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+0.21%
This Month
-1.13%
Year To Date
+91.65%
2 Years
+350.97%
5 Years
+350.97%
10 Years
+57.12%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance66.09%
- 🛍️ Retail Trade18.15%
- 🪨 Non Energy Minerals10.45%
- 💻 Electronic Technology5.15%
- 💵 Cash0.16%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE66.09%
- 🇺🇸 Nasdaq18.15%
- 🇬🇧 LSE10.45%
- 🇭🇰 Hong Kong Exchanges5.15%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States84.24%
- 🇬🇧 United Kingdom10.45%
- 🇨🇳 China5.15%
Dividends
Dividend Yield
0.58%
2 out of 4 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $RIO.L (4.22%)
Performance Metrics
Score 9.4/10
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
2.09
2.09
0
0.5
1
3
3
Sortino Ratio
6.13
6.13
0
1
2
7
7
Jensen's Alpha
42.37
42.37
-2
0
2
43
43
Omega Ratio
3.17
3.17
0
1
1.5
4
4
Treynor Ratio
5.01
5.01
0
0.75
1.25
6
6
Information Ratio
1.55
1.55
0
0.3
0.6
2
2
Calmar Ratio
8.62
8.62
0
0.3
0.6
9
9
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
2.09
2.09
0
0.5
1
3
3
Sortino Ratio
6.13
6.13
0
1
2
7
7
Jensen's Alpha
42.37
42.37
-2
0
2
43
43
Omega Ratio
3.17
3.17
0
1
1.5
4
4
Treynor Ratio
5.01
5.01
0
0.75
1.25
6
6
Information Ratio
1.55
1.55
0
0.3
0.6
2
2
Calmar Ratio
8.62
8.62
0
0.3
0.6
9
9
Portfolio Valuation
Based on current positions
P/E Ratio
17.84
High:
WMT
45.7WMTLow:
RIO.L
15.3RIO.LDetails
PEG Ratio
269.97
High:WMT
339.37WMTLow:
1810.HK
25.621810.HKDetails
Price/Book
1.77
High:WMT
9.98WMTLow:
BRK.B
1.44BRK.BDetails
Price/Sales
2.31
High:BRK.B
2.78BRK.BLow:WMT
1.4WMTDetails
Price/CF
22.6
High:BRK.B
23.59BRK.BLow:RIO.L
7.67RIO.LDetails
Price/FCF
50.88
High:RIO.L
142.04RIO.LLow:BRK.B
43.3BRK.BDetails
P/E Ratio
17.84
High:WMT
45.7WMTLow:RIO.L
15.3RIO.LDetails
PEG Ratio
269.97
High:WMT
339.37WMTLow:1810.HK
25.621810.HKDetails
Price/Book
1.77
High:WMT
9.98WMTLow:BRK.B
1.44BRK.BDetails
Price/Sales
2.31
High:BRK.B
2.78BRK.BLow:WMT
1.4WMTDetails
Price/CF
22.6
High:BRK.B
23.59BRK.BLow:RIO.L
7.67RIO.LDetails
Price/FCF
50.88
High:RIO.L
142.04RIO.LLow:BRK.B
43.3BRK.BDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-7.37% | Feb 2023 | Mar 2023 | 1 |
-5.76% | Oct 2024 | Dec 2024 | 2 |
-5.62% | Sep 2023 | Nov 2023 | 2 |
-5.17% | Mar 2026 | - | 2 |
-4.91% | Apr 2024 | May 2024 | 1 |
-4.5% | Oct 2025 | Nov 2025 | 1 |
-1.89% | Dec 2025 | Feb 2026 | 2 |
-1.78% | May 2025 | Aug 2025 | 3 |
-0.03% | Aug 2024 | Sep 2024 | 1 |