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+13.79%
This Month
+12.38%
Year To Date
+105.31%
2 Years
+89.49%
5 Years
+224.34%
10 Years
+20.42%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology37.91%
- 🚗 Consumer Durables25.14%
- 🛠️ Producer Manufacturing21.23%
- 🖥️ Technology Services11.97%
- 💵 Cash4.93%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq34.73%
- 🇺🇸 NYSE29.11%
- 🇬🇧 LSE16.37%
- 🇩🇪 FRA16.04%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States56.4%
- 🇬🇧 United Kingdom16.37%
- 🇩🇪 Germany16.04%
- 🇯🇵 Japan7.44%
Dividends
Dividend Yield
1.31%
8 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (6.75%)
Performance Metrics
Score 6.1/10
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.05
1.05
0
1
2
3
3
Jensen's Alpha
5.26
5.26
-2
0
2
6
6
Omega Ratio
1.31
1.31
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.4
0.4
0
0.3
0.6
1
1
Beta
1.3
1.3
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.05
1.05
0
1
2
3
3
Jensen's Alpha
5.26
5.26
-2
0
2
6
6
Omega Ratio
1.31
1.31
0
1
1.5
2.5
2.5
Treynor Ratio
1.19
1.19
0
0.75
1.25
2
2
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.4
0.4
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.69
High:
AMD
103.96AMDLow:
NET
-695.45NETDetails
PEG Ratio
88.22
High:
GAW.L
175.58GAW.LLow:
ENR.DE
5.84ENR.DEDetails
Price/Book
4.31
High:
UI
64.43UILow:
MBG.DE
0.53MBG.DEDetails
Price/Sales
3.27
High:NET
33.17NETLow:MBG.DE
0.38MBG.DEDetails
Price/CF
20.04
High:NET
114.77NETLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
26.92
High:NET
265.64NETLow:MBG.DE
6.89MBG.DEDetails
P/E Ratio
35.69
High:AMD
103.96AMDLow:NET
-695.45NETDetails
PEG Ratio
88.22
High:GAW.L
175.58GAW.LLow:ENR.DE
5.84ENR.DEDetails
Price/Book
4.31
High:UI
64.43UILow:MBG.DE
0.53MBG.DEDetails
Price/Sales
3.27
High:NET
33.17NETLow:MBG.DE
0.38MBG.DEDetails
Price/CF
20.04
High:NET
114.77NETLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
26.92
High:NET
265.64NETLow:MBG.DE
6.89MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-46.1% | Dec 2021 | Jun 2024 | 30 |
-18.47% | Feb 2020 | Apr 2020 | 2 |
-15.85% | Feb 2025 | Jun 2025 | 4 |
-8.56% | Sep 2021 | Oct 2021 | 1 |
-7.86% | Jul 2024 | Nov 2024 | 4 |
-6.04% | Dec 2024 | Jan 2025 | 1 |
-5.93% | Nov 2025 | Apr 2026 | 5 |
-3.65% | Jul 2025 | Aug 2025 | 1 |
-3.06% | May 2021 | Aug 2021 | 3 |
-2.39% | Mar 2021 | Apr 2021 | 1 |
-1.93% | Sep 2020 | Nov 2020 | 2 |