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-1.05%
This Month
+0.07%
Year To Date
+6.83%
2 Years
-5.3%
5 Years
-14.08%
10 Years
-1.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs48.23%
- 💵 Cash36.5%
- 🛠️ Producer Manufacturing3.69%
- 🧩 Miscellaneous3.26%
- 🍞 Consumer Non Durables1.58%
- 🏭 Industrial Services1.16%
- 🛍️ Retail Trade0.81%
- 🧪 Process Industries0.78%
- 🚗 Consumer Durables0.67%
- 🚚 Transportation0.51%
- 💰 Finance0.5%
- ⚡ Utilities0.41%
- 💼 Commercial Services0.4%
- 🖥️ Technology Services0.39%
- 🪨 Non Energy Minerals0.38%
- 🧬 Health Technology0.16%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs22.11%
- 🇺🇸 NYSE21.2%
- 🇬🇧 LSE6.28%
- 🇺🇸 Nasdaq6.26%
- 🇫🇷 Euronext Paris2.93%
- 🇳🇴 Oslo Stock Exchange0.79%
- 🇩🇪 FRA0.78%
- 🇺🇸 Chicago Board Options Exchange0.46%
- 🇮🇹 Borsa Italiana0.41%
- 🇸🇪 Stockholm Stock Exchange0.4%
- 🇳🇱 Euronext Amsterdam0.39%
- 🇧🇪 Euronext Brussels0.38%
- 🇩🇰 Copenhagen Stock Exchange0.38%
- 🇫🇮 Helsinki Stock Exchange0.16%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States6.28%
- 🇮🇪 Ireland0.8%
- 🇳🇴 Norway0.79%
- 🇩🇪 Germany0.78%
- 🇮🇹 Italy0.41%
- 🇸🇪 Sweden0.4%
- 🇬🇧 United Kingdom0.4%
- 🇱🇺 Luxembourg0.39%
- 🇧🇪 Belgium0.38%
- 🇩🇰 Denmark0.38%
- 🇫🇷 France0.28%
- 🇫🇮 Finland0.16%
Dividends
Dividend Yield
0.23%
29 out of 85 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $UPS (5.95%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 O | 0.02% | 4.92% | $3.09 |
 UPS | 0.02% | 5.95% | $6.5 |
 SW | 0.02% | 3.84% | $1.18 |
 IG.MI | 0.01% | 3.59% | $0.35 |
 MDLZ | 0.01% | 3.38% | $1.7 |
 SIP.BR | 0.01% | 3.44% | - |
 PM | 0.01% | 3.19% | $5.2 |
 ORK.OL | 0.01% | 3.16% | $3 |
 AFG.OL | 0.01% | 2.69% | - |
 MTO.L | 0.01% | 2.51% | $0.04 |
 CL | 0.01% | 2.19% | $1.96 |
 G1A.DE | 0.01% | 1.82% | $1 |
 ALFA.ST | 0.01% | 1.71% | $7.5 |
 DG.US | 0.01% | 1.57% | $2.36 |
 TRI.PA | 0.01% | 2.26% | $3.5 |
 NOV | 0.01% | 1.61% | $0.23 |
 RAA.DE | 0.01% | 2.1% | $13.5 |
 HUBB | 0% | 1.13% | $4.78 |
 LHA.DE | 0% | 3.64% | $0.3 |
 ORNBV.HE | 0% | 2.62% | $1.62 |
 WFRD | 0% | 1.07% | - |
 DOV | 0% | 0.94% | $2.04 |
 TT | 0% | 0.88% | $3.27 |
 WMT | 0% | 0.78% | $0.81 |
 PHM | 0% | 0.73% | $0.76 |
 FLS.CO | 0% | 0.73% | $4 |
 AME | 0% | 0.55% | $1.06 |
 WAB | 0% | 0.41% | $0.74 |
 IR | 0% | 0.09% | $0.08 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
0.14
0.14
0
0.8
1.2
0
2
Sharpe Ratio
-0.56
-0.56
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.65
-0.65
-1
1
2
3
3
Jensen's Alpha
-5.25
-5.25
-6
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
-2.27
-2.27
-3
0.75
1.25
2
2
Information Ratio
-0.99
-0.99
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Beta
0.14
0.14
0
0.8
1.2
0
2
Sharpe Ratio
-0.56
-0.56
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.65
-0.65
-1
1
2
3
3
Jensen's Alpha
-5.25
-5.25
-6
0
2
4.5
4.5
Omega Ratio
0.49
0.49
0
1
1.5
2.5
2.5
Treynor Ratio
-2.27
-2.27
-3
0.75
1.25
2
2
Information Ratio
-0.99
-0.99
-1
0.3
0.6
1
1
Calmar Ratio
-0.07
-0.07
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.87
High:IR
63.12IRLow:FLS.CO
-5,720.29FLS.CODetails
PEG Ratio
831.59
High:
INPST.NV
10,039.42INPST.NVLow:LHA.DE
7.37LHA.DEDetails
Price/Book
6.93
High:CL
1,413.65CLLow:PM
-27.89PMDetails
Price/Sales
1.86
High:O
10.58OLow:LHA.DE
0.26LHA.DEDetails
Price/CF
17.56
High:ORNBV.HE
28.27ORNBV.HELow:LHA.DE
2.14LHA.DEDetails
Price/FCF
61.37
High:ORK.OL
3,292.59ORK.OLLow:IG.MI
5.73IG.MIDetails
P/E Ratio
33.87
High:IR
63.12IRLow:FLS.CO
-5,720.29FLS.CODetails
PEG Ratio
831.59
High:INPST.NV
10,039.42INPST.NVLow:LHA.DE
7.37LHA.DEDetails
Price/Book
6.93
High:CL
1,413.65CLLow:PM
-27.89PMDetails
Price/Sales
1.86
High:O
10.58OLow:LHA.DE
0.26LHA.DEDetails
Price/CF
17.56
High:ORNBV.HE
28.27ORNBV.HELow:LHA.DE
2.14LHA.DEDetails
Price/FCF
61.37
High:ORK.OL
3,292.59ORK.OLLow:IG.MI
5.73IG.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-24.62% | Sep 2017 | - | 103 |