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0%
Today
-5.65%
This Month
-0.66%
Year To Date
+26.76%
2 Years
+19.43%
5 Years
+5.08%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- š ļø Producer Manufacturing35.4%
- ā” Utilities28.99%
- š» Electronic Technology10.75%
- š Industrial Services6.73%
- š§Ŗ Process Industries6.19%
- š§¬ Health Technology5.72%
- š„ļø Technology Services4.1%
- šµ Cash2.22%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE61.11%
- šŗšø Nasdaq18.6%
- š¬š§ LSE5.81%
- šØš SIX5.35%
- š«š· Euronext Paris4.04%
- šŖšø Bolsa De Madrid2.97%
Countries Breakdown
- Country
- Total
- šŗšø United States74.72%
- š¬š§ United Kingdom10.8%
- šØš Switzerland5.35%
- š«š· France4.04%
- šŖšø Spain2.97%
Dividends
Dividend Yield
1.55%
16 out of 18 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $PNN.L (7.26%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ARIS | 0.22% | 1.76% | $0.38 |
 AWK | 0.2% | 2.06% | $2.89 |
 PNN.L | 0.18% | 7.26% | $0.44 |
 VIE.PA | 0.18% | 4.53% | $1.25 |
 GEBN.ZU | 0.12% | 2.33% | $12.7 |
 MWA | 0.12% | 1.05% | $0.25 |
 ANA.MC | 0.1% | 3.42% | $3.65 |
 XYL | 0.1% | 1.34% | $1.38 |
 ECL | 0.06% | 1.02% | $2.24 |
 PNR | 0.06% | 1.19% | $0.91 |
 IEX | 0.06% | 1.68% | $2.61 |
 ZWS | 0.03% | 1.13% | $0.31 |
 TTEK | 0.03% | 0.77% | $1.07 |
 HLMA.L | 0.03% | 0.84% | $0.22 |
 A | 0.02% | 0.94% | $0.93 |
 ROP | 0.02% | 0.57% | $2.93 |
Performance Metrics
Score 3.4/10
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-1.03
-1.03
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-1.03
-1.03
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.38
0.38
0
0.75
1.25
2
2
Information Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
29.46
High:
ROP
38.85ROPLow:
PNN.L
-42.44PNN.LDetails
PEG Ratio
1,136.19
High:
PNR
16,528.1PNRLow:
ITRI
13.5ITRIDetails
Price/Book
3.91
High:
IDXX
21.05IDXXLow:
ANA.MC
1.31ANA.MCDetails
Price/Sales
2.83
High:IDXX
8.71IDXXLow:ANA.MC
0.33ANA.MCDetails
Price/CF
15.83
High:IDXX
36.73IDXXLow:ANA.MC
3.48ANA.MCDetails
Price/FCF
40.08
High:ANA.MC
87.53ANA.MCLow:
ARIS
13.95ARISDetails
P/E Ratio
29.46
High:ROP
38.85ROPLow:PNN.L
-42.44PNN.LDetails
PEG Ratio
1,136.19
High:PNR
16,528.1PNRLow:ITRI
13.5ITRIDetails
Price/Book
3.91
High:IDXX
21.05IDXXLow:ANA.MC
1.31ANA.MCDetails
Price/Sales
2.83
High:IDXX
8.71IDXXLow:ANA.MC
0.33ANA.MCDetails
Price/CF
15.83
High:IDXX
36.73IDXXLow:ANA.MC
3.48ANA.MCDetails
Price/FCF
40.08
High:ANA.MC
87.53ANA.MCLow:ARIS
13.95ARISDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-28.6% | Jan 2022 | May 2024 | 28 |
-7.55% | Dec 2024 | - | 5 |
-5.1% | Sep 2021 | Oct 2021 | 1 |
-3.19% | Nov 2021 | Dec 2021 | 1 |
-2.84% | Oct 2024 | Nov 2024 | 1 |
-2.22% | Jun 2024 | Jul 2024 | 1 |