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+2.33%
This Month
+3.55%
Year To Date
+13.29%
2 Years
+31.14%
5 Years
+35.51%
10 Years
+6.73%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services26.33%
- 💵 Cash22.39%
- 💻 Electronic Technology15.28%
- 💼 Commercial Services9%
- 🛍️ Retail Trade8.18%
- 💇♀️ Consumer Services7.48%
- 🚚 Transportation4.3%
- 🍞 Consumer Non Durables3.54%
- 🧩 Miscellaneous1.54%
- 🧬 Health Technology1.02%
- 💰 Finance0.84%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq35.3%
- 🇫🇷 Euronext Paris26.45%
- 🇺🇸 NYSE12.23%
- 🇩🇪 FRA1.99%
- 🇬🇧 LSE1.54%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States47.52%
- 🇫🇷 France26.45%
- 🇩🇪 Germany1.99%
Dividends
Dividend Yield
0.8%
11 out of 23 instruments pay dividend.
5 dividend payments in the next 30 days.
Highest Dividend: $FDJU.PA (9.08%)
Performance Metrics
Score 3.1/10
Beta
1.14
1.14
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.35
0.35
0
1
2
3
3
Jensen's Alpha
-3.51
-3.51
-4
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.4
0.4
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
1.14
1.14
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.35
0.35
0
1
2
3
3
Jensen's Alpha
-3.51
-3.51
-4
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.4
0.4
0
0.75
1.25
2
2
Information Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.53
High:
NOW
60.75NOWLow:
MEI
-6.22MEIDetails
PEG Ratio
157.07
High:
FTNT
829.9FTNTLow:MEI
-20.51MEIDetails
Price/Book
6.65
High:FTNT
99.33FTNTLow:
MCD
-155.93MCDDetails
Price/Sales
4.72
High:
V
14.65VLow:
AF.PA
0.08AF.PADetails
Price/CF
15.45
High:
WBTN
68.14WBTNLow:AF.PA
0.53AF.PADetails
Price/FCF
72.49
High:
AMZN
325.85AMZNLow:
AAL
6.46AALDetails
P/E Ratio
28.53
High:NOW
60.75NOWLow:MEI
-6.22MEIDetails
PEG Ratio
157.07
High:FTNT
829.9FTNTLow:MEI
-20.51MEIDetails
Price/Book
6.65
High:FTNT
99.33FTNTLow:MCD
-155.93MCDDetails
Price/Sales
4.72
High:V
14.65VLow:AF.PA
0.08AF.PADetails
Price/CF
15.45
High:WBTN
68.14WBTNLow:AF.PA
0.53AF.PADetails
Price/FCF
72.49
High:AMZN
325.85AMZNLow:AAL
6.46AALDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-32.07% | Nov 2021 | Dec 2023 | 25 |
-23.35% | Dec 2024 | - | 18 |
-19.6% | Apr 2024 | Nov 2024 | 7 |
-4.89% | Sep 2021 | Oct 2021 | 1 |
-3.64% | Jan 2024 | Feb 2024 | 1 |
-1.44% | May 2021 | Aug 2021 | 3 |