Portfolio of AaronChang on eToro

AaronChang

🇹🇼 ETF and Stock Quant Investor.

2 copiers.

Copy Trading does not amount to investment advice. Your investments value may go up or down. Your capital is at risk.

Summary

+3.27%

This Month

+115.6%

Year To Date

+196.09%

2 Years

+349.26%

5 Years

-54.48%

10 Years

-8.45%

Annualized

Diversification

Sectors Breakdown

Sector
Total

💵 Cash
37.52%
📊 ETFs
36.76%
❓ Other
5.14%
💰 Finance
1.82%
💇‍♀️ Consumer Services
1.5%
🖥️ Technology Services
1.18%
🚚 Transportation
0.54%
⛏️ Energy Minerals
0.53%
🚗 Consumer Durables
0.45%
🛍️ Retail Trade
0.3%
⚡ Utilities
0.25%
🧩 Miscellaneous
0.23%
💼 Commercial Services
0.19%
🪙 Cryptocurrencies
0.13%
🍞 Consumer Non Durables
0.08%

Exchanges Breakdown

Exchange
Total

🇺🇸 Chicago Board Options Exchange
22.41%
🇺🇸 NYSE
15.37%
🇺🇸 Nasdaq
9.02%
Regular Trading Hours - RTH
1.11%
🇬🇧 LSE
0.46%
🇺🇸 OTC Markets Stock Exchange
0.45%
🌍 Digital Currency
0.13%
🇫🇷 Euronext Paris
0.08%
🇭🇰 Hong Kong Exchanges
0.06%

Countries Breakdown

Country
Total

🇺🇸 United States
5.39%
🇨🇳 China
0.45%
🇯🇵 Japan
0.45%
🇬🇧 United Kingdom
0.43%
🇫🇷 France
0.08%
🇷🇺 Russia
0.04%

Dividends

Dividend Yield

0.08%

24 out of 50 instruments pay dividend.

0 dividend payments in the next 30 days.

Highest Dividend: $ROSNL.L (21.42%)

Dividend Yield Breakdown

Instrument	Portfolio Yield	Company Yield	Per Share
NTDOY	0.01%	2.26%	$0.24
ROSNL.L	0.01%	21.42%	-
RCL	0.01%	1.89%	-
AWK	0.01%	2.4%	$2.89
TME	0%	2.82%	$0.12
APA	0%	2.34%	$1
CCL	0%	1.91%	-
LSEG.L	0%	1.7%	$1.15
XOM	0%	2.56%	$3.76
IAG.L	0%	1.6%	-
OXY	0%	1.67%	$0.8
BP.L	0%	4.61%	$0.23
WYNN	0%	1.09%	$1
JPM	0%	1.67%	$4.4
MC.PA	0%	3.03%	$13
BABA	0%	0.91%	$0.98
MS	0%	1.84%	$3.4
META	0%	0.34%	$1
DIS	0%	1.42%	$0.75
IBKR	0%	0.35%	-
QQQ	0%	0.39%	-
LUV	0%	1.82%	$0.72
9988.HK	0%	0.93%	$0.98
GOOG	0%	0.25%	$0.2

Next Dividends

Stock	Type	Date	Pay Per Share

Performance Metrics

Score 2.6/10

Beta

2.9

0.8

1.2

Sharpe Ratio

0.19

0.5

1.5

Sortino Ratio

0.25

Jensen's Alpha

-18.64

-19

4.5

Omega Ratio

1.01

1.5

2.5

Treynor Ratio

0.34

0.75

1.25

Information Ratio

0.01

0.3

0.6

Calmar Ratio

-0.09

-1

0.3

0.6

Beta

2.9

0.8

1.2

Sharpe Ratio

0.19

0.5

1.5

Sortino Ratio

0.25

Jensen's Alpha

-18.64

-19

4.5

Omega Ratio

1.01

1.5

2.5

Treynor Ratio

0.34

0.75

1.25

Information Ratio

0.01

0.3

0.6

Calmar Ratio

-0.09

-1

0.3

0.6

Portfolio Valuation

Based on current positions

P/E Ratio

26.9

High:

MGM

64.66

Low:

AAL

-26.6

Details

PEG Ratio

204.68

High:

AWK

801.57

Low:

ROSNL.L

0.09

Details

Price/Book

4.82

High:

HOOD

10.83

Low:

WYNN

-48.86

Details

Price/Sales

4.93

High:

MSTR

64.43

Low:

AAL

0.15

Details

Price/CF

12.12

High:

MSTR

7,511.07

Low:

IBKR

0.84

Details

Price/FCF

24.75

High:

9988.HK

2,771.01

Low:

IBKR

0.84

Details

P/E Ratio

26.9

High:

MGM

64.66

Low:

AAL

-26.6

Details

PEG Ratio

204.68

High:

AWK

801.57

Low:

ROSNL.L

0.09

Details

Price/Book

4.82

High:

HOOD

10.83

Low:

WYNN

-48.86

Details

Price/Sales

4.93

High:

MSTR

64.43

Low:

AAL

0.15

Details

Price/CF

12.12

High:

MSTR

7,511.07

Low:

IBKR

0.84

Details

Price/FCF

24.75

High:

9988.HK

2,771.01

Low:

IBKR

0.84

Details

Drawdowns

Worst Drawdowns

Depth	Start	End	Total months
-96.15%	Jan 2018	-	105

Monthly Performance

Portfolio of AaronChang on eToro

AaronChang

🇹🇼 ETF and Stock Quant Investor.

2 copiers.

Copy Trading does not amount to investment advice. Your investments value may go up or down. Your capital is at risk.

Summary

+3.27%

This Month

+115.6%

Year To Date

+196.09%

2 Years

+349.26%

5 Years

-54.48%

10 Years

-8.45%

Annualized

Diversification

Sectors Breakdown

Sector
Total

💵 Cash
37.52%
📊 ETFs
36.76%
❓ Other
5.14%
💰 Finance
1.82%
💇‍♀️ Consumer Services
1.5%
🖥️ Technology Services
1.18%
🚚 Transportation
0.54%
⛏️ Energy Minerals
0.53%
🚗 Consumer Durables
0.45%
🛍️ Retail Trade
0.3%
⚡ Utilities
0.25%
🧩 Miscellaneous
0.23%
💼 Commercial Services
0.19%
🪙 Cryptocurrencies
0.13%
🍞 Consumer Non Durables
0.08%

Exchanges Breakdown

Exchange
Total

🇺🇸 Chicago Board Options Exchange
22.41%
🇺🇸 NYSE
15.37%
🇺🇸 Nasdaq
9.02%
Regular Trading Hours - RTH
1.11%
🇬🇧 LSE
0.46%
🇺🇸 OTC Markets Stock Exchange
0.45%
🌍 Digital Currency
0.13%
🇫🇷 Euronext Paris
0.08%
🇭🇰 Hong Kong Exchanges
0.06%

Countries Breakdown

Country
Total

🇺🇸 United States
5.39%
🇨🇳 China
0.45%
🇯🇵 Japan
0.45%
🇬🇧 United Kingdom
0.43%
🇫🇷 France
0.08%
🇷🇺 Russia
0.04%

Dividends

Dividend Yield

0.08%

24 out of 50 instruments pay dividend.

0 dividend payments in the next 30 days.

Highest Dividend: $ROSNL.L (21.42%)

Dividend Yield Breakdown

Instrument	Portfolio Yield	Company Yield	Per Share
NTDOY	0.01%	2.26%	$0.24
ROSNL.L	0.01%	21.42%	-
RCL	0.01%	1.89%	-
AWK	0.01%	2.4%	$2.89
TME	0%	2.82%	$0.12
APA	0%	2.34%	$1
CCL	0%	1.91%	-
LSEG.L	0%	1.7%	$1.15
XOM	0%	2.56%	$3.76
IAG.L	0%	1.6%	-
OXY	0%	1.67%	$0.8
BP.L	0%	4.61%	$0.23
WYNN	0%	1.09%	$1
JPM	0%	1.67%	$4.4
MC.PA	0%	3.03%	$13
BABA	0%	0.91%	$0.98
MS	0%	1.84%	$3.4
META	0%	0.34%	$1
DIS	0%	1.42%	$0.75
IBKR	0%	0.35%	-
QQQ	0%	0.39%	-
LUV	0%	1.82%	$0.72
9988.HK	0%	0.93%	$0.98
GOOG	0%	0.25%	$0.2

Next Dividends

Stock	Type	Date	Pay Per Share

Performance Metrics

Score 2.6/10

Beta

2.9

0.8

1.2

Sharpe Ratio

0.19

0.5

1.5

Sortino Ratio

0.25

Jensen's Alpha

-18.64

-19

4.5

Omega Ratio

1.01

1.5

2.5

Treynor Ratio

0.34

0.75

1.25

Information Ratio

0.01

0.3

0.6

Calmar Ratio

-0.09

-1

0.3

0.6

Beta

2.9

0.8

1.2

Sharpe Ratio

0.19

0.5

1.5

Sortino Ratio

0.25

Jensen's Alpha

-18.64

-19

4.5

Omega Ratio

1.01

1.5

2.5

Treynor Ratio

0.34

0.75

1.25

Information Ratio

0.01

0.3

0.6

Calmar Ratio

9988.HK

2,771.01

Low:

IBKR

0.84

Details

Drawdowns

Worst Drawdowns

Depth	Start	End	Total months
-96.15%	Jan 2018	-	105