Loading...
-0.6%
This Month
-0.6%
Year To Date
+6.66%
2 Years
+13.01%
5 Years
+41.34%
10 Years
+6.7%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs40.11%
- 💵 Cash25.88%
- 💰 Finance15.55%
- 🧬 Health Technology7.13%
- ❓ Other5.39%
- 🍞 Consumer Non Durables4.4%
- 🌾 Commodities1.38%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq22.69%
- 🇩🇪 Xetra ETFs20.08%
- 🇬🇧 LSE20.02%
- 🇦🇪 Dubai Financial Market5.39%
- 🇨🇭 SIX4.38%
- 🌍 Commodity1.38%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States13.67%
- 🇳🇱 Netherlands4.62%
- 🇨🇦 Canada4.4%
- 🇨🇭 Switzerland4.38%
Dividends
Performance Metrics
Score 6.2/10
Beta
0.1
0.1
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.87
0.87
0
1
2
3
3
Jensen's Alpha
2.39
2.39
-2
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
3.12
3.12
0
0.75
1.25
4
4
Information Ratio
-0.56
-0.56
-1
0.3
0.6
1
1
Calmar Ratio
0.52
0.52
0
0.3
0.6
1
1
Beta
0.1
0.1
0
0.8
1.2
0
2
Sharpe Ratio
0.4
0.4
0
0.5
1
1.5
1.5
Sortino Ratio
0.87
0.87
0
1
2
3
3
Jensen's Alpha
2.39
2.39
-2
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
3.12
3.12
0
0.75
1.25
4
4
Information Ratio
-0.56
-0.56
-1
0.3
0.6
1
1
Calmar Ratio
0.52
0.52
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.64
High:
BMRN
21.1BMRNLow:
PHVS
-8.14PHVSDetails
PEG Ratio
146
High:
LULU
386.35LULULow:
BAER.ZU
11.88BAER.ZUDetails
Price/Book
2.82
High:LULU
4.94LULULow:BMRN
1.79BMRNDetails
Price/Sales
2.28
High:
ESQ
5.82ESQLow:PHVS
-PHVSDetails
Price/CF
11.4
High:ESQ
16.2ESQLow:LULU
10.86LULUDetails
Price/FCF
22.63
High:BAER.ZU
66.03BAER.ZULow:BMRN
12.5BMRNDetails
P/E Ratio
16.64
High:BMRN
21.1BMRNLow:PHVS
-8.14PHVSDetails
PEG Ratio
146
High:LULU
386.35LULULow:BAER.ZU
11.88BAER.ZUDetails
Price/Book
2.82
High:LULU
4.94LULULow:BMRN
1.79BMRNDetails
Price/Sales
2.28
High:ESQ
5.82ESQLow:PHVS
-PHVSDetails
Price/CF
11.4
High:ESQ
16.2ESQLow:LULU
10.86LULUDetails
Price/FCF
22.63
High:BAER.ZU
66.03BAER.ZULow:BMRN
12.5BMRNDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-11.91% | May 2021 | - | 57 |
-4.32% | Jul 2020 | Sep 2020 | 2 |
-1.74% | Oct 2020 | Nov 2020 | 1 |
-0.89% | Mar 2021 | Apr 2021 | 1 |