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+3.36%
This Month
-1.99%
Year To Date
+12.5%
2 Years
-98.34%
5 Years
-98.34%
10 Years
-66.45%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables47.35%
- 💰 Finance22.56%
- 🛍️ Retail Trade11.25%
- 🪨 Non Energy Minerals6.65%
- 🍞 Consumer Non Durables5.45%
- 💵 Cash1.82%
- 💇♀️ Consumer Services1.17%
- 🛠️ Producer Manufacturing1.05%
- 💻 Electronic Technology0.86%
- ⛏️ Energy Minerals0.62%
- 💼 Commercial Services0.49%
- ⚡ Utilities0.41%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE44.97%
- 🇮🇹 Borsa Italiana24.43%
- 🇺🇸 Nasdaq12.59%
- 🇫🇷 Euronext Paris9.35%
- 🇭🇰 Hong Kong Exchanges6.04%
- 🇩🇪 FRA0.48%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy58.84%
- 🇺🇸 United States15.23%
- 🇫🇷 France9.35%
- 🇳🇱 Netherlands6.17%
- 🇨🇳 China6.04%
- 🇹🇼 Taiwan0.86%
- 🇱🇺 Luxembourg0.6%
- 🇩🇪 Germany0.48%
- 🇬🇧 United Kingdom0.29%
Dividends
Dividend Yield
1.75%
21 out of 24 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $ISP.MI (6.63%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 RACE | 0.49% | 1.19% | $2.64 |
 G.MI | 0.36% | 4.25% | $1.28 |
 01336.HK | 0.3% | 5.87% | $0.85 |
 CS.PA | 0.23% | 5.87% | $1.98 |
 BZU.MI | 0.09% | 1.57% | $0.6 |
 RMS.PA | 0.06% | 1.12% | $25 |
 ENI.MI | 0.03% | 4.69% | $0.94 |
 3988.HK | 0.03% | 4.79% | $0.26 |
 ISP.MI | 0.03% | 6.63% | $0.3 |
 MRSH | 0.02% | 2.24% | $2.84 |
 ALV.DE | 0.02% | 4.6% | $13.8 |
 2318.HK | 0.02% | 5.34% | $2.63 |
 TEN.MI | 0.02% | 2.77% | $0.55 |
 TRN.MI | 0.02% | 3.94% | $0.34 |
 MA | 0.01% | 0.68% | $2.46 |
 MC.PA | 0.01% | 2.69% | $13 |
 REY.MI | 0.01% | 1.27% | $1 |
 TSM | 0.01% | 0.69% | $1.74 |
 WTW | 0% | 1.46% | $3.44 |
 MKSI | 0% | 0.28% | $0.88 |
 WRB.US | 0% | 0.56% | $0.45 |
Performance Metrics
Score 2.2/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
-1.19
-1.19
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.16
-1.16
-2
1
2
3
3
Jensen's Alpha
-57.29
-57.29
-58
0
2
4.5
4.5
Omega Ratio
0.15
0.15
0
1
1.5
2.5
2.5
Treynor Ratio
-9.03
-9.03
-10
0.75
1.25
2
2
Information Ratio
-1.41
-1.41
-2
0.3
0.6
1
1
Calmar Ratio
-0.68
-0.68
-1
0.3
0.6
1
1
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
-1.19
-1.19
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.16
-1.16
-2
1
2
3
3
Jensen's Alpha
-57.29
-57.29
-58
0
2
4.5
4.5
Omega Ratio
0.15
0.15
0
1
1.5
2.5
2.5
Treynor Ratio
-9.03
-9.03
-10
0.75
1.25
2
2
Information Ratio
-1.41
-1.41
-2
0.3
0.6
1
1
Calmar Ratio
-0.68
-0.68
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.34
High:MKSI
69.03MKSILow:
JUVE.MI
-9.86JUVE.MIDetails
PEG Ratio
254.55
High:ENI.MI
5,682.88ENI.MILow:JUVE.MI
-87.6JUVE.MIDetails
Price/Book
5.57
High:MA
63.6MALow:
STLAM.MI
0.31STLAM.MIDetails
Price/Sales
3.33
High:TSM
17.37TSMLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
13.7
High:JUVE.MI
51.98JUVE.MILow:01336.HK
0.8801336.HKDetails
Price/FCF
58.04
High:
AMZN
325.85AMZNLow:01336.HK
0.9601336.HKDetails
P/E Ratio
32.34
High:MKSI
69.03MKSILow:JUVE.MI
-9.86JUVE.MIDetails
PEG Ratio
254.55
High:ENI.MI
5,682.88ENI.MILow:JUVE.MI
-87.6JUVE.MIDetails
Price/Book
5.57
High:MA
63.6MALow:STLAM.MI
0.31STLAM.MIDetails
Price/Sales
3.33
High:TSM
17.37TSMLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
13.7
High:JUVE.MI
51.98JUVE.MILow:01336.HK
0.8801336.HKDetails
Price/FCF
58.04
High:AMZN
325.85AMZNLow:01336.HK
0.9601336.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.12% | Sep 2022 | - | 46 |