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-2.47%
This Month
+27.79%
Year To Date
+17.97%
2 Years
-2.01%
5 Years
-2.86%
10 Years
-0.5%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash28.58%
- 💻 Electronic Technology25.31%
- 🌾 Commodities9.99%
- 🖥️ Technology Services7.19%
- ⛏️ Energy Minerals5.22%
- 💰 Finance4.68%
- 📊 ETFs4.31%
- 🏥 Health Services3.67%
- 🏭 Industrial Services2.42%
- 🧩 Miscellaneous1.97%
- 🍞 Consumer Non Durables1.03%
- 🧪 Process Industries0.8%
- 🛍️ Retail Trade0.79%
- 🪙 Cryptocurrencies0.74%
- 🧬 Health Technology0.59%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE27.51%
- 🇺🇸 Nasdaq26.43%
- 🌍 Commodity9.99%
- 🇮🇹 Borsa Italiana3.08%
- 🇬🇧 LSE0.97%
- 🌍 Digital Currency0.74%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States45.31%
- 🇮🇹 Italy3.08%
- 🇨🇦 Canada1.97%
- 🇹🇼 Taiwan1.55%
- 🇰🇷 South Korea0.97%
- 🇬🇧 United Kingdom0.8%
Dividends
Dividend Yield
0.65%
22 out of 32 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $LYB (6.33%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CVX.US | 0.19% | 3.7% | $6.28 |
 UCG.MI | 0.12% | 3.95% | $1.8 |
 UNH | 0.08% | 2.25% | $7.74 |
 LYB | 0.05% | 6.33% | $5.09 |
 PG | 0.03% | 3.02% | $3.83 |
 NOC | 0.03% | 1.74% | $7.67 |
 SLB | 0.03% | 2.03% | $1.05 |
 MSFT | 0.02% | 0.83% | $3 |
 HAL | 0.02% | 1.65% | $0.66 |
 GS | 0.01% | 1.56% | $11 |
 TSM | 0.01% | 0.69% | $1.74 |
 NVDA | 0.01% | 0.13% | $0.02 |
 DELL | 0.01% | 0.54% | $1.63 |
 GOOG | 0.01% | 0.23% | $0.2 |
 WDC | 0.01% | 0.09% | - |
 V | 0.01% | 0.81% | $2.01 |
 SMSN.L | 0% | 0.4% | $23.68 |
 MPWR | 0% | 0.42% | $4.5 |
 LLY | 0% | 0.57% | $4.86 |
 AAPL | 0% | 0.34% | $0.97 |
 META | 0% | 0.34% | $1 |
 MU | 0% | 0.05% | $0.46 |
Performance Metrics
Score 2.3/10
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-14.45
-14.45
-15
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-1.18
-1.18
-2
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Beta
1
1
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.22
-0.22
-1
1
2
3
3
Jensen's Alpha
-14.45
-14.45
-15
0
2
4.5
4.5
Omega Ratio
0.39
0.39
0
1
1.5
2.5
2.5
Treynor Ratio
-0.26
-0.26
-1
0.75
1.25
2
2
Information Ratio
-1.18
-1.18
-2
0.3
0.6
1
1
Calmar Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.13
High:MPWR
119.06MPWRLow:LYB
-26.56LYBDetails
PEG Ratio
69.62
High:
NOW
522.47NOWLow:MU
11.46MUDetails
Price/Book
10.83
High:AAPL
42.87AAPLLow:DELL
-111.41DELLDetails
Price/Sales
8.67
High:MPWR
27.52MPWRLow:LYB
0.72LYBDetails
Price/CF
21.01
High:MPWR
64.7MPWRLow:UCG.MI
1.86UCG.MIDetails
Price/FCF
45.46
High:CVX.US
606.02CVX.USLow:GS
2.44GSDetails
P/E Ratio
31.13
High:MPWR
119.06MPWRLow:LYB
-26.56LYBDetails
PEG Ratio
69.62
High:NOW
522.47NOWLow:MU
11.46MUDetails
Price/Book
10.83
High:AAPL
42.87AAPLLow:DELL
-111.41DELLDetails
Price/Sales
8.67
High:MPWR
27.52MPWRLow:LYB
0.72LYBDetails
Price/CF
21.01
High:MPWR
64.7MPWRLow:UCG.MI
1.86UCG.MIDetails
Price/FCF
45.46
High:CVX.US
606.02CVX.USLow:GS
2.44GSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-44.98% | Mar 2021 | - | 64 |