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-1.13%
This Month
-12.56%
Year To Date
-8.94%
2 Years
-24.77%
5 Years
+4.23%
10 Years
+0.75%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables29.16%
- 💼 Commercial Services18.14%
- 🪙 Cryptocurrencies17.35%
- 🛍️ Retail Trade16.69%
- 💵 Cash9.33%
- 🧬 Health Technology3.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq34.83%
- 🇫🇷 Euronext Paris29.16%
- 🌍 Digital Currency17.35%
- 🇩🇪 FRA3.02%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States34.83%
- 🇫🇷 France29.16%
- 🇩🇪 Germany3.02%
Dividends
Dividend Yield
0.53%
3 out of 5 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $KER.PA (1.21%)
Performance Metrics
Score 2.6/10
Beta
0.99
0.99
0
0.8
1.2
0
2
Sharpe Ratio
0.03
0.03
0
0.5
1
1.5
1.5
Sortino Ratio
0.04
0.04
0
1
2
3
3
Jensen's Alpha
-9.23
-9.23
-10
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.05
0.05
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
0.99
0.99
0
0.8
1.2
0
2
Sharpe Ratio
0.03
0.03
0
0.5
1
1.5
1.5
Sortino Ratio
0.04
0.04
0
1
2
3
3
Jensen's Alpha
-9.23
-9.23
-10
0
2
4.5
4.5
Omega Ratio
0.67
0.67
0
1
1.5
2.5
2.5
Treynor Ratio
0.05
0.05
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.25
High:
KER.PA
407.88KER.PALow:
BAYN.DE
-17.23BAYN.DEDetails
PEG Ratio
55.8
High:
AMZN
89.16AMZNLow:BAYN.DE
-51.09BAYN.DEDetails
Price/Book
5.93
High:AMZN
6.46AMZNLow:BAYN.DE
1.29BAYN.DEDetails
Price/Sales
3.66
High:AMZN
3.88AMZNLow:BAYN.DE
0.82BAYN.DEDetails
Price/CF
14.93
High:AMZN
15.25AMZNLow:
PYPL
6.51PYPLDetails
Price/FCF
182.19
High:AMZN
325.85AMZNLow:PYPL
7.94PYPLDetails
P/E Ratio
31.25
High:KER.PA
407.88KER.PALow:BAYN.DE
-17.23BAYN.DEDetails
PEG Ratio
55.8
High:AMZN
89.16AMZNLow:BAYN.DE
-51.09BAYN.DEDetails
Price/Book
5.93
High:AMZN
6.46AMZNLow:BAYN.DE
1.29BAYN.DEDetails
Price/Sales
3.66
High:AMZN
3.88AMZNLow:BAYN.DE
0.82BAYN.DEDetails
Price/CF
14.93
High:AMZN
15.25AMZNLow:PYPL
6.51PYPLDetails
Price/FCF
182.19
High:AMZN
325.85AMZNLow:PYPL
7.94PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-47.43% | Sep 2021 | - | 57 |
-5.45% | Feb 2021 | Apr 2021 | 2 |