Loading...
-5.72%
This Month
-11.27%
Year To Date
-13.72%
2 Years
-33.95%
5 Years
+35.82%
10 Years
+5.72%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade23.08%
- 💰 Finance22.42%
- 🪙 Cryptocurrencies20.56%
- 💻 Electronic Technology11.27%
- 🧬 Health Technology8.09%
- 🪨 Non Energy Minerals3.84%
- 🖥️ Technology Services3.72%
- 🚗 Consumer Durables3.35%
- 🍞 Consumer Non Durables3.33%
- ⛏️ Energy Minerals0.24%
- 💵 Cash0.12%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE38.27%
- 🌍 Digital Currency20.56%
- 🇩🇪 FRA19.03%
- 🇫🇷 Euronext Paris17.96%
- 🇬🇧 LSE4.08%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States38.27%
- 🇩🇪 Germany19.03%
- 🇳🇱 Netherlands11.27%
- 🇫🇷 France6.69%
- 🇲🇽 Mexico3.84%
- 🇷🇺 Russia0.24%
Dividends
Dividend Yield
2.16%
10 out of 18 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $OGZDL.L (67.74%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3/10
Beta
1.77
1.77
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-12.05
-12.05
-13
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.53
0.53
0
0.75
1.25
2
2
Information Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
1.77
1.77
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
-12.05
-12.05
-13
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.53
0.53
0
0.75
1.25
2
2
Information Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.99
High:
FRES.L
80.65FRES.LLow:
BAYN.DE
-185.61BAYN.DEDetails
PEG Ratio
24.12
High:
AIR.PA
114.11AIR.PALow:BAYN.DE
-239.48BAYN.DEDetails
Price/Book
2.21
High:FRES.L
10.27FRES.LLow:
OGZDL.L
0.03OGZDL.LDetails
Price/Sales
1.56
High:FRES.L
9.31FRES.LLow:
RNO.PA
0.14RNO.PADetails
Price/CF
7.43
High:
SAP.DE
27.13SAP.DELow:RNO.PA
2.68RNO.PADetails
Price/FCF
10.47
High:AIR.PA
76.7AIR.PALow:
ALV.DE
3.38ALV.DEDetails
P/E Ratio
18.99
High:FRES.L
80.65FRES.LLow:BAYN.DE
-185.61BAYN.DEDetails
PEG Ratio
24.12
High:AIR.PA
114.11AIR.PALow:BAYN.DE
-239.48BAYN.DEDetails
Price/Book
2.21
High:FRES.L
10.27FRES.LLow:OGZDL.L
0.03OGZDL.LDetails
Price/Sales
1.56
High:FRES.L
9.31FRES.LLow:RNO.PA
0.14RNO.PADetails
Price/CF
7.43
High:SAP.DE
27.13SAP.DELow:RNO.PA
2.68RNO.PADetails
Price/FCF
10.47
High:AIR.PA
76.7AIR.PALow:ALV.DE
3.38ALV.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.62% | Nov 2021 | - | 53 |
-17.66% | Jun 2020 | Nov 2020 | 5 |
-9.73% | Jun 2021 | Aug 2021 | 2 |
-4.31% | Sep 2021 | Oct 2021 | 1 |