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+3.02%
This Month
+13.02%
Year To Date
+40.63%
2 Years
+86.62%
5 Years
+87.61%
10 Years
+13.9%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- ⚡ Utilities90.23%
- 🏭 Industrial Services7.99%
- 💵 Cash2.25%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE74.29%
- 🇺🇸 Nasdaq14.35%
- 🇫🇷 Euronext Paris3%
- 🇩🇪 FRA2.71%
- 🇮🇹 Borsa Italiana2.01%
- 🇪🇸 Bolsa De Madrid1.86%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States86.12%
- 🇫🇷 France3%
- 🇩🇪 Germany2.71%
- 🇨🇦 Canada2.52%
- 🇮🇹 Italy2.01%
- 🇪🇸 Spain1.86%
Dividends
Dividend Yield
2.86%
40 out of 40 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ENGI.PA (4.86%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ENGI.PA | 0.15% | 4.86% | $1.43 |
 D | 0.13% | 3.76% | $2.67 |
 EIX | 0.13% | 4.34% | $3.04 |
 DUK | 0.11% | 3.26% | $4.1 |
 FE | 0.11% | 3.61% | $1.64 |
 PNW | 0.1% | 3.43% | $3.51 |
 SRG.MI | 0.1% | 4.86% | $0.28 |
 EXC | 0.09% | 3.45% | $1.48 |
 ES | 0.09% | 4.11% | $2.78 |
 SO | 0.09% | 3.06% | $2.82 |
 WEC | 0.09% | 3.19% | $3.23 |
 XEL | 0.08% | 2.85% | $2.13 |
 EVRG | 0.08% | 3.16% | $2.54 |
 ED | 0.08% | 3.07% | $3.28 |
 NJR | 0.08% | 3.16% | $1.68 |
 POR | 0.08% | 4.09% | $1.93 |
 AEP | 0.08% | 2.8% | $3.47 |
 EOAN.DE | 0.08% | 2.92% | $0.53 |
 RED.MC | 0.08% | 4.12% | $0.81 |
 DTE | 0.08% | 3.12% | $4.01 |
 PPL | 0.07% | 3.08% | $1 |
 CMS | 0.07% | 2.98% | $2.01 |
 WTRG | 0.07% | 3.46% | $1.23 |
 NEE | 0.07% | 2.65% | $1.97 |
 LNT | 0.06% | 2.78% | $1.87 |
 HTO | 0.06% | 2.69% | $1.56 |
 NI | 0.06% | 2.53% | $1.05 |
 AWK | 0.06% | 2.51% | $2.89 |
 AEE | 0.06% | 2.57% | $2.6 |
 SRE | 0.06% | 2.8% | $2.43 |
 PEG | 0.06% | 3.26% | $2.34 |
 CNP | 0.05% | 2.02% | $0.79 |
 ETR | 0.05% | 2.17% | $4.46 |
 WM | 0.04% | 1.48% | $2.9 |
 ATO | 0.04% | 2.16% | $3.16 |
 RSG | 0.03% | 1.15% | $2.14 |
 PCG | 0.02% | 0.98% | $0.03 |
 WCN | 0.02% | 0.8% | $1.12 |
 VST | 0.01% | 0.56% | $0.85 |
 CEG | 0.01% | 0.59% | - |
Performance Metrics
Score 6.7/10
Beta
0.46
0.46
0
0.8
1.2
0
2
Sharpe Ratio
0.72
0.72
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
4.86
4.86
-2
0
2
5
5
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
1.71
1.71
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Beta
0.46
0.46
0
0.8
1.2
0
2
Sharpe Ratio
0.72
0.72
0
0.5
1
1.5
1.5
Sortino Ratio
1.12
1.12
0
1
2
3
3
Jensen's Alpha
4.86
4.86
-2
0
2
5
5
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
1.71
1.71
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
21.16
High:WCN
41.75WCNLow:EIX
8.16EIXDetails
PEG Ratio
469.33
High:EVRG
3,613.94EVRGLow:ES
15.7ESDetails
Price/Book
2.46
High:VST
17.21VSTLow:PCG
1.19PCGDetails
Price/Sales
2.63
High:NEE
6.68NEELow:EOAN.DE
0.66EOAN.DEDetails
Price/CF
10.89
High:ENGI.PA
216.75ENGI.PALow:EIX
4.72EIXDetails
Price/FCF
36.03
High:CNP
2,846CNPLow:SRG.MI
7.22SRG.MIDetails
P/E Ratio
21.16
High:WCN
41.75WCNLow:EIX
8.16EIXDetails
PEG Ratio
469.33
High:EVRG
3,613.94EVRGLow:ES
15.7ESDetails
Price/Book
2.46
High:VST
17.21VSTLow:PCG
1.19PCGDetails
Price/Sales
2.63
High:NEE
6.68NEELow:EOAN.DE
0.66EOAN.DEDetails
Price/CF
10.89
High:ENGI.PA
216.75ENGI.PALow:EIX
4.72EIXDetails
Price/FCF
36.03
High:CNP
2,846CNPLow:SRG.MI
7.22SRG.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-12.06% | Jun 2022 | Mar 2024 | 21 |
-6.09% | Dec 2024 | Feb 2025 | 2 |
-5.37% | Mar 2026 | Jul 2026 | 4 |
-3.68% | Sep 2021 | Oct 2021 | 1 |
-3.26% | Dec 2025 | Feb 2026 | 2 |
-2.86% | Jun 2024 | Jul 2024 | 1 |
-2.56% | Jun 2021 | Aug 2021 | 2 |
-1.38% | Jan 2022 | Mar 2022 | 2 |
-1.14% | Aug 2025 | Sep 2025 | 1 |
-0.92% | Oct 2024 | Nov 2024 | 1 |
-0.86% | Nov 2021 | Dec 2021 | 1 |
-0.83% | Apr 2022 | May 2022 | 1 |