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-1.81%
This Month
+2.42%
Year To Date
+31.26%
2 Years
+10.7%
5 Years
+84.4%
10 Years
+11.23%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services33.2%
- 💻 Electronic Technology17.6%
- 🏭 Industrial Services10.26%
- 💰 Finance9.68%
- 🍞 Consumer Non Durables6.14%
- 📊 ETFs6.02%
- ⚡ Utilities4.77%
- 🧪 Process Industries4.65%
- 🛍️ Retail Trade3.13%
- 🪙 Cryptocurrencies1.34%
- 🛠️ Producer Manufacturing1.29%
- 🧩 Miscellaneous0.68%
- 🧬 Health Technology0.59%
- 💼 Commercial Services0.43%
- 💵 Cash0.17%
- 🏥 Health Services0.05%
- 💇♀️ Consumer Services0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.61%
- 🇺🇸 Nasdaq36.33%
- 🇫🇷 Euronext Paris15.36%
- 🇺🇸 Chicago Board Options Exchange4.59%
- 🇨🇭 SIX2.63%
- 🌍 Digital Currency1.34%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.37%
- 🇫🇷 France15.36%
- 🇬🇧 United Kingdom9.43%
- 🇨🇳 China2.72%
- 🇨🇭 Switzerland2.63%
- 🇮🇱 Israel0.9%
- 🇨🇦 Canada0.28%
- 🇩🇪 Germany0.13%
Dividends
Dividend Yield
1.09%
22 out of 48 instruments pay dividend.
7 dividend payments in the next 30 days.
Highest Dividend: $NESN.ZU (4.03%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 NGG | 0.19% | 3.94% | $3.65 |
 DG.PA | 0.12% | 4.01% | $4.5 |
 AM.PA | 0.11% | 1.6% | $3.37 |
 NESN.ZU | 0.11% | 4.03% | $3 |
 EMR | 0.09% | 1.57% | $2.1 |
 WM | 0.09% | 1.63% | $2.9 |
 MC.PA | 0.07% | 2.69% | $13 |
 LIN | 0.06% | 1.22% | $5.33 |
 MSFT | 0.05% | 0.83% | $3 |
 EQIX | 0.05% | 1.85% | $16.19 |
 SAF.PA | 0.03% | 1.11% | $2.2 |
 GOOG | 0.03% | 0.23% | $0.2 |
 BABA | 0.02% | 0.82% | $0.98 |
 JNJ | 0.01% | 2.29% | $4.81 |
 KO | 0.01% | 2.7% | $1.89 |
 CL | 0.01% | 2.49% | $1.96 |
 QCOM | 0.01% | 1.52% | $3.25 |
 V | 0.01% | 0.81% | $2.01 |
 MMM | 0.01% | 1.97% | $5.21 |
 CRM | 0% | 0.9% | $0.4 |
 AAPL | 0% | 0.34% | $0.97 |
 META | 0% | 0.34% | $1 |
Performance Metrics
Score 4.7/10
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.47
0.47
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
-0.06
-0.06
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
0.95
0.95
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.28
0.28
0
0.3
0.6
1
1
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.47
0.47
0
0.5
1
1.5
1.5
Sortino Ratio
0.93
0.93
0
1
2
3
3
Jensen's Alpha
-0.06
-0.06
-2
0
2
4.5
4.5
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
0.95
0.95
0
0.75
1.25
2
2
Information Ratio
-0.15
-0.15
-1
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
26.84
High:
PANW
229.7PANWLow:
ZS
-277.86ZSDetails
PEG Ratio
291.4
High:EMR
934.68EMRLow:
INTC
-207.36INTCDetails
Price/Book
6.48
High:CL
469.62CLLow:
PTON
-11.04PTONDetails
Price/Sales
7.92
High:
PLTR
69.73PLTRLow:
FLR.US
0.49FLR.USDetails
Price/CF
19.39
High:FLR.US
767.13FLR.USLow:PTON
5.31PTONDetails
Price/FCF
57.61
High:BABA
1,196.17BABALow:PTON
5.48PTONDetails
P/E Ratio
26.84
High:PANW
229.7PANWLow:ZS
-277.86ZSDetails
PEG Ratio
291.4
High:EMR
934.68EMRLow:INTC
-207.36INTCDetails
Price/Book
6.48
High:CL
469.62CLLow:PTON
-11.04PTONDetails
Price/Sales
7.92
High:PLTR
69.73PLTRLow:FLR.US
0.49FLR.USDetails
Price/CF
19.39
High:FLR.US
767.13FLR.USLow:PTON
5.31PTONDetails
Price/FCF
57.61
High:BABA
1,196.17BABALow:PTON
5.48PTONDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-38.93% | Sep 2021 | - | 58 |
-4.43% | Oct 2020 | Nov 2020 | 1 |
-4.37% | Jun 2021 | Aug 2021 | 2 |