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-1.38%
This Month
+0.85%
Year To Date
+1.47%
2 Years
+7.56%
5 Years
+7.56%
10 Years
+2.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash33.39%
- 🍞 Consumer Non Durables24.11%
- 🧬 Health Technology16.14%
- 📊 ETFs15.41%
- 🖥️ Technology Services5.52%
- 🚗 Consumer Durables3.56%
- 🧪 Process Industries0.63%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE34.85%
- 🇺🇸 Nasdaq16.99%
- 🇩🇪 FRA11.28%
- 🇳🇱 Euronext Amsterdam1.17%
- 🇩🇰 Copenhagen Stock Exchange0.57%
- 🇬🇧 LSE0.51%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States35.8%
- 🇩🇪 Germany11.28%
- 🇳🇱 Netherlands1.17%
- 🇨🇱 Chile0.63%
- 🇩🇰 Denmark0.57%
- 🇬🇧 United Kingdom0.51%
Dividends
Dividend Yield
2.45%
9 out of 15 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (12.36%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.7/10
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.3
-0.3
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.45
-0.45
-1
1
2
3
3
Jensen's Alpha
-3.73
-3.73
-4
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
-0.99
-0.99
-1
0.75
1.25
2
2
Information Ratio
-1.14
-1.14
-2
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Beta
0.15
0.15
0
0.8
1.2
0
2
Sharpe Ratio
-0.3
-0.3
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.45
-0.45
-1
1
2
3
3
Jensen's Alpha
-3.73
-3.73
-4
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
-0.99
-0.99
-1
0.75
1.25
2
2
Information Ratio
-1.14
-1.14
-2
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.23
High:
SQM
34.97SQMLow:
SZU.DE
-10.82SZU.DEDetails
PEG Ratio
1,421.4
High:
GIS
2,278.45GISLow:SQM
14.03SQMDetails
Price/Book
1.87
High:
ADBE
9.7ADBELow:
BMW.DE
0.54BMW.DEDetails
Price/Sales
1.8
High:ADBE
4.79ADBELow:SZU.DE
0.24SZU.DEDetails
Price/CF
10.12
High:SQM
14.98SQMLow:
MBG.DE
2.47MBG.DEDetails
Price/FCF
34.94
High:
DGE.L
226.34DGE.LLow:MBG.DE
4.14MBG.DEDetails
P/E Ratio
16.23
High:SQM
34.97SQMLow:SZU.DE
-10.82SZU.DEDetails
PEG Ratio
1,421.4
High:GIS
2,278.45GISLow:SQM
14.03SQMDetails
Price/Book
1.87
High:ADBE
9.7ADBELow:BMW.DE
0.54BMW.DEDetails
Price/Sales
1.8
High:ADBE
4.79ADBELow:SZU.DE
0.24SZU.DEDetails
Price/CF
10.12
High:SQM
14.98SQMLow:MBG.DE
2.47MBG.DEDetails
Price/FCF
34.94
High:DGE.L
226.34DGE.LLow:MBG.DE
4.14MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-9.02% | May 2023 | - | 35 |
-1.26% | Dec 2022 | Jan 2023 | 1 |