Loading...
+1.24%
This Month
+1.24%
Year To Date
+10.44%
2 Years
+232.87%
5 Years
+323.17%
10 Years
+25.58%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance45.52%
- 💼 Commercial Services16.87%
- 🖥️ Technology Services14.11%
- 🍞 Consumer Non Durables13.34%
- ⛏️ Energy Minerals9.38%
- 💵 Cash0.78%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq48.63%
- 🇺🇸 NYSE35.02%
- 🇬🇧 LSE15.56%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.87%
- 🇬🇧 United Kingdom20.65%
- 🇧🇷 Brazil9.38%
- 🇨🇳 China4.32%
Dividends
Dividend Yield
3.33%
5 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $WU (10.06%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 7/10
Beta
1.08
1.08
0
0.8
1.2
0
2
Sharpe Ratio
0.77
0.77
0
0.5
1
1.5
1.5
Sortino Ratio
1.32
1.32
0
1
2
3
3
Jensen's Alpha
11.51
11.51
-2
0
2
12
12
Omega Ratio
1.48
1.48
0
1
1.5
2.5
2.5
Treynor Ratio
1.83
1.83
0
0.75
1.25
2
2
Information Ratio
0.47
0.47
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Beta
1.08
1.08
0
0.8
1.2
0
2
Sharpe Ratio
0.77
0.77
0
0.5
1
1.5
1.5
Sortino Ratio
1.32
1.32
0
1
2
3
3
Jensen's Alpha
11.51
11.51
-2
0
2
12
12
Omega Ratio
1.48
1.48
0
1
1.5
2.5
2.5
Treynor Ratio
1.83
1.83
0
0.75
1.25
2
2
Information Ratio
0.47
0.47
0
0.3
0.6
1
1
Calmar Ratio
0.6
0.6
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
11.17
High:
GAMB
79.73GAMBLow:
BMBL
-1.91BMBLDetails
PEG Ratio
31.19
High:
PRG
90.17PRGLow:BMBL
-3.11BMBLDetails
Price/Book
2.57
High:
ADBE
10.65ADBELow:BMBL
0.61BMBLDetails
Price/Sales
1.88
High:
WISE.L
5.28WISE.LLow:PRG
0.52PRGDetails
Price/CF
6.3
High:WISE.L
17.02WISE.LLow:
PBR.A
2.33PBR.ADetails
Price/FCF
14.61
High:PBR.A
32.03PBR.ALow:PRG
4.76PRGDetails
P/E Ratio
11.17
High:GAMB
79.73GAMBLow:BMBL
-1.91BMBLDetails
PEG Ratio
31.19
High:PRG
90.17PRGLow:BMBL
-3.11BMBLDetails
Price/Book
2.57
High:ADBE
10.65ADBELow:BMBL
0.61BMBLDetails
Price/Sales
1.88
High:WISE.L
5.28WISE.LLow:PRG
0.52PRGDetails
Price/CF
6.3
High:WISE.L
17.02WISE.LLow:PBR.A
2.33PBR.ADetails
Price/FCF
14.61
High:PBR.A
32.03PBR.ALow:PRG
4.76PRGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-39.68% | Jan 2020 | Feb 2021 | 13 |
-16.43% | Feb 2025 | - | 12 |
-10.32% | Aug 2022 | Jan 2023 | 5 |
-9.43% | Apr 2022 | Jul 2022 | 3 |
-7.83% | Aug 2021 | Jan 2022 | 5 |
-6.05% | Jun 2024 | Nov 2024 | 5 |
-4.85% | Feb 2024 | Apr 2024 | 2 |
-3.34% | Oct 2023 | Nov 2023 | 1 |
-1.12% | Aug 2019 | Sep 2019 | 1 |
-0.78% | Feb 2023 | Mar 2023 | 1 |
-0.35% | Aug 2023 | Sep 2023 | 1 |