Loading...
-3.17%
This Month
-3.17%
Year To Date
-6.38%
2 Years
+33.8%
5 Years
+70.99%
10 Years
+10.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities51.5%
- 💵 Cash28.56%
- 🍞 Consumer Non Durables19%
- 🛠️ Producer Manufacturing0.8%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity51.5%
- 🇭🇰 Hong Kong Exchanges19%
- 🇺🇸 Nasdaq0.8%
Countries Breakdown
- Country
- Total
- 🇨🇳 China19%
- 🇮🇱 Israel0.8%
Dividends
Dividend Yield
0.54%
1 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $2331.HK (2.85%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 2331.HK | 0.54% | 2.85% | $0.6 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.2/10
Beta
-0.51
-0.51
-1
0.8
1.2
-1
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
19.29
19.29
-2
0
2
20
20
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
-1.75
-1.75
-2
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Beta
-0.51
-0.51
-1
0.8
1.2
-1
2
Sharpe Ratio
0.39
0.39
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
19.29
19.29
-2
0
2
20
20
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
-1.75
-1.75
-2
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.43
High:2331.HK
17.852331.HKLow:
NNDM
-1.42NNDMDetails
PEG Ratio
N/A
Details
Price/Book
1.8
High:2331.HK
1.812331.HKLow:NNDM
0.64NNDMDetails
Price/Sales
1.72
High:NNDM
4.66NNDMLow:2331.HK
1.722331.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
18.43
High:2331.HK
17.852331.HKLow:NNDM
-1.42NNDMDetails
PEG Ratio
N/A
Details
Price/Book
1.8
High:2331.HK
1.812331.HKLow:NNDM
0.64NNDMDetails
Price/Sales
1.72
High:NNDM
4.66NNDMLow:2331.HK
1.722331.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 | - | 28 |
-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 |