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-1.6%
This Month
+17.65%
Year To Date
+10.89%
2 Years
-54.21%
5 Years
-24.99%
10 Years
-41.29%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables17.66%
- 💰 Finance13.75%
- 🧪 Process Industries9.79%
- 🧩 Miscellaneous8.89%
- 🛍️ Retail Trade7.7%
- 💼 Commercial Services7.52%
- 💵 Cash6.94%
- 🛠️ Producer Manufacturing5.45%
- ⛏️ Energy Minerals4.84%
- 🪨 Non Energy Minerals4.52%
- 🏭 Industrial Services4.33%
- 🚗 Consumer Durables3.88%
- 💇♀️ Consumer Services3.81%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56.89%
- 🇺🇸 Nasdaq12.24%
- 🇳🇱 Euronext Amsterdam5.45%
- 🇭🇰 Hong Kong Exchanges4.33%
- 🇬🇧 LSE3.82%
- 🇨🇭 SIX3.7%
- 🇦🇺 Sydney2.88%
- 🇮🇹 Borsa Italiana1.59%
- 🇧🇪 Euronext Brussels1.23%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States59.78%
- 🇳🇱 Netherlands8.26%
- 🇧🇷 Brazil8.13%
- 🇨🇳 China4.33%
- 🇬🇧 United Kingdom3.82%
- 🇨🇭 Switzerland3.7%
- 🇦🇺 Australia2.88%
- 🇧🇪 Belgium1.23%
Dividends
Dividend Yield
8.81%
24 out of 25 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PSEC (20.22%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 FSK | 0.96% | 18.11% | $2.47 |
 BGS | 0.89% | 16.81% | $0.76 |
 ABR | 0.82% | 15.03% | $1.72 |
 PSEC | 0.73% | 20.22% | $0.72 |
 BDN | 0.51% | 17.1% | $0.6 |
 PK | 0.5% | 9.5% | $0.8 |
 PBR.A | 0.49% | 10.03% | $2.21 |
 TROX | 0.48% | 9.11% | $0.5 |
 LIGHT.NV | 0.42% | 7.78% | $1.55 |
 DOW | 0.42% | 9.15% | $2.8 |
 FLO | 0.38% | 9.11% | $0.93 |
 CAG | 0.34% | 8.21% | $1.4 |
 WEN | 0.3% | 7.94% | $1 |
 MNRO | 0.28% | 5.77% | $1.12 |
 PAGE.L | 0.28% | 7.24% | $0.32 |
 ENR | 0.27% | 6.59% | $1.2 |
 0390.HK | 0.21% | 4.81% | $0.21 |
 ADEN.ZU | 0.17% | 4.55% | $2.5 |
 STLAM.MI | 0.1% | 6.52% | $1.55 |
 PMV.ASX | 0.1% | 3.31% | $1.23 |
 STLA.US | 0.08% | 6.62% | $1.71 |
 GGB | 0.06% | 2.95% | $0.22 |
 LEG | 0.02% | 1.79% | $1.43 |
 UMI.BR | 0.01% | 1.11% | $0.56 |
Performance Metrics
Score 2.7/10
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.02
-0.02
-1
1
2
3
3
Jensen's Alpha
-7.04
-7.04
-8
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.07
-0.07
-1
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.02
-0.02
-1
1
2
3
3
Jensen's Alpha
-7.04
-7.04
-8
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.07
-0.07
-1
0.75
1.25
2
2
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
14.84
High:
PAGE.L
62.27PAGE.LLow:
PK
-140.21PKDetails
PEG Ratio
962.94
High:
WEN
5,640.38WENLow:
BDN
-7.18BDNDetails
Price/Book
0.64
High:WEN
14.71WENLow:
0390.HK
0.280390.HKDetails
Price/Sales
0.3
High:
PSEC
8.98PSECLow:0390.HK
0.080390.HKDetails
Price/CF
4.76
High:
TROX
18.22TROXLow:
PBR.A
2.33PBR.ADetails
Price/FCF
18.25
High:
SID
276.08SIDLow:
LEG
4.92LEGDetails
P/E Ratio
14.84
High:PAGE.L
62.27PAGE.LLow:PK
-140.21PKDetails
PEG Ratio
962.94
High:WEN
5,640.38WENLow:BDN
-7.18BDNDetails
Price/Book
0.64
High:WEN
14.71WENLow:0390.HK
0.280390.HKDetails
Price/Sales
0.3
High:PSEC
8.98PSECLow:0390.HK
0.080390.HKDetails
Price/CF
4.76
High:TROX
18.22TROXLow:PBR.A
2.33PBR.ADetails
Price/FCF
18.25
High:SID
276.08SIDLow:LEG
4.92LEGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.9% | Nov 2013 | - | 146 |