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-3.2%
This Month
+32.87%
Year To Date
+11.49%
2 Years
+75.08%
5 Years
+109.56%
10 Years
+15.13%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities48.04%
- 💵 Cash24.74%
- 🍞 Consumer Non Durables12.8%
- 📈 Indexes12.31%
- 🛠️ Producer Manufacturing0.67%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity48.04%
- 🇭🇰 Hong Kong Exchanges12.8%
- 🌍 CFD12.31%
- 🇺🇸 Nasdaq0.67%
Countries Breakdown
- Country
- Total
- 🇨🇳 China12.8%
- 🇮🇱 Israel0.67%
Dividends
Dividend Yield
0.45%
1 out of 5 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $2331.HK (3.53%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 2331.HK | 0.45% | 3.53% | $0.6 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.5/10
Beta
-0.52
-0.52
-1
0.8
1.2
-1
2
Sharpe Ratio
0.53
0.53
0
0.5
1
1.5
1.5
Sortino Ratio
0.91
0.91
0
1
2
3
3
Jensen's Alpha
23.59
23.59
-2
0
2
24
24
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
-2.26
-2.26
-3
0.75
1.25
2
2
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
-0.52
-0.52
-1
0.8
1.2
-1
2
Sharpe Ratio
0.53
0.53
0
0.5
1
1.5
1.5
Sortino Ratio
0.91
0.91
0
1
2
3
3
Jensen's Alpha
23.59
23.59
-2
0
2
24
24
Omega Ratio
1.01
1.01
0
1
1.5
2.5
2.5
Treynor Ratio
-2.26
-2.26
-3
0.75
1.25
2
2
Information Ratio
0.01
0.01
0
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
15
High:
2331.HK
14.42331.HKLow:
NNDM
-1.44NNDMDetails
PEG Ratio
N/A
Details
Price/Book
1.45
High:2331.HK
1.462331.HKLow:NNDM
0.64NNDMDetails
Price/Sales
1.39
High:NNDM
4.71NNDMLow:2331.HK
1.392331.HKDetails
Price/CF
7.04
High:2331.HK
7.042331.HKLow:2331.HK
7.042331.HKDetails
Price/FCF
14.04
High:2331.HK
14.042331.HKLow:2331.HK
14.042331.HKDetails
P/E Ratio
15
High:2331.HK
14.42331.HKLow:NNDM
-1.44NNDMDetails
PEG Ratio
N/A
Details
Price/Book
1.45
High:2331.HK
1.462331.HKLow:NNDM
0.64NNDMDetails
Price/Sales
1.39
High:NNDM
4.71NNDMLow:2331.HK
1.392331.HKDetails
Price/CF
7.04
High:2331.HK
7.042331.HKLow:2331.HK
7.042331.HKDetails
Price/FCF
14.04
High:2331.HK
14.042331.HKLow:2331.HK
14.042331.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-34.48% | Mar 2021 | Sep 2022 | 18 |
-33.12% | Oct 2023 | - | 27 |
-11.02% | Oct 2020 | Dec 2020 | 2 |
-10.23% | Oct 2022 | Dec 2022 | 2 |
-8.06% | Apr 2020 | Aug 2020 | 4 |
-7.79% | Mar 2023 | Sep 2023 | 6 |