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+0.72%
This Month
-1.36%
Year To Date
+5.37%
2 Years
+49.4%
5 Years
+49.4%
10 Years
+18.07%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables39.74%
- 💵 Cash27.91%
- 🖥️ Technology Services18.55%
- 📊 ETFs9.09%
- 🛍️ Retail Trade2.89%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.74%
- 🇺🇸 Nasdaq27.64%
- 🇩🇪 FRA2.89%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy39.74%
- 🇺🇸 United States18.55%
- 🇩🇪 Germany2.89%
Dividends
Performance Metrics
Score 4.1/10
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
-3.91
-3.91
-4
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.78
0.78
0
0.3
0.6
1
1
Beta
0.96
0.96
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
-3.91
-3.91
-4
0
2
4.5
4.5
Omega Ratio
0.8
0.8
0
1
1.5
2.5
2.5
Treynor Ratio
0.88
0.88
0
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
0.78
0.78
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.81
High:
RACE
37.04RACELow:
ZAL.DE
23.2ZAL.DEDetails
PEG Ratio
335.94
High:RACE
351.12RACELow:ZAL.DE
127.46ZAL.DEDetails
Price/Book
7.75
High:RACE
15.05RACELow:ZAL.DE
1.97ZAL.DEDetails
Price/Sales
8.09
High:RACE
8.25RACELow:ZAL.DE
0.48ZAL.DEDetails
Price/CF
15.31
High:RACE
32.91RACELow:ZAL.DE
11.05ZAL.DEDetails
Price/FCF
42.47
High:RACE
58.6RACELow:ZAL.DE
13.36ZAL.DEDetails
P/E Ratio
27.81
High:RACE
37.04RACELow:ZAL.DE
23.2ZAL.DEDetails
PEG Ratio
335.94
High:RACE
351.12RACELow:ZAL.DE
127.46ZAL.DEDetails
Price/Book
7.75
High:RACE
15.05RACELow:ZAL.DE
1.97ZAL.DEDetails
Price/Sales
8.09
High:RACE
8.25RACELow:ZAL.DE
0.48ZAL.DEDetails
Price/CF
15.31
High:RACE
32.91RACELow:ZAL.DE
11.05ZAL.DEDetails
Price/FCF
42.47
High:RACE
58.6RACELow:ZAL.DE
13.36ZAL.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-17.96% | Mar 2025 | - | 12 |
-8.18% | Aug 2023 | Nov 2023 | 3 |
-4.96% | Apr 2024 | May 2024 | 1 |
-2.63% | Sep 2024 | Oct 2024 | 1 |
-2.6% | Jul 2024 | Aug 2024 | 1 |
-2.33% | Dec 2023 | Jan 2024 | 1 |
-1.08% | Dec 2024 | Feb 2025 | 2 |