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-0.2%
This Month
+0.32%
Year To Date
+6.95%
2 Years
-10.42%
5 Years
+50.02%
10 Years
+6.99%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash81.03%
- 💰 Finance3.32%
- 🖥️ Technology Services2.7%
- 🛍️ Retail Trade1.87%
- 🧬 Health Technology1.83%
- 💻 Electronic Technology1.54%
- 🍞 Consumer Non Durables1.03%
- 🧩 Miscellaneous0.98%
- 📦 Distribution Services0.89%
- 🚚 Transportation0.88%
- 🧪 Process Industries0.79%
- 🛠️ Producer Manufacturing0.58%
- 🚗 Consumer Durables0.53%
- 💼 Commercial Services0.53%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE7.11%
- 🇺🇸 Nasdaq3.31%
- 🇪🇸 Bolsa De Madrid2.44%
- 🇩🇪 FRA1.37%
- 🇬🇧 LSE0.98%
- 🇮🇹 Borsa Italiana0.64%
- 🇭🇰 Hong Kong Exchanges0.58%
- 🇳🇱 Euronext Amsterdam0.56%
- 🇩🇰 Copenhagen Stock Exchange0.48%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States8.02%
- 🇪🇸 Spain2.44%
- 🇩🇪 Germany1.37%
- 🇮🇹 Italy1.17%
- 🇮🇱 Israel0.75%
- 🇺🇾 Uruguay0.58%
- 🇨🇳 China0.58%
- 🇳🇱 Netherlands0.56%
- 🇬🇧 United Kingdom0.54%
- 🇩🇰 Denmark0.48%
Dividends
Dividend Yield
0.27%
17 out of 26 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PGR (6.35%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 LOG.MC | 0.04% | 4.61% | $1.5 |
 MUV2.DE | 0.04% | 4.55% | $15 |
 PGR | 0.04% | 6.35% | $1.15 |
 NOMD | 0.03% | 5.84% | $0.3 |
 WKL.NV | 0.02% | 3.66% | $2.08 |
 ITX.MC | 0.02% | 2.47% | $1.11 |
 NOVO-B.CO | 0.02% | 3.91% | $9.4 |
 ROL | 0.01% | 1.99% | $0.58 |
 ADS.DE | 0.01% | 1.9% | $0.7 |
 LDO.MI | 0.01% | 1.25% | $0.28 |
 CAH | 0.01% | 0.83% | $2.01 |
 AJG | 0.01% | 1.05% | $2.3 |
 RACE | 0.01% | 1.02% | $2.64 |
 BRO | 0% | 0.9% | $0.51 |
 CR | 0% | 0.47% | $0.77 |
 VRSK | 0% | 1.02% | $1.46 |
 01211.HK | 0% | 0.48% | $3.41 |
Performance Metrics
Score 3.4/10
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-5.74
-5.74
-6
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
-0.94
-0.94
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.68
0.68
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.49
0.49
0
1
2
3
3
Jensen's Alpha
-5.74
-5.74
-6
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.57
0.57
0
0.75
1.25
2
2
Information Ratio
-0.94
-0.94
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
19.55
High:
PANW
268.08PANWLow:
ENC.MC
-7.88ENC.MCDetails
PEG Ratio
370.9
High:CAH
1,770.34CAHLow:
TGTX
1.84TGTXDetails
Price/Book
2.67
High:WKL.NV
17.15WKL.NVLow:VRSK
-20.8VRSKDetails
Price/Sales
2.11
High:PANW
24.61PANWLow:CAH
0.22CAHDetails
Price/CF
16.33
High:ENC.MC
80.74ENC.MCLow:
NEXN
4.75NEXNDetails
Price/FCF
34.01
High:NOVO-B.CO
201.02NOVO-B.COLow:NEXN
5.8NEXNDetails
P/E Ratio
19.55
High:PANW
268.08PANWLow:ENC.MC
-7.88ENC.MCDetails
PEG Ratio
370.9
High:CAH
1,770.34CAHLow:TGTX
1.84TGTXDetails
Price/Book
2.67
High:WKL.NV
17.15WKL.NVLow:VRSK
-20.8VRSKDetails
Price/Sales
2.11
High:PANW
24.61PANWLow:CAH
0.22CAHDetails
Price/CF
16.33
High:ENC.MC
80.74ENC.MCLow:NEXN
4.75NEXNDetails
Price/FCF
34.01
High:NOVO-B.CO
201.02NOVO-B.COLow:NEXN
5.8NEXNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.09% | Sep 2021 | - | 61 |
-5.31% | Feb 2021 | Jun 2021 | 4 |
-2.2% | Jul 2021 | Aug 2021 | 1 |