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+12.42%
This Month
+12.42%
Year To Date
+64.72%
2 Years
+65.99%
5 Years
+65.99%
10 Years
-27.03%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪨 Non Energy Minerals51.13%
- 🧬 Health Technology37.46%
- 🧪 Process Industries10.49%
- 🚗 Consumer Durables0.92%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE95.05%
- 🇺🇸 Nasdaq4.69%
- 🇩🇪 FRA0.27%
Countries Breakdown
- Country
- Total
- 🇿🇦 South Africa50.21%
- 🇺🇸 United States27.46%
- 🇧🇷 Brazil10.43%
- 🇩🇰 Denmark6.46%
- 🇫🇷 France4.69%
- 🇮🇱 Israel0.49%
- 🇩🇪 Germany0.27%
Dividends
Dividend Yield
2.15%
7 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $FMC (11.83%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.1/10
Beta
0.28
0.28
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-0.31
-0.31
-2
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
0.28
0.28
0
0.8
1.2
0
2
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.3
0.3
0
1
2
3
3
Jensen's Alpha
-0.31
-0.31
-2
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
-0.47
-0.47
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
17.28
High:
ICL
18.64ICLLow:
BAYN.DE
-212.98BAYN.DEDetails
PEG Ratio
-21.15
High:
NVO
156.98NVOLow:BAYN.DE
-274.79BAYN.DEDetails
Price/Book
2.03
High:NVO
10.08NVOLow:
BAK
-1.83BAKDetails
Price/Sales
2.54
High:NVO
5.78NVOLow:BAK
0.09BAKDetails
Price/CF
9.51
High:
FMC
164.34FMCLow:
SSL
1.37SSLDetails
Price/FCF
105.98
High:
SBSW
628.26SBSWLow:SSL
4.19SSLDetails
P/E Ratio
17.28
High:ICL
18.64ICLLow:BAYN.DE
-212.98BAYN.DEDetails
PEG Ratio
-21.15
High:NVO
156.98NVOLow:BAYN.DE
-274.79BAYN.DEDetails
Price/Book
2.03
High:NVO
10.08NVOLow:BAK
-1.83BAKDetails
Price/Sales
2.54
High:NVO
5.78NVOLow:BAK
0.09BAKDetails
Price/CF
9.51
High:FMC
164.34FMCLow:SSL
1.37SSLDetails
Price/FCF
105.98
High:SBSW
628.26SBSWLow:SSL
4.19SSLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.76% | Sep 2010 | - | 185 |
-6.37% | Jul 2010 | Aug 2010 | 1 |