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+0.2%
This Month
+4.8%
Year To Date
+49.05%
2 Years
+7.21%
5 Years
+37.89%
10 Years
+5.92%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash96.84%
- 🧬 Health Technology1.05%
- 🚗 Consumer Durables0.82%
- 🍞 Consumer Non Durables0.8%
- 🖥️ Technology Services0.51%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq1.3%
- 🇺🇸 NYSE1.05%
- 🇩🇪 FRA0.82%
- 🇬🇧 LSE0%
Countries Breakdown
- Country
- Total
- 🇨🇭 Switzerland1.05%
- 🇩🇪 Germany0.82%
- 🇺🇸 United States0.8%
- 🇮🇱 Israel0.51%
Dividends
Dividend Yield
0.1%
3 out of 5 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (6.61%)
Performance Metrics
Score 5.7/10
Beta
0.12
0.12
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
6.53
6.53
-2
0
2
7
7
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
5.5
5.5
0
0.75
1.25
6
6
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
0.12
0.12
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.32
0.32
0
1
2
3
3
Jensen's Alpha
6.53
6.53
-2
0
2
7
7
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
5.5
5.5
0
0.75
1.25
6
6
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
20.31
High:
PEP
25.76PEPLow:
MBG.DE
9.9MBG.DEDetails
PEG Ratio
113.39
High:
ETOR
149.97ETORLow:
NVS
95.75NVSDetails
Price/Book
3.4
High:PEP
10.36PEPLow:MBG.DE
0.54MBG.DEDetails
Price/Sales
2.03
High:NVS
5.47NVSLow:MBG.DE
0.38MBG.DEDetails
Price/CF
10.99
High:PEP
16.31PEPLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
28.47
High:PEP
5,797.72PEPLow:MBG.DE
6.89MBG.DEDetails
P/E Ratio
20.31
High:PEP
25.76PEPLow:MBG.DE
9.9MBG.DEDetails
PEG Ratio
113.39
High:ETOR
149.97ETORLow:NVS
95.75NVSDetails
Price/Book
3.4
High:PEP
10.36PEPLow:MBG.DE
0.54MBG.DEDetails
Price/Sales
2.03
High:NVS
5.47NVSLow:MBG.DE
0.38MBG.DEDetails
Price/CF
10.99
High:PEP
16.31PEPLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
28.47
High:PEP
5,797.72PEPLow:MBG.DE
6.89MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.27% | Jan 2022 | - | 52 |