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

-9.03%

This Month

+20.59%

Year To Date

+61.87%

2 Years

+159.63%

5 Years

-74.54%

10 Years

-15%

Annualized

Diversification

Sectors Breakdown

Sector
Total

📊 ETFs
32.66%
💵 Cash
28.27%
💇‍♀️ Consumer Services
2.92%
💰 Finance
2.69%
⛏️ Energy Minerals
1.19%
🚚 Transportation
1.15%
🖥️ Technology Services
0.91%
🛍️ Retail Trade
0.66%
⚡ Utilities
0.42%
💼 Commercial Services
0.34%
🪙 Cryptocurrencies
0.23%
🍞 Consumer Non Durables
0.17%

Exchanges Breakdown

Exchange
Total

🇺🇸 NYSE
31.52%
🇺🇸 Nasdaq
7.25%
🇺🇸 Chicago Board Options Exchange
2.74%
🇬🇧 LSE
1.27%
🌍 Digital Currency
0.23%
🇫🇷 Euronext Paris
0.19%
🇭🇰 Hong Kong Exchanges
0.14%

Countries Breakdown

Country
Total

🇺🇸 United States
8.32%
🇬🇧 United Kingdom
1.2%
🇨🇳 China
0.66%
🇫🇷 France
0.19%
🇷🇺 Russia
0.07%

Dividends

Dividend Yield

0.12%

23 out of 48 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
APA	0.02%	3.22%	$1
ROSNL.L	0.01%	21.42%	-
RCL	0.01%	1.48%	-
AWK	0.01%	2.44%	$2.89
EZJ.L	0.01%	3.11%	$0.05
LSEG.L	0.01%	1.71%	$1.15
XOM	0.01%	2.69%	$3.76
IAG.L	0.01%	1.82%	-
BP.L	0%	5.04%	$0.23
OXY	0%	1.83%	$0.8
WYNN	0%	0.98%	$1
JPM	0%	1.95%	$4.4
MC.PA	0%	2.56%	$13
BABA	0%	0.79%	$0.98
MS	0%	2.37%	$3.4
META	0%	0.32%	$1
DIS	0%	1.46%	$0.75
IBKR	0%	0.46%	-
CCL	0%	0.54%	-
CCL.L	0%	0.53%	-
9988.HK	0%	0.81%	$0.98
LUV	0%	1.54%	$0.72
GOOG	0%	0.28%	$0.2

Next Dividends

Stock	Type	Date	Pay Per Share

Performance Metrics

Score 2.4/10

Beta

2.95

0.8

1.2

Sharpe Ratio

0.1

0.5

1.5

Sortino Ratio

0.14

Jensen's Alpha

-22.72

-23

4.5

Omega Ratio

0.94

1.5

2.5

Treynor Ratio

0.19

0.75

1.25

Information Ratio

-0.08

-1

0.3

0.6

Calmar Ratio

-0.15

-1

0.3

0.6

Beta

2.95

0.8

1.2

Sharpe Ratio

0.1

0.5

1.5

Sortino Ratio

0.14

Jensen's Alpha

-22.72

-23

4.5

Omega Ratio

0.94

1.5

2.5

Treynor Ratio

0.19

0.75

1.25

Information Ratio

-0.08

-1

0.3

0.6

Calmar Ratio

-0.15

-1

0.3

0.6

Portfolio Valuation

Based on current positions

P/E Ratio

24.73

High:

BP.L

4,375

Low:

03690.HK

-199.42

Details

PEG Ratio

125.95

High:

JPM

1,118.42

Low:

ROSNL.L

0.09

Details

Price/Book

5.02

High:

GOOG

8.83

Low:

WYNN

-39

Details

Price/Sales

4.74

High:

HOOD

16.75

Low:

AF.PA

0.08

Details

Price/CF

14.32

High:

HOOD

90.65

Low:

AF.PA

0.67

Details

Price/FCF

33.47

High:

9988.HK

2,771.01

Low:

IBKR

1.2

Details

P/E Ratio

24.73

High:

BP.L

4,375

Low:

03690.HK

-199.42

Details

PEG Ratio

125.95

High:

JPM

1,118.42

Low:

ROSNL.L

0.09

Details

Price/Book

5.02

High:

GOOG

8.83

Low:

WYNN

-39

Details

Price/Sales

4.74

High:

HOOD

16.75

Low:

AF.PA

0.08

Details

Price/CF

14.32

High:

HOOD

90.65

Low:

AF.PA

0.67

Details

Price/FCF

33.47

High:

9988.HK

2,771.01

Low:

IBKR

1.2

Details

Drawdowns

Worst Drawdowns

Depth	Start	End	Total months
-96.15%	Jan 2018	-	99

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

-9.03%

This Month

+20.59%

Year To Date

+61.87%

2 Years

+159.63%

5 Years

-74.54%

10 Years

-15%

Annualized

Diversification

Sectors Breakdown

Sector
Total

📊 ETFs
32.66%
💵 Cash
28.27%
💇‍♀️ Consumer Services
2.92%
💰 Finance
2.69%
⛏️ Energy Minerals
1.19%
🚚 Transportation
1.15%
🖥️ Technology Services
0.91%
🛍️ Retail Trade
0.66%
⚡ Utilities
0.42%
💼 Commercial Services
0.34%
🪙 Cryptocurrencies
0.23%
🍞 Consumer Non Durables
0.17%

Exchanges Breakdown

Exchange
Total

🇺🇸 NYSE
31.52%
🇺🇸 Nasdaq
7.25%
🇺🇸 Chicago Board Options Exchange
2.74%
🇬🇧 LSE
1.27%
🌍 Digital Currency
0.23%
🇫🇷 Euronext Paris
0.19%
🇭🇰 Hong Kong Exchanges
0.14%

Countries Breakdown

Country
Total

🇺🇸 United States
8.32%
🇬🇧 United Kingdom
1.2%
🇨🇳 China
0.66%
🇫🇷 France
0.19%
🇷🇺 Russia
0.07%

Dividends

Dividend Yield

0.12%

23 out of 48 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
APA	0.02%	3.22%	$1
ROSNL.L	0.01%	21.42%	-
RCL	0.01%	1.48%	-
AWK	0.01%	2.44%	$2.89
EZJ.L	0.01%	3.11%	$0.05
LSEG.L	0.01%	1.71%	$1.15
XOM	0.01%	2.69%	$3.76
IAG.L	0.01%	1.82%	-
BP.L	0%	5.04%	$0.23
OXY	0%	1.83%	$0.8
WYNN	0%	0.98%	$1
JPM	0%	1.95%	$4.4
MC.PA	0%	2.56%	$13
BABA	0%	0.79%	$0.98
MS	0%	2.37%	$3.4
META	0%	0.32%	$1
DIS	0%	1.46%	$0.75
IBKR	0%	0.46%	-
CCL	0%	0.54%	-
CCL.L	0%	0.53%	-
9988.HK	0%	0.81%	$0.98
LUV	0%	1.54%	$0.72
GOOG	0%	0.28%	$0.2

Next Dividends

Stock	Type	Date	Pay Per Share

Performance Metrics

Score 2.4/10

Beta

2.95

0.8

1.2

Sharpe Ratio

0.1

0.5

1.5

Sortino Ratio

0.14

Jensen's Alpha

-22.72

-23

4.5

Omega Ratio

0.94

1.5

2.5

Treynor Ratio

0.19

0.75

1.25

Information Ratio

-0.08

-1

0.3

0.6

Calmar Ratio

-0.15

-1

0.3

0.6

Beta

2.95

0.8

1.2

Sharpe Ratio

0.1

0.5

1.5

Sortino Ratio

0.14

Jensen's Alpha

-22.72

-23

4.5

Omega Ratio

0.94

1.5

2.5

Treynor Ratio

0.19

0.75

1.25

Information Ratio

-0.08

-1

0.3

0.6

Calmar Ratio

9988.HK

2,771.01

Low:

IBKR

1.2

Details

Drawdowns

Worst Drawdowns

Depth	Start	End	Total months
-96.15%	Jan 2018	-	99