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+0.03%
This Month
+0.06%
Year To Date
+8.05%
2 Years
-14.02%
5 Years
+49.63%
10 Years
+7.15%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash75.11%
- 📊 ETFs4.08%
- 💰 Finance3.13%
- 🖥️ Technology Services2.71%
- 🧬 Health Technology1.81%
- 🛍️ Retail Trade1.67%
- 💻 Electronic Technology1.61%
- 🍞 Consumer Non Durables1.14%
- 🧩 Miscellaneous0.97%
- 🚚 Transportation0.85%
- 📦 Distribution Services0.81%
- 🧪 Process Industries0.75%
- 💼 Commercial Services0.65%
- 🛠️ Producer Manufacturing0.61%
- 🚗 Consumer Durables0.48%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE11.14%
- 🇺🇸 Nasdaq3.2%
- 🇪🇸 Bolsa De Madrid2.32%
- 🇩🇪 FRA1.41%
- 🇬🇧 LSE0.97%
- 🇮🇹 Borsa Italiana0.64%
- 🇭🇰 Hong Kong Exchanges0.61%
- 🇩🇰 Copenhagen Stock Exchange0.51%
- 🇳🇱 Euronext Amsterdam0.48%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States7.89%
- 🇪🇸 Spain2.32%
- 🇩🇪 Germany1.41%
- 🇮🇹 Italy1.12%
- 🇮🇱 Israel0.79%
- 🇨🇳 China0.61%
- 🇬🇧 United Kingdom0.56%
- 🇺🇾 Uruguay0.54%
- 🇩🇰 Denmark0.51%
- 🇳🇱 Netherlands0.48%
Dividends
Dividend Yield
0.27%
17 out of 27 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $PGR (6.75%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 LOG.MC | 0.04% | 4.74% | $1.5 |
 MUV2.DE | 0.04% | 4.78% | $15 |
 PGR | 0.04% | 6.75% | $1.15 |
 NOMD | 0.03% | 5.75% | $0.3 |
 WKL.NV | 0.02% | 4.2% | $2.08 |
 ITX.MC | 0.02% | 2.62% | $1.11 |
 NOVO-B.CO | 0.02% | 3.61% | $9.4 |
 ROL | 0.01% | 1.63% | $0.58 |
 ADS.DE | 0.01% | 1.57% | $0.7 |
 LDO.MI | 0.01% | 1.24% | $0.28 |
 CAH | 0.01% | 0.91% | $2.01 |
 AJG | 0.01% | 1.1% | $2.3 |
 RACE | 0.01% | 1.13% | $2.64 |
 BRO | 0% | 0.97% | $0.51 |
 CR | 0% | 0.45% | $0.77 |
 VRSK | 0% | 0.99% | $1.46 |
 01211.HK | 0% | 0.46% | $3.41 |
Performance Metrics
Score 3.4/10
Beta
0.69
0.69
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
-5.97
-5.97
-6
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.58
0.58
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
0.69
0.69
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
-5.97
-5.97
-6
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
0.58
0.58
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
19.76
High:
PANW
268.08PANWLow:
ENC.MC
-7.88ENC.MCDetails
PEG Ratio
363.5
High:CAH
1,770.34CAHLow:
TGTX
1.84TGTXDetails
Price/Book
2.68
High:WKL.NV
17.15WKL.NVLow:VRSK
-20.8VRSKDetails
Price/Sales
2.16
High:PANW
24.61PANWLow:CAH
0.22CAHDetails
Price/CF
17.04
High:ENC.MC
80.74ENC.MCLow:
NEXN
4.75NEXNDetails
Price/FCF
34.86
High:NOVO-B.CO
201.02NOVO-B.COLow:NEXN
5.8NEXNDetails
P/E Ratio
19.76
High:PANW
268.08PANWLow:ENC.MC
-7.88ENC.MCDetails
PEG Ratio
363.5
High:CAH
1,770.34CAHLow:TGTX
1.84TGTXDetails
Price/Book
2.68
High:WKL.NV
17.15WKL.NVLow:VRSK
-20.8VRSKDetails
Price/Sales
2.16
High:PANW
24.61PANWLow:CAH
0.22CAHDetails
Price/CF
17.04
High:ENC.MC
80.74ENC.MCLow:NEXN
4.75NEXNDetails
Price/FCF
34.86
High:NOVO-B.CO
201.02NOVO-B.COLow:NEXN
5.8NEXNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-33.09% | Sep 2021 | - | 59 |
-5.31% | Feb 2021 | Jun 2021 | 4 |
-2.2% | Jul 2021 | Aug 2021 | 1 |