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+1.03%
This Month
-2.01%
Year To Date
+19.91%
2 Years
-57.89%
5 Years
-50.89%
10 Years
-39.93%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables24.04%
- 🛍️ Retail Trade19.67%
- 💰 Finance11.09%
- 💵 Cash6.82%
- 🧩 Miscellaneous5.78%
- 🪨 Non Energy Minerals5.72%
- 🏭 Industrial Services5.62%
- 💼 Commercial Services5.27%
- 🛠️ Producer Manufacturing4.11%
- ⚡ Utilities3.78%
- 💇♀️ Consumer Services2.99%
- 🖥️ Technology Services1.93%
- 🧬 Health Technology1.37%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE30.68%
- 🇺🇸 Nasdaq17.53%
- 🇦🇺 Sydney14%
- 🇭🇰 Hong Kong Exchanges9.4%
- 🇩🇰 Copenhagen Stock Exchange5.34%
- 🇫🇷 Euronext Paris5.04%
- 🇳🇱 Euronext Amsterdam4.11%
- 🇨🇭 SIX2.87%
- 🇬🇧 LSE2.4%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States47.53%
- 🇦🇺 Australia14%
- 🇨🇳 China5.62%
- 🇩🇰 Denmark5.34%
- 🇫🇷 France5.04%
- 🇳🇱 Netherlands4.11%
- 🇭🇰 Hong Kong3.78%
- 🇨🇭 Switzerland2.87%
- 🇬🇧 United Kingdom2.4%
- 🇧🇷 Brazil0.68%
Dividends
Dividend Yield
8.22%
24 out of 25 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PSEC (24.19%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BGS | 0.71% | 18.22% | $0.76 |
 FSK | 0.68% | 20.93% | $2.47 |
 WU | 0.64% | 11.1% | $0.94 |
 PSEC | 0.61% | 24.19% | $0.72 |
 ABR | 0.58% | 20.98% | $1.72 |
 LIGHT.NV | 0.4% | 9.64% | $1.55 |
 MNRO | 0.37% | 6.56% | $1.12 |
 SSTK | 0.37% | 18.98% | $1.14 |
 HVN.ASX | 0.35% | 6.02% | $0.22 |
 STOGR.CO | 0.35% | 6.6% | - |
 KHC | 0.31% | 6.25% | $1.6 |
 FLO | 0.29% | 10.21% | $0.93 |
 CAG | 0.29% | 9.37% | $1.4 |
 0390.HK | 0.28% | 4.93% | $0.21 |
 BDN | 0.27% | 10.16% | $0.6 |
 NCK.ASX | 0.26% | 4.68% | - |
 ENR | 0.23% | 5.98% | $1.2 |
 00384.HK | 0.23% | 6.04% | $0.55 |
 WEN | 0.22% | 7.34% | $1 |
 EMBC | 0.19% | 13.65% | $0.6 |
 NK.PA | 0.17% | 3.45% | $1.35 |
 PMV.ASX | 0.17% | 6.64% | $1.23 |
 ADEN.ZU | 0.14% | 4.96% | $2.5 |
 PAGE.L | 0.12% | 5.02% | $0.32 |
Performance Metrics
Score 2.6/10
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-11.28
-11.28
-12
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
-0.62
-0.62
-1
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-11.28
-11.28
-12
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
-0.62
-0.62
-1
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-48.27
High:MNRO
4,802.86MNROLow:CAG
-150.16CAGDetails
PEG Ratio
881.27
High:MNRO
4,270.52MNROLow:BDN
-85.01BDNDetails
Price/Book
0.58
High:WEN
12.44WENLow:EMBC
-0.31EMBCDetails
Price/Sales
0.29
High:PSEC
17.61PSECLow:0390.HK
0.070390.HKDetails
Price/CF
5.53
High:FSK
16.48FSKLow:EMBC
2.46EMBCDetails
Price/FCF
15.43
High:00384.HK
400.0100384.HKLow:EMBC
3.09EMBCDetails
P/E Ratio
-48.27
High:MNRO
4,802.86MNROLow:CAG
-150.16CAGDetails
PEG Ratio
881.27
High:MNRO
4,270.52MNROLow:BDN
-85.01BDNDetails
Price/Book
0.58
High:WEN
12.44WENLow:EMBC
-0.31EMBCDetails
Price/Sales
0.29
High:PSEC
17.61PSECLow:0390.HK
0.070390.HKDetails
Price/CF
5.53
High:FSK
16.48FSKLow:EMBC
2.46EMBCDetails
Price/FCF
15.43
High:00384.HK
400.0100384.HKLow:EMBC
3.09EMBCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.9% | Nov 2013 | - | 153 |