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+4.54%
This Month
+25.59%
Year To Date
+38.07%
2 Years
-40.1%
5 Years
-99.73%
10 Years
-50.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables95.16%
- 💵 Cash5.17%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 FRA95.16%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany95.16%
Dividends
Performance Metrics
Score 2.3/10
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
-1.03
-1.03
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-47.56
-47.56
-48
0
2
4.5
4.5
Omega Ratio
0.33
0.33
0
1
1.5
2.5
2.5
Treynor Ratio
-4.96
-4.96
-5
0.75
1.25
2
2
Information Ratio
-1.27
-1.27
-2
0.3
0.6
1
1
Calmar Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
-1.03
-1.03
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-47.56
-47.56
-48
0
2
4.5
4.5
Omega Ratio
0.33
0.33
0
1
1.5
2.5
2.5
Treynor Ratio
-4.96
-4.96
-5
0.75
1.25
2
2
Information Ratio
-1.27
-1.27
-2
0.3
0.6
1
1
Calmar Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
8.05
High:
MBG.DE
9.74MBG.DELow:
BMW.DE
7.01BMW.DEDetails
PEG Ratio
209.98
High:BMW.DE
209.98BMW.DELow:BMW.DE
209.98BMW.DEDetails
Price/Book
0.53
High:MBG.DE
0.53MBG.DELow:BMW.DE
0.53BMW.DEDetails
Price/Sales
0.38
High:BMW.DE
0.38BMW.DELow:MBG.DE
0.38MBG.DEDetails
Price/CF
4.55
High:BMW.DE
7.09BMW.DELow:MBG.DE
3.21MBG.DEDetails
Price/FCF
11.97
High:BMW.DE
32.75BMW.DELow:MBG.DE
6.89MBG.DEDetails
P/E Ratio
8.05
High:MBG.DE
9.74MBG.DELow:BMW.DE
7.01BMW.DEDetails
PEG Ratio
209.98
High:BMW.DE
209.98BMW.DELow:BMW.DE
209.98BMW.DEDetails
Price/Book
0.53
High:MBG.DE
0.53MBG.DELow:BMW.DE
0.53BMW.DEDetails
Price/Sales
0.38
High:BMW.DE
0.38BMW.DELow:MBG.DE
0.38MBG.DEDetails
Price/CF
4.55
High:BMW.DE
7.09BMW.DELow:MBG.DE
3.21MBG.DEDetails
Price/FCF
11.97
High:BMW.DE
32.75BMW.DELow:MBG.DE
6.89MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.85% | Jan 2018 | - | 100 |