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-2.67%
This Month
+8.66%
Year To Date
+131.21%
2 Years
-17.81%
5 Years
-81.03%
10 Years
-25.11%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance23.7%
- 🍞 Consumer Non Durables18.29%
- 🖥️ Technology Services17.29%
- 💇♀️ Consumer Services12.24%
- 💼 Commercial Services8.04%
- 🛍️ Retail Trade7.76%
- 🧬 Health Technology7.53%
- 💻 Electronic Technology3.2%
- 🪙 Cryptocurrencies1.22%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE41.1%
- 🇺🇸 Nasdaq37.32%
- 🇩🇰 Copenhagen Stock Exchange7.53%
- 🇫🇷 Euronext Paris4.32%
- 🇭🇰 Hong Kong Exchanges3.35%
- 🇨🇭 SIX3%
- 🇩🇪 FRA1.43%
- 🌍 Digital Currency1.22%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.86%
- 🇨🇳 China17.47%
- 🇩🇰 Denmark7.53%
- 🇫🇷 France4.32%
- 🇨🇭 Switzerland3%
- 🇸🇬 Singapore1.43%
- 🇩🇪 Germany1.43%
Dividends
Dividend Yield
2.84%
14 out of 19 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $QFIN (9.94%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 QFIN | 0.92% | 9.94% | $1.06 |
 NOVO-B.CO | 0.31% | 4.12% | $9.4 |
 CLX | 0.29% | 5.6% | $4.8 |
 PG | 0.26% | 3.02% | $3.83 |
 MCD | 0.25% | 2.68% | $6.53 |
 LOW | 0.18% | 2.34% | $4.45 |
 SREN.ZU | 0.16% | 5.34% | $6.22 |
 VNA.DE | 0.09% | 6.1% | $0.9 |
 CTAS | 0.08% | 1% | $5.4 |
 DPZ | 0.07% | 2.43% | $5.44 |
 MA | 0.07% | 0.68% | $2.46 |
 MSFT | 0.06% | 0.83% | $3 |
 INTU | 0.05% | 1.58% | $3.6 |
 RMS.PA | 0.05% | 1.12% | $25 |
Performance Metrics
Score 2.3/10
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.38
-0.38
-1
1
2
3
3
Jensen's Alpha
-26.55
-26.55
-27
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
-1.05
-1.05
-2
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
-0.27
-0.27
-1
0.3
0.6
1
1
Beta
1.18
1.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.28
-0.28
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.38
-0.38
-1
1
2
3
3
Jensen's Alpha
-26.55
-26.55
-27
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
-1.05
-1.05
-2
0.75
1.25
2
2
Information Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Calmar Ratio
-0.27
-0.27
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.6
High:CTAS
37.98CTASLow:
03690.HK
-10.8603690.HKDetails
PEG Ratio
166.18
High:CTAS
397.69CTASLow:
WRD
-23.17WRDDetails
Price/Book
8.78
High:MA
63.6MALow:CLX
-161.76CLXDetails
Price/Sales
6.91
High:WRD
24.28WRDLow:
CAN
0.53CANDetails
Price/CF
17.05
High:03690.HK
64.3903690.HKLow:QFIN
1.09QFINDetails
Price/FCF
54.93
High:03690.HK
387.8103690.HKLow:INTU
16.76INTUDetails
P/E Ratio
23.6
High:CTAS
37.98CTASLow:03690.HK
-10.8603690.HKDetails
PEG Ratio
166.18
High:CTAS
397.69CTASLow:WRD
-23.17WRDDetails
Price/Book
8.78
High:MA
63.6MALow:CLX
-161.76CLXDetails
Price/Sales
6.91
High:WRD
24.28WRDLow:CAN
0.53CANDetails
Price/CF
17.05
High:03690.HK
64.3903690.HKLow:QFIN
1.09QFINDetails
Price/FCF
54.93
High:03690.HK
387.8103690.HKLow:INTU
16.76INTUDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-90.41% | Aug 2020 | - | 71 |