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+3.62%
This Month
+15.4%
Year To Date
+26.43%
2 Years
+47.62%
5 Years
+108.98%
10 Years
+22.28%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💼 Commercial Services39.24%
- 📊 ETFs32.52%
- 💵 Cash10.75%
- 💰 Finance0.3%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE71.76%
- 🇩🇪 FRA0.3%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States39.24%
- 🇩🇪 Germany0.3%
Dividends
Dividend Yield
7.56%
2 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $WDI.DE (2352.94%)
Performance Metrics
Score 5.2/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
1.7
1.7
-2
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.32
0.32
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
1.7
1.7
-2
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
1.24
1.24
0
0.75
1.25
2
2
Information Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Calmar Ratio
0.25
0.25
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.59
High:
MSCI
35.7MSCILow:
WDI.DE
0.15WDI.DEDetails
PEG Ratio
1.8
High:MSCI
1.81MSCILow:WDI.DE
0WDI.DEDetails
Price/Book
-16.14
High:WDI.DE
0.03WDI.DELow:MSCI
-16.03MSCIDetails
Price/Sales
14.11
High:MSCI
14.2MSCILow:WDI.DE
0.03WDI.DEDetails
Price/CF
24.42
High:MSCI
24.42MSCILow:WDI.DE
16.82WDI.DEDetails
Price/FCF
40.06
High:MSCI
40.06MSCILow:WDI.DE
17.6WDI.DEDetails
P/E Ratio
35.59
High:MSCI
35.7MSCILow:WDI.DE
0.15WDI.DEDetails
PEG Ratio
1.8
High:MSCI
1.81MSCILow:WDI.DE
0WDI.DEDetails
Price/Book
-16.14
High:WDI.DE
0.03WDI.DELow:MSCI
-16.03MSCIDetails
Price/Sales
14.11
High:MSCI
14.2MSCILow:WDI.DE
0.03WDI.DEDetails
Price/CF
24.42
High:MSCI
24.42MSCILow:WDI.DE
16.82WDI.DEDetails
Price/FCF
40.06
High:MSCI
40.06MSCILow:WDI.DE
17.6WDI.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-64.86% | Aug 2015 | Mar 2016 | 7 |
-30.84% | Nov 2021 | Mar 2024 | 28 |
-30.44% | Sep 2017 | Feb 2021 | 41 |
-25.77% | Apr 2015 | Jun 2015 | 2 |
-8.31% | Jul 2017 | Aug 2017 | 1 |
-7.94% | Feb 2017 | Jun 2017 | 4 |
-5.81% | Mar 2026 | Apr 2026 | 1 |
-5.52% | May 2021 | Aug 2021 | 3 |
-5.24% | Sep 2021 | Oct 2021 | 1 |
-3.29% | Mar 2025 | Jun 2025 | 3 |
-2.48% | Jun 2026 | Jul 2026 | 1 |
-1.18% | Sep 2026 | Nov 2026 | 2 |
-1.17% | Dec 2024 | Jan 2025 | 1 |
-0.93% | Oct 2024 | Nov 2024 | 1 |
-0.9% | Jun 2024 | Sep 2024 | 3 |
-0.67% | Nov 2025 | Jan 2026 | 2 |