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0%
This Month
+9.66%
Year To Date
+26.95%
2 Years
+9.42%
5 Years
-10.36%
10 Years
-2.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables17.32%
- 💻 Electronic Technology11.37%
- 🚚 Transportation11.04%
- 📦 Distribution Services10.94%
- 🧬 Health Technology8.87%
- 🖥️ Technology Services6.58%
- 🛍️ Retail Trade6.05%
- 🚗 Consumer Durables5.75%
- 💰 Finance5.57%
- 💇♀️ Consumer Services5.07%
- 💼 Commercial Services2.93%
- 🛠️ Producer Manufacturing2.82%
- 🧪 Process Industries1.12%
- ⛏️ Energy Minerals0.94%
- 🪙 Cryptocurrencies0.84%
- 🪨 Non Energy Minerals0.82%
- ⚡ Utilities0.67%
- 📊 ETFs0.41%
- ❓ Other0.33%
- 🏭 Industrial Services0.23%
- 🏥 Health Services0.19%
- 📡 Communications0.11%
- 💵 Cash0.01%
- 🧩 Miscellaneous0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE37.93%
- 🇺🇸 Nasdaq24.56%
- 🇬🇧 LSE19.98%
- 🇩🇪 FRA5.11%
- 🇫🇷 Euronext Paris3.27%
- 🇭🇰 Hong Kong Exchanges3.01%
- 🇳🇱 Euronext Amsterdam1.92%
- 🇮🇹 Borsa Italiana0.89%
- 🌍 Digital Currency0.84%
- 🇨🇭 SIX0.72%
- 🇸🇪 Stockholm Stock Exchange0.61%
- 🇩🇰 Copenhagen Stock Exchange0.52%
- 🇸🇦 Tadawul0.25%
- 🇧🇪 Euronext Brussels0.2%
- 🇪🇸 Bolsa De Madrid0.08%
- 🇳🇴 Oslo Stock Exchange0.07%
- 🇺🇸 OTC Markets Stock Exchange0.01%
- 🇦🇺 Sydney0%
- 🇫🇮 Helsinki Stock Exchange0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.78%
- 🇬🇧 United Kingdom21.41%
- 🇨🇳 China6.25%
- 🇩🇪 Germany5.51%
- 🇨🇦 Canada3.82%
- 🇫🇷 France3.27%
- 🇮🇱 Israel2.96%
- 🇩🇰 Denmark1.5%
- 🇨🇿 Czech Republic1.3%
- 🇳🇱 Netherlands0.96%
- 🇨🇭 Switzerland0.88%
- 🇮🇹 Italy0.83%
- 🇭🇰 Hong Kong0.82%
- 🇸🇪 Sweden0.62%
- 🇬🇷 Greece0.39%
- 🇸🇦 Saudi Arabia0.25%
- 🇨🇾 Cyprus0.22%
- 🇧🇪 Belgium0.2%
- 🇧🇷 Brazil0.14%
- 🇮🇸 Iceland0.09%
- 🇪🇸 Spain0.08%
- 🇳🇴 Norway0.07%
- 🇬🇮 Gibraltar0.04%
- 🇦🇹 Austria0%
- 🇷🇺 Russia0%
- 🇱🇺 Luxembourg0%
- 🇦🇺 Australia0%
Dividends
Dividend Yield
2.19%
147 out of 378 instruments pay dividend.
10 dividend payments in the next 30 days.
Highest Dividend: $FRCB (360000%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 WEN | 0.19% | 6.8% | $1 |
 FLO | 0.17% | 11.88% | $0.93 |
 UPS | 0.09% | 6.06% | $6.5 |
 RKT.L | 0.09% | 4% | $1.93 |
 KHC | 0.09% | 6.62% | $1.6 |
 EZJ.L | 0.08% | 1.94% | $0.05 |
 PAH3.DE | 0.07% | 5.93% | $2.56 |
 NOMD | 0.06% | 5.65% | $0.3 |
 COR | 0.06% | 0.73% | $2.02 |
 LHA.DE | 0.06% | 4.62% | $0.3 |
 CA.PA | 0.06% | 7.44% | $0.87 |
 PFE | 0.05% | 5.68% | $1.66 |
 GEN.L | 0.05% | 4.92% | $0.12 |
 ARR | 0.05% | 23.13% | $3.84 |
 MOS | 0.04% | 4.8% | $0.82 |
 MONY.L | 0.04% | 6.29% | $0.12 |
 HRL | 0.04% | 5.6% | $1.12 |
 ANTIN.PA | 0.04% | 8.4% | $0.71 |
 JKS | 0.04% | 17.15% | $1.48 |
 LGEN.L | 0.04% | 7.21% | $0.2 |
 BABA | 0.03% | 1.01% | $0.98 |
 WHR | 0.03% | 9.02% | $7 |
 DEC.L | 0.03% | 8.03% | $1.83 |
 RI.PA | 0.03% | 6.94% | $4.7 |
 ZTS | 0.03% | 2.67% | $1.67 |
 BDN | 0.03% | 10.74% | $0.6 |
 GIS | 0.03% | 7.28% | $2.36 |
 PSN.L | 0.02% | 4.81% | $0.6 |
 NESN.ZU | 0.02% | 3.66% | $3 |
 TPK.L | 0.02% | 1.87% | $0.18 |
 HMSO.L | 0.02% | 5.19% | $0.02 |
 SPX.L | 0.02% | 2.29% | $1.6 |
 LIO.L | 0.02% | 6.88% | $0.72 |
 STZ | 0.02% | 3.04% | $3.68 |
 NOVO-B.CO | 0.02% | 4.4% | $9.4 |
 POOL | 0.02% | 2.5% | $4.5 |
 TW.L | 0.02% | 1.5% | $0.1 |
 AMP.MI | 0.02% | 2.6% | $0.29 |
 RHM.DE | 0.02% | 1.11% | $5.7 |
 HEIA.NV | 0.02% | 2.41% | $1.73 |
 PYPL | 0.01% | 0.98% | - |
 TEP.PA | 0.01% | 5.6% | $3.85 |
 HLAG.DE | 0.01% | 2.27% | $9.25 |
 GSK | 0.01% | 3.64% | $1.45 |
 NKE | 0.01% | 4.24% | $1.45 |
 NVO | 0.01% | 1.02% | $0.98 |
 ZIM | 0.01% | 4.4% | $0.23 |
 MBG.DE | 0.01% | 8.58% | $5.3 |
 VALE | 0.01% | 8.26% | $1.33 |
 AGNC | 0.01% | 16.65% | $1.44 |
 ABDN.L | 0.01% | 6.62% | $0.15 |
 VCT.L | 0.01% | 6.61% | $0.6 |
 DIS | 0.01% | 1.35% | $0.75 |
 PRGO | 0.01% | 7.35% | $1.1 |
 WDC | 0.01% | 0.16% | - |
 GNL | 0.01% | 10.9% | $1.38 |
 RIO.L | 0.01% | 5.72% | $3.41 |
 ENI.MI | 0.01% | 4.04% | $0.94 |
 9988.HK | 0.01% | 1.03% | $0.98 |
 KER.PA | 0.01% | 1.69% | $14 |
 EL | 0.01% | 1.27% | $2.64 |
 F | 0.01% | 4.89% | $0.78 |
 00384.HK | 0.01% | 7% | $0.55 |
 MC.PA | 0.01% | 1.42% | $13 |
 FAF | 0.01% | 3.54% | $2.12 |
 COLR.BR | 0.01% | 2.8% | $0.98 |
 SIRI | 0.01% | 3.72% | $0.1 |
 VOW3.DE | 0.01% | 7.61% | $9.06 |
 NAS.OL | 0% | 15.1% | - |
 JDW.L | 0% | 1.13% | - |
 SVSTL.L | 0% | 2546.05% | - |
 DPZ | 0% | 2.54% | $5.44 |
 ADS.DE | 0% | 1.67% | $0.7 |
 ADEN.ZU | 0% | 4.34% | $2.5 |
 VOD | 0% | 3.16% | $0.94 |
 BAX | 0% | 0.17% | $1.16 |
 JNJ | 0% | 1.96% | $4.81 |
 MNODL.L | 0% | 473.72% | - |
 PSEC | 0% | 30.43% | $0.72 |
 IRT | 0% | 4.76% | $0.64 |
 TCAP.L | 0% | 5.38% | $0.15 |
 GPN | 0% | 1.03% | $1 |
 LYB | 0% | 5.06% | $5.09 |
 HPQ | 0% | 4.19% | $1.1 |
 EVR.L | 0% | 17.85% | - |
 B | 0% | 2.48% | $0.4 |
 SSPG.L | 0% | 2.37% | $0.04 |
 ENG.MC | 0% | 4.58% | $1.41 |
 00241.HK | 0% | 2.37% | - |
 MMM | 0% | 1.76% | $5.21 |
 BMY | 0% | 4.03% | $2.34 |
 HM-B.ST | 0% | 3.99% | $6.5 |
 DVN | 0% | 2.17% | $2.05 |
 BN.PA | 0% | 3.43% | $2.1 |
 PG | 0% | 2.7% | $3.83 |
 BRO | 0% | 0.97% | $0.51 |
 JD.US | 0% | 3.79% | $0.74 |
 SWK | 0% | 3.23% | $3.24 |
 MDU | 0% | 2.87% | $0.5 |
 BVB.DE | 0% | 1.97% | - |
 NIBEB.ST | 0% | 0.77% | $0.65 |
 LUV | 0% | 1.69% | $0.72 |
 IIPR | 0% | 14.6% | $7.34 |
 ORCL | 0% | 1.5% | $1.6 |
 JD.L | 0% | 1.39% | $0.01 |
 OGZDL.L | 0% | 67.74% | - |
 ROSNL.L | 0% | 21.42% | - |
 823.HK | 0% | 6.38% | $2.63 |
 FABG.ST | 0% | 3.41% | $1.95 |
 ALLY | 0% | 3.27% | $1.2 |
 BBVA.MC | 0% | 3.73% | $0.45 |
 BARC.L | 0% | 2.77% | $0.08 |
 STAG | 0% | 4.21% | $1.47 |
 ENT.L | 0% | 4.31% | $0.18 |
 0939.HK | 0% | 4.31% | $0.43 |
 MAERSKB.CO | 0% | 2.08% | $515 |
 MAIN | 0% | 5.66% | $2.85 |
 KIE.L | 0% | 2.53% | $0.02 |
 0968.HK | 0% | 0.56% | $0.23 |
 LTC.US | 0% | 5.1% | $2.28 |
 00175.HK | 0% | 3.65% | $0.22 |
 PIRC.MI | 0% | 5.2% | $0.2 |
 ELIOR.PA | 0% | 2.14% | - |
 TRIG.L | 0% | 9.52% | $0.07 |
 ASX.ASX | 0% | 3.12% | $2.13 |
 ULVR.L | 0% | 3.28% | $1.47 |
 APD | 0% | 2.29% | $7.04 |
 O | 0% | 5.72% | $3.09 |
 0914.HK | 0% | 4.9% | $1.04 |
 UN0.DE | 0% | 1.68% | - |
 SSABAH.HE | 0% | 2.09% | $0.43 |
 HP | 0% | 2.33% | $1.68 |
 SBUX | 0% | 2.44% | $2.24 |
 ALB | 0% | 1.77% | $1.6 |
 ROCKB.CO | 0% | 2.09% | $43 |
 DLB | 0% | 2.32% | $1.17 |
 AWK | 0% | 2.43% | $2.89 |
 0700.HK | 0% | 1.34% | $3.4 |
 SSNC | 0% | 1.38% | $0.96 |
 CRDA.L | 0% | 3.05% | $1.09 |
 ERF.PA | 0% | 0.82% | $1 |
 KGX.DE | 0% | 1.88% | $0.7 |
 AFX.DE | 0% | 1.58% | $1.1 |
 00285.HK | 0% | 0.86% | $0.59 |
 FRCB | 0% | 360000% | $1.08 |
 COFFEEB.ST | 0% | -2.6% | - |
 VTS | 0% | -9.56% | $-2.02 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|---|---|---|
HM-B.ST | Ex-Dividend | Nov 4, 2026 | $0.40 |
MAIN | Ex-Dividend | Nov 8, 2026 | $0.26 |
APD | Pay Day | Nov 9, 2026 | $1.81 |
AGNC | Pay Day | Nov 10, 2026 | $0.12 |
HM-B.ST | Pay Day | Nov 10, 2026 | $0.40 |
SIRI | Ex-Dividend | Nov 10, 2026 | $0.27 |
F | Ex-Dividend | Nov 11, 2026 | $0.15 |
AWK | Ex-Dividend | Nov 11, 2026 | $0.90 |
NOMD | Ex-Dividend | Nov 11, 2026 | $0.17 |
DLB | Ex-Dividend | Nov 11, 2026 | $0.36 |
BRO | Ex-Dividend | Nov 12, 2026 | $0.17 |
STZ | Pay Day | Nov 13, 2026 | $1.03 |
O | Pay Day | Nov 13, 2026 | $0.27 |
POOL | Ex-Dividend | Nov 13, 2026 | $1.30 |
SBUX | Ex-Dividend | Nov 14, 2026 | $0.62 |
COR | Ex-Dividend | Nov 14, 2026 | $0.60 |
GSK | Ex-Dividend | Nov 14, 2026 | $0.46 |
ARR | Ex-Dividend | Nov 15, 2026 | $0.24 |
PG | Pay Day | Nov 16, 2026 | $1.09 |
ALLY | Pay Day | Nov 16, 2026 | $0.35 |
HRL | Pay Day | Nov 16, 2026 | $0.29 |
UPS | Ex-Dividend | Nov 17, 2026 | $1.64 |
PSEC | Pay Day | Nov 18, 2026 | $0.04 |
HP | Ex-Dividend | Nov 18, 2026 | $0.25 |
LTC.US | Ex-Dividend | Nov 22, 2026 | $0.19 |
MMM | Ex-Dividend | Nov 24, 2026 | $0.78 |
LYB | Ex-Dividend | Nov 24, 2026 | $0.69 |
JNJ | Ex-Dividend | Nov 25, 2026 | $1.34 |
VCT.L | Ex-Dividend | Nov 26, 2026 | $0.18 |
WHR | Ex-Dividend | Nov 27, 2026 | $0.90 |
BAX | Ex-Dividend | Nov 28, 2026 | $0.01 |
PRGO | Ex-Dividend | Nov 28, 2026 | $0.29 |
PSEC | Ex-Dividend | Nov 28, 2026 | $0.04 |
AGNC | Ex-Dividend | Nov 30, 2026 | $0.12 |
O | Ex-Dividend | Nov 30, 2026 | $0.27 |
NKE | Ex-Dividend | Dec 1, 2026 | $0.41 |
EL | Ex-Dividend | Dec 1, 2026 | $0.35 |
B | Ex-Dividend | Dec 1, 2026 | $0.17 |
ZTS | Pay Day | Dec 1, 2026 | $0.53 |
WEN | Ex-Dividend | Dec 1, 2026 | $0.14 |
SSNC | Ex-Dividend | Dec 1, 2026 | $0.27 |
KER.PA | Ex-Dividend | Dec 2, 2026 | $2.08 |
LUV | Ex-Dividend | Dec 3, 2026 | $0.18 |
PYPL | Ex-Dividend | Dec 4, 2026 | $0.14 |
KHC | Ex-Dividend | Dec 4, 2026 | $0.40 |
VOD | Ex-Dividend | Dec 5, 2026 | $0.28 |
 2007.HK | Ex-Dividend | Dec 7, 2026 | $0.02 |
WDC | Ex-Dividend | Dec 8, 2026 | $0.15 |
SWK | Ex-Dividend | Dec 8, 2026 | $0.83 |
LIO.L | Ex-Dividend | Dec 8, 2026 | $0.09 |
JD.L | Ex-Dividend | Dec 8, 2026 | $0.01 |
HPQ | Ex-Dividend | Dec 9, 2026 | $0.30 |
MOS | Ex-Dividend | Dec 10, 2026 | $0.22 |
MDU | Ex-Dividend | Dec 10, 2026 | $0.14 |
ALB | Ex-Dividend | Dec 11, 2026 | $0.41 |
823.HK | Ex-Dividend | Dec 11, 2026 | $0.16 |
FLO | Ex-Dividend | Dec 11, 2026 | $0.13 |
GPN | Ex-Dividend | Dec 11, 2026 | $0.25 |
DVN | Ex-Dividend | Dec 15, 2026 | $0.32 |
 BRBY.L | Ex-Dividend | Dec 15, 2026 | $0.54 |
VTS | Ex-Dividend | Dec 15, 2026 | -$0.44 |
DPZ | Ex-Dividend | Dec 15, 2026 | $1.99 |
PSN.L | Ex-Dividend | Dec 16, 2026 | $0.54 |
 FXPO.L | Ex-Dividend | Dec 16, 2026 | $0.53 |
ZIM | Ex-Dividend | Dec 20, 2026 | $0.88 |
JKS | Ex-Dividend | Dec 22, 2026 | $1.30 |
COFFEEB.ST | Ex-Dividend | Dec 25, 2026 | $0.00 |
FAF | Ex-Dividend | Dec 28, 2026 | $0.55 |
DIS | Ex-Dividend | Dec 30, 2026 | $0.75 |
ENG.MC | Ex-Dividend | Dec 30, 2026 | $0.71 |
IIPR | Ex-Dividend | Dec 30, 2026 | $1.90 |
STAG | Ex-Dividend | Dec 30, 2026 | $0.39 |
IRT | Ex-Dividend | Dec 30, 2026 | $0.18 |
APD | Ex-Dividend | Jan 1, 2027 | $1.81 |
BMY | Ex-Dividend | Jan 2, 2027 | $0.63 |
0939.HK | Ex-Dividend | Jan 2, 2027 | $0.03 |
BDN | Ex-Dividend | Jan 8, 2027 | $0.08 |
ORCL | Ex-Dividend | Jan 9, 2027 | $0.50 |
GNL | Ex-Dividend | Jan 9, 2027 | $0.19 |
FABG.ST | Ex-Dividend | Jan 12, 2027 | $0.06 |
GIS | Ex-Dividend | Jan 13, 2027 | $0.61 |
HRL | Ex-Dividend | Jan 13, 2027 | $0.29 |
RI.PA | Ex-Dividend | Jan 22, 2027 | $2.77 |
PG | Ex-Dividend | Jan 23, 2027 | $1.09 |
PFE | Ex-Dividend | Jan 24, 2027 | $0.43 |
MONY.L | Ex-Dividend | Jan 28, 2027 | $0.13 |
STZ | Ex-Dividend | Jan 30, 2027 | $1.03 |
ZTS | Ex-Dividend | Jan 30, 2027 | $0.53 |
RKT.L | Ex-Dividend | Feb 4, 2027 | $1.70 |
HEIA.NV | Ex-Dividend | Feb 7, 2027 | $1.37 |
BARC.L | Ex-Dividend | Feb 11, 2027 | $0.08 |
RIO.L | Ex-Dividend | Feb 11, 2027 | $2.54 |
VALE | Ex-Dividend | Feb 13, 2027 | $0.14 |
0968.HK | Ex-Dividend | Feb 13, 2027 | $0.00 |
NOVO-B.CO | Ex-Dividend | Feb 14, 2027 | $1.26 |
ELIOR.PA | Ex-Dividend | Feb 17, 2027 | $0.05 |
NVO | Ex-Dividend | Feb 17, 2027 | $1.22 |
LGEN.L | Ex-Dividend | Feb 18, 2027 | $0.08 |
ABDN.L | Ex-Dividend | Feb 18, 2027 | $0.10 |
ENT.L | Ex-Dividend | Feb 18, 2027 | $0.13 |
00384.HK | Ex-Dividend | Feb 25, 2027 | $0.02 |
EZJ.L | Ex-Dividend | Feb 27, 2027 | $0.17 |
GEN.L | Ex-Dividend | Mar 1, 2027 | $0.12 |
CRDA.L | Ex-Dividend | Mar 8, 2027 | $0.85 |
 ORSTED.CO | Ex-Dividend | Mar 8, 2027 | $1.94 |
0914.HK | Ex-Dividend | Mar 8, 2027 | $0.09 |
ASX.ASX | Ex-Dividend | Mar 8, 2027 | $0.72 |
 00017.HK | Ex-Dividend | Mar 20, 2027 | $0.03 |
MAERSKB.CO | Ex-Dividend | Mar 26, 2027 | $0.00 |
AFX.DE | Ex-Dividend | Mar 27, 2027 | $0.00 |
HMSO.L | Ex-Dividend | Apr 6, 2027 | $0.12 |
TPK.L | Ex-Dividend | Apr 6, 2027 | $0.10 |
TCAP.L | Ex-Dividend | Apr 6, 2027 | $0.15 |
JD.US | Ex-Dividend | Apr 9, 2027 | $1.00 |
BBVA.MC | Ex-Dividend | Apr 13, 2027 | $0.71 |
TW.L | Ex-Dividend | Apr 13, 2027 | $0.04 |
SPX.L | Ex-Dividend | Apr 13, 2027 | $1.51 |
ROCKB.CO | Ex-Dividend | Apr 16, 2027 | $0.00 |
MBG.DE | Ex-Dividend | Apr 17, 2027 | $4.06 |
 SCATC.OL | Ex-Dividend | Apr 19, 2027 | $0.19 |
NESN.ZU | Ex-Dividend | Apr 20, 2027 | $3.96 |
ADEN.ZU | Ex-Dividend | Apr 20, 2027 | $1.28 |
ANTIN.PA | Ex-Dividend | Apr 20, 2027 | $0.41 |
MC.PA | Ex-Dividend | Apr 28, 2027 | $8.60 |
ERF.PA | Ex-Dividend | Apr 28, 2027 | $0.84 |
SSABAH.HE | Ex-Dividend | Apr 29, 2027 | $0.00 |
BN.PA | Ex-Dividend | May 4, 2027 | $2.25 |
NAS.OL | Ex-Dividend | May 7, 2027 | $0.09 |
ADS.DE | Ex-Dividend | May 8, 2027 | $3.29 |
LHA.DE | Ex-Dividend | May 13, 2027 | $0.39 |
RHM.DE | Ex-Dividend | May 13, 2027 | $13.50 |
 ATO.PA | Ex-Dividend | May 14, 2027 | $1.09 |
0700.HK | Ex-Dividend | May 15, 2027 | $0.68 |
NIBEB.ST | Ex-Dividend | May 20, 2027 | $0.00 |
UN0.DE | Ex-Dividend | May 21, 2027 | $0.07 |
HLAG.DE | Ex-Dividend | May 21, 2027 | $0.00 |
AMP.MI | Ex-Dividend | May 23, 2027 | $0.29 |
PIRC.MI | Ex-Dividend | May 23, 2027 | $0.40 |
 NXI.PA | Ex-Dividend | May 24, 2027 | $2.72 |
CA.PA | Ex-Dividend | May 26, 2027 | $1.15 |
TEP.PA | Ex-Dividend | May 26, 2027 | $5.23 |
KGX.DE | Ex-Dividend | May 29, 2027 | $0.72 |
 S92.DE | Ex-Dividend | May 29, 2027 | $0.37 |
9988.HK | Ex-Dividend | Jun 10, 2027 | $0.13 |
BABA | Ex-Dividend | Jun 11, 2027 | $1.05 |
00285.HK | Ex-Dividend | Jun 11, 2027 | $0.02 |
00175.HK | Ex-Dividend | Jun 12, 2027 | $0.06 |
VOW3.DE | Ex-Dividend | Jun 19, 2027 | $6.04 |
PAH3.DE | Ex-Dividend | Jun 26, 2027 | $2.17 |
OGZDL.L | Ex-Dividend | Jul 14, 2027 | $0.00 |
00241.HK | Ex-Dividend | Aug 12, 2027 | $0.00 |
COLR.BR | Ex-Dividend | Oct 2, 2027 | $1.63 |
Performance Metrics
Score 2.5/10
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.28
-0.28
-1
1
2
3
3
Jensen's Alpha
-10.95
-10.95
-11
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
-0.37
-0.37
-1
0.75
1.25
2
2
Information Ratio
-0.95
-0.95
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.28
-0.28
-1
1
2
3
3
Jensen's Alpha
-10.95
-10.95
-11
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
-0.37
-0.37
-1
0.75
1.25
2
2
Information Ratio
-0.95
-0.95
-1
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
25.06
High:AGNC
554.49AGNCLow:ALB
-2,500ALBDetails
PEG Ratio
2.81
High:
SOFI
49.45SOFILow:SVSTL.L
0SVSTL.LDetails
Price/Book
3.37
High:
JMIA
723.7JMIALow:HPQ
-282.6HPQDetails
Price/Sales
1.08
High:
TSPH
358.44TSPHLow:ARR
-6.14ARRDetails
Price/CF
15.8
High:
FIRY
652.51FIRYLow:
1628.HK
0.191628.HKDetails
Price/FCF
41.97
High:9988.HK
2,771.019988.HKLow:1628.HK
0.191628.HKDetails
P/E Ratio
25.06
High:AGNC
554.49AGNCLow:ALB
-2,500ALBDetails
PEG Ratio
2.81
High:SOFI
49.45SOFILow:SVSTL.L
0SVSTL.LDetails
Price/Book
3.37
High:JMIA
723.7JMIALow:HPQ
-282.6HPQDetails
Price/Sales
1.08
High:TSPH
358.44TSPHLow:ARR
-6.14ARRDetails
Price/CF
15.8
High:FIRY
652.51FIRYLow:1628.HK
0.191628.HKDetails
Price/FCF
41.97
High:9988.HK
2,771.019988.HKLow:1628.HK
0.191628.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.51% | Jul 2021 | - | 64 |