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+1.84%
This Month
+16.81%
Year To Date
+16.58%
2 Years
-98.27%
5 Years
-98.27%
10 Years
-71.32%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables52.88%
- 💰 Finance18.86%
- 🛍️ Retail Trade9.92%
- 🍞 Consumer Non Durables9.67%
- 💵 Cash2.96%
- 🪨 Non Energy Minerals2.03%
- 💇♀️ Consumer Services1.15%
- 💻 Electronic Technology0.57%
- 💼 Commercial Services0.53%
- 🛠️ Producer Manufacturing0.5%
- ⛏️ Energy Minerals0.39%
- ⚡ Utilities0.34%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE45.83%
- 🇮🇹 Borsa Italiana21.2%
- 🇫🇷 Euronext Paris13.12%
- 🇺🇸 Nasdaq10.74%
- 🇭🇰 Hong Kong Exchanges5.54%
- 🇩🇪 FRA0.43%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy53.22%
- 🇫🇷 France13.12%
- 🇺🇸 United States13.05%
- 🇳🇱 Netherlands10.25%
- 🇨🇳 China5.54%
- 🇹🇼 Taiwan0.57%
- 🇩🇪 Germany0.43%
- 🇱🇺 Luxembourg0.37%
- 🇬🇧 United Kingdom0.32%
Dividends
Dividend Yield
2.1%
20 out of 22 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $STLAM.MI (6.52%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 STLAM.MI | 0.67% | 6.52% | $1.55 |
 RACE | 0.38% | 0.89% | $2.64 |
 01336.HK | 0.28% | 5.92% | $0.85 |
 G.MI | 0.28% | 4.22% | $1.28 |
 CS.PA | 0.19% | 5.58% | $1.98 |
 RMS.PA | 0.11% | 1.2% | $25 |
 ENI.MI | 0.02% | 6.35% | $0.94 |
 3988.HK | 0.02% | 5.28% | $0.26 |
 BZU.MI | 0.02% | 1.37% | $0.6 |
 MMC | 0.02% | 1.89% | $2.84 |
 ALV.DE | 0.02% | 4.19% | $13.8 |
 2318.HK | 0.02% | 4.64% | $2.63 |
 TEN.MI | 0.02% | 4.22% | $0.55 |
 TRN.MI | 0.01% | 4.42% | $0.34 |
 MA | 0.01% | 0.56% | $2.46 |
 MC.PA | 0.01% | 2.07% | $13 |
 REY.MI | 0.01% | 0.98% | $1 |
 TSM | 0.01% | 0.9% | $1.74 |
 WTW | 0% | 1.14% | $3.44 |
 MKSI | 0% | 0.54% | $0.88 |
Performance Metrics
Score 2.2/10
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
-1.25
-1.25
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.21
-1.21
-2
1
2
3
3
Jensen's Alpha
-60.25
-60.25
-61
0
2
4.5
4.5
Omega Ratio
0.14
0.14
0
1
1.5
2.5
2.5
Treynor Ratio
-10.72
-10.72
-11
0.75
1.25
2
2
Information Ratio
-1.45
-1.45
-2
0.3
0.6
1
1
Calmar Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Beta
0.63
0.63
0
0.8
1.2
0
2
Sharpe Ratio
-1.25
-1.25
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.21
-1.21
-2
1
2
3
3
Jensen's Alpha
-60.25
-60.25
-61
0
2
4.5
4.5
Omega Ratio
0.14
0.14
0
1
1.5
2.5
2.5
Treynor Ratio
-10.72
-10.72
-11
0.75
1.25
2
2
Information Ratio
-1.45
-1.45
-2
0.3
0.6
1
1
Calmar Ratio
-0.72
-0.72
-1
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
32.61
High:
RMS.PA
50.65RMS.PALow:
JUVE.MI
-14.86JUVE.MIDetails
PEG Ratio
1,206.97
High:RMS.PA
9,305.53RMS.PALow:JUVE.MI
-20.01JUVE.MIDetails
Price/Book
5.74
High:JUVE.MI
65.27JUVE.MILow:
STLAM.MI
0.41STLAM.MIDetails
Price/Sales
3.14
High:
MA
15.67MALow:STLAM.MI
0.21STLAM.MIDetails
Price/CF
16.06
High:JUVE.MI
173.13JUVE.MILow:
01336.HK
0.7901336.HKDetails
Price/FCF
51.77
High:
AMZN
225.5AMZNLow:01336.HK
0.8201336.HKDetails
P/E Ratio
32.61
High:RMS.PA
50.65RMS.PALow:JUVE.MI
-14.86JUVE.MIDetails
PEG Ratio
1,206.97
High:RMS.PA
9,305.53RMS.PALow:JUVE.MI
-20.01JUVE.MIDetails
Price/Book
5.74
High:JUVE.MI
65.27JUVE.MILow:STLAM.MI
0.41STLAM.MIDetails
Price/Sales
3.14
High:MA
15.67MALow:STLAM.MI
0.21STLAM.MIDetails
Price/CF
16.06
High:JUVE.MI
173.13JUVE.MILow:01336.HK
0.7901336.HKDetails
Price/FCF
51.77
High:AMZN
225.5AMZNLow:01336.HK
0.8201336.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.12% | Sep 2022 | - | 40 |