpha
-7
-7
-7
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.22
0.22
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
15.99
High:
ORC
38.41ORCLow:
ARR
-67.11ARRDetails
PEG Ratio
121.7
High:
T
1,682.31TLow:ARR
-73.21ARRDetails
Price/Book
1.32
High:
MBT
35.12MBTLow:
HTZ
-3.08HTZDetails
Price/Sales
1.46
High:
SPCE
111.28SPCELow:HTZ
0.18HTZDetails
Price/CF
5.58
High:
AGNC
20.41AGNCLow:
ZIM
0.56ZIMDetails
Price/FCF
12.05
High:
GNL
941.66GNLLow:HTZ
0.31HTZDetails
P/E Ratio
15.99
High:ORC
38.41ORCLow:ARR
-67.11ARRDetails
PEG Ratio
121.7
High:T
1,682.31TLow:ARR
-73.21ARRDetails
Price/Book
1.32
High:MBT
35.12MBTLow:HTZ
-3.08HTZDetails
Price/Sales
1.46
High:SPCE
111.28SPCELow:HTZ
0.18HTZDetails
Price/CF
5.58
High:AGNC
20.41AGNCLow:ZIM
0.56ZIMDetails
Price/FCF
12.05
High:GNL
941.66GNLLow:HTZ
0.31HTZDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.65% | Oct 2021 | - | 49 |
-12.04% | Oct 2020 | Nov 2020 | 1 |
-11.61% | Mar 2019 | Mar 2020 | 12 |
-11.03% | Dec 2020 | Feb 2021 | 2 |
-4.15% | Jun 2020 | Aug 2020 | 2 |
-0.29% | Apr 2020 | May 2020 | 1 |