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+0.04%
Today
+2.86%
This Month
+4.59%
Year To Date
+15.76%
2 Years
+30.31%
5 Years
+7.15%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- šµ Cash29.4%
- š Consumer Non Durables19.57%
- š Consumer Durables14.13%
- š° Finance11.32%
- š§¬ Health Technology6.03%
- š¼ Commercial Services5.12%
- š” Communications4.51%
- š» Electronic Technology3.21%
- šŖØ Non Energy Minerals2.34%
- šļø Retail Trade2.3%
- ā” Utilities1.26%
- š Transportation1.02%
Exchanges Breakdown
- Exchange
- Total
- šŗšø NYSE39.34%
- šŗšø Nasdaq12%
- š©šŖ FRA11.19%
- š«š· Euronext Paris5.94%
- š³š± Euronext Amsterdam2.34%
Countries Breakdown
- Country
- Total
- šŗšø United States46.83%
- š©šŖ Germany11.19%
- š«š· France5.94%
- šØš¦ Canada4.51%
- š³š± Netherlands2.34%
Dividends
Dividend Yield
3.39%
24 out of 26 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $WU (11.72%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 WU | 0.46% | 11.72% | $0.94 |
 TU | 0.31% | 6.89% | $1.11 |
 P911.DE | 0.26% | 5.55% | $2.31 |
 PFE | 0.21% | 6.99% | $1.66 |
 DOC | 0.21% | 6.63% | $1.2 |
 PAH3.DE | 0.18% | 5.6% | $2.56 |
 ARE | 0.18% | 6.73% | $5.02 |
 WHR | 0.17% | 7.51% | $7 |
 VTRS | 0.16% | 5.41% | $0.48 |
 KHC | 0.16% | 5.75% | $1.6 |
 SWK | 0.14% | 4.68% | $3.24 |
 TEP.PA | 0.1% | 4.85% | $3.85 |
 COLD | 0.09% | 5.58% | $0.88 |
 BF-B | 0.09% | 3.1% | $0.86 |
 KER.PA | 0.08% | 3.05% | $14 |
 VFC | 0.08% | 2.94% | $0.57 |
 EL | 0.08% | 1.96% | $2.64 |
 NKE | 0.07% | 2.17% | $1.45 |
 INTC | 0.07% | 2.16% | $0.5 |
 UPS | 0.07% | 6.59% | $6.5 |
 VOW3.DE | 0.06% | 7.05% | $9.06 |
 D | 0.06% | 4.6% | $2.67 |
 RI.PA | 0.06% | 5% | $4.7 |
 AMG.NV | 0.04% | 1.57% | $0.6 |
Performance Metrics
Score 3.4/10
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-2.21
-2.21
-3
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.46
0.46
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Beta
0.58
0.58
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.34
0.34
0
1
2
3
3
Jensen's Alpha
-2.21
-2.21
-3
0
2
4.5
4.5
Omega Ratio
0.7
0.7
0
1
1.5
2.5
2.5
Treynor Ratio
0.46
0.46
0
0.75
1.25
2
2
Information Ratio
-0.5
-0.5
-1
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
48.02
High:
WHR
690.22WHRLow:
VFC
-81.57VFCDetails
PEG Ratio
52.67
High:
DOC
360.25DOCLow:VFC
-86.52VFCDetails
Price/Book
1.48
High:
NKE
8.1NKELow:
VOW3.DE
0.26VOW3.DEDetails
Price/Sales
1.35
High:DOC
4.58DOCLow:VOW3.DE
0.14VOW3.DEDetails
Price/CF
9.53
High:
BF-B
27.55BF-BLow:VOW3.DE
2.55VOW3.DEDetails
Price/FCF
40.49
High:BF-B
1,497.75BF-BLow:
TEP.PA
4.29TEP.PADetails
P/E Ratio
48.02
High:WHR
690.22WHRLow:VFC
-81.57VFCDetails
PEG Ratio
52.67
High:DOC
360.25DOCLow:VFC
-86.52VFCDetails
Price/Book
1.48
High:NKE
8.1NKELow:VOW3.DE
0.26VOW3.DEDetails
Price/Sales
1.35
High:DOC
4.58DOCLow:VOW3.DE
0.14VOW3.DEDetails
Price/CF
9.53
High:BF-B
27.55BF-BLow:VOW3.DE
2.55VOW3.DEDetails
Price/FCF
40.49
High:BF-B
1,497.75BF-BLow:TEP.PA
4.29TEP.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-14.58% | Apr 2022 | Jan 2023 | 9 |
-8.96% | Mar 2025 | - | 5 |
-8.43% | Sep 2023 | Aug 2024 | 11 |
-8.42% | Feb 2023 | Jul 2023 | 5 |
-3.13% | Oct 2024 | Jan 2025 | 3 |
-3.04% | Sep 2021 | Oct 2021 | 1 |
-2.47% | Nov 2021 | Mar 2022 | 4 |
-1.08% | Jun 2021 | Jul 2021 | 1 |