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+3.26%
This Month
-0.1%
Year To Date
+1.06%
2 Years
+4.68%
5 Years
+4.68%
10 Years
+0.95%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash60.09%
- 🍞 Consumer Non Durables14.59%
- 🖥️ Technology Services7.71%
- 🧬 Health Technology3.38%
- 💼 Commercial Services3.13%
- ⚡ Utilities1.57%
- ❓ Other0.91%
- 📊 ETFs0.9%
- 🛠️ Producer Manufacturing0.72%
- 💻 Electronic Technology0.7%
- 🧪 Process Industries0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE26.24%
- 🇺🇸 Nasdaq5.88%
- 🇩🇪 FRA0.23%
- 🇪🇸 Bolsa De Madrid0.18%
- 🇬🇧 LSE0.1%
- 🇫🇷 Euronext Paris0.09%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States28.97%
- 🇨🇳 China2.08%
- 🇩🇪 Germany0.23%
- 🇪🇸 Spain0.18%
- 🇮🇱 Israel0.16%
- 🇬🇧 United Kingdom0.1%
- 🇫🇷 France0.09%
Dividends
Dividend Yield
1.95%
27 out of 45 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ALIT (12.42%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 FLO | 0.63% | 10.5% | $0.93 |
 ALIT | 0.42% | 12.42% | - |
 CAG | 0.25% | 9.52% | $1.4 |
 PFE | 0.23% | 6.91% | $1.66 |
 NKE | 0.16% | 3.88% | $1.45 |
 BAH | 0.08% | 3.45% | $1.96 |
 PEP | 0.04% | 4.24% | $5.15 |
 GIS | 0.03% | 6.63% | $2.36 |
 CPB | 0.03% | 7.11% | $1.48 |
 ORCL | 0.03% | 1.59% | $1.6 |
 ENGI.PA | 0% | 4.9% | $1.43 |
 NEE | 0% | 2.66% | $1.97 |
 IBE.MC | 0% | 3.27% | $0.45 |
 DUK | 0% | 3.33% | $4.1 |
 AEP | 0% | 2.84% | $3.47 |
 EXC | 0% | 3.54% | $1.48 |
 SO | 0% | 3.15% | $2.82 |
 PEG | 0% | 3.33% | $2.34 |
 SSE.L | 0% | 2.74% | $0.6 |
 LNT | 0% | 2.85% | $1.87 |
 RWE.DE | 0% | 2.03% | $1 |
 ETR | 0% | 2.19% | $4.46 |
 VST | 0% | 0.55% | $0.85 |
 ORA.US | 0% | 0.46% | $0.48 |
 ENR.DE | 0% | 0.46% | - |
 GEV | 0% | 0.17% | - |
 ANE.MC | 0% | 0.11% | $0.39 |
Performance Metrics
Score 4.1/10
Beta
-0.07
-0.07
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-0.63
-0.63
-2
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
1.48
1.48
0
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
-0.07
-0.07
-1
0.8
1.2
-1
2
Sharpe Ratio
-0.09
-0.09
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-0.63
-0.63
-2
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
1.48
1.48
0
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.24
High:ENR.DE
58.8ENR.DELow:
BE
-4,337.06BEDetails
PEG Ratio
191.57
High:ORA.US
4,726.67ORA.USLow:
SEDG
-11.3SEDGDetails
Price/Book
3.36
High:BE
75.45BELow:
DQ
0.19DQDetails
Price/Sales
2.4
High:BE
31.93BELow:ALIT
0.22ALITDetails
Price/CF
16.42
High:ENGI.PA
216.75ENGI.PALow:ALIT
0.84ALITDetails
Price/FCF
108.13
High:NEE
2,356.18NEELow:ALIT
1.58ALITDetails
P/E Ratio
24.24
High:ENR.DE
58.8ENR.DELow:BE
-4,337.06BEDetails
PEG Ratio
191.57
High:ORA.US
4,726.67ORA.USLow:SEDG
-11.3SEDGDetails
Price/Book
3.36
High:BE
75.45BELow:DQ
0.19DQDetails
Price/Sales
2.4
High:BE
31.93BELow:ALIT
0.22ALITDetails
Price/CF
16.42
High:ENGI.PA
216.75ENGI.PALow:ALIT
0.84ALITDetails
Price/FCF
108.13
High:NEE
2,356.18NEELow:ALIT
1.58ALITDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-31.28% | Mar 2023 | - | 41 |
-5.25% | Jun 2022 | Jul 2022 | 1 |
-2.7% | Sep 2022 | Nov 2022 | 2 |
-1.46% | Mar 2022 | May 2022 | 2 |
-0.54% | Dec 2022 | Jan 2023 | 1 |