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+3.68%
This Month
+18.85%
Year To Date
+15.1%
2 Years
-51.87%
5 Years
-22.52%
10 Years
-41.45%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables18.38%
- 💵 Cash10.01%
- 🪨 Non Energy Minerals9.82%
- 🛍️ Retail Trade9.38%
- 🧪 Process Industries9.22%
- 🧩 Miscellaneous9.05%
- 💰 Finance8.58%
- 💼 Commercial Services7.89%
- ⛏️ Energy Minerals5.1%
- 🏭 Industrial Services4.42%
- 💇♀️ Consumer Services3.82%
- 🚗 Consumer Durables3.22%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.33%
- 🇺🇸 Nasdaq12.06%
- 🇫🇷 Euronext Paris5.27%
- 🇭🇰 Hong Kong Exchanges4.42%
- 🇨🇭 SIX4.12%
- 🇬🇧 LSE3.77%
- 🇦🇺 Sydney3.26%
- 🇮🇹 Borsa Italiana1.35%
- 🇧🇪 Euronext Brussels1.3%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States56%
- 🇧🇷 Brazil8.35%
- 🇫🇷 France5.27%
- 🇨🇳 China4.42%
- 🇨🇭 Switzerland4.12%
- 🇬🇧 United Kingdom3.77%
- 🇦🇺 Australia3.26%
- 🇳🇱 Netherlands2.39%
- 🇧🇪 Belgium1.3%
Dividends
Dividend Yield
7.4%
25 out of 25 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PSEC (19.01%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 FSK | 0.94% | 18.05% | $2.47 |
 PSEC | 0.73% | 19.01% | $0.72 |
 PK | 0.5% | 9.39% | $0.8 |
 PBR.A | 0.5% | 9.82% | $2.21 |
 BDN | 0.5% | 15.52% | $0.6 |
 TROX | 0.49% | 10.1% | $0.5 |
 DOW | 0.41% | 9.41% | $2.8 |
 FLO | 0.37% | 8.37% | $0.93 |
 NK.PA | 0.34% | 6.42% | $1.35 |
 CAG | 0.33% | 8.09% | $1.4 |
 GES | 0.32% | 6.7% | $1.2 |
 WEN | 0.29% | 7.64% | $1 |
 MNRO | 0.28% | 6.31% | $1.12 |
 PAGE.L | 0.27% | 7.09% | $0.32 |
 ENR | 0.26% | 4.91% | $1.2 |
 0390.HK | 0.22% | 4.87% | $0.21 |
 ADEN.ZU | 0.16% | 3.93% | $2.5 |
 STLAM.MI | 0.1% | 7.28% | $1.55 |
 PMV.ASX | 0.09% | 2.85% | $1.23 |
 KSS | 0.08% | 4.83% | $2 |
 STLA.US | 0.08% | 7.42% | $1.71 |
 SID | 0.06% | 5.28% | $0.27 |
 GGB | 0.06% | 2.82% | $0.22 |
 LEG | 0.02% | 2.24% | $1.43 |
 UMI.BR | 0.01% | 1.05% | $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
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-7.1
-7.1
-8
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-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
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-7.1
-7.1
-8
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-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
13.98
High:
GES
168.59GESLow:
PK
-143.41PKDetails
PEG Ratio
1,187.08
High:
WEN
5,709.78WENLow:
BDN
-7.82BDNDetails
Price/Book
0.65
High:WEN
14.88WENLow:
0390.HK
0.290390.HKDetails
Price/Sales
0.3
High:
PSEC
9.69PSECLow:0390.HK
0.080390.HKDetails
Price/CF
4.42
High:
TROX
18.22TROXLow:
KSS
1.35KSSDetails
Price/FCF
19.65
High:
SID
276.08SIDLow:KSS
3.59KSSDetails
P/E Ratio
13.98
High:GES
168.59GESLow:PK
-143.41PKDetails
PEG Ratio
1,187.08
High:WEN
5,709.78WENLow:BDN
-7.82BDNDetails
Price/Book
0.65
High:WEN
14.88WENLow:0390.HK
0.290390.HKDetails
Price/Sales
0.3
High:PSEC
9.69PSECLow:0390.HK
0.080390.HKDetails
Price/CF
4.42
High:TROX
18.22TROXLow:KSS
1.35KSSDetails
Price/FCF
19.65
High:SID
276.08SIDLow:KSS
3.59KSSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.9% | Nov 2013 | - | 145 |