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-16.41%
This Month
-12.92%
Year To Date
-25.59%
2 Years
+138.13%
5 Years
+266.92%
10 Years
+28.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash7.88%
- 📊 ETFs6.27%
- 🍞 Consumer Non Durables4.93%
- 🪙 Cryptocurrencies3.14%
- 🖥️ Technology Services2.92%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE6.27%
- 🇮🇹 Borsa Italiana4.93%
- 🌍 Digital Currency3.14%
- 🇺🇸 Nasdaq2.92%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy4.93%
- 🇺🇸 United States2.92%
- 🇳🇱 Netherlands0%
- 🇨🇭 Switzerland0%
Dividends
Dividend Yield
0.05%
6 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STLAM.MI (10.46%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.7/10
Beta
2.17
2.17
0
0.8
1.2
0
3
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.4
1.4
0
1
2
3
3
Jensen's Alpha
20.88
20.88
-2
0
2
21
21
Omega Ratio
1.64
1.64
0
1
1.5
2.5
2.5
Treynor Ratio
1.58
1.58
0
0.75
1.25
2
2
Information Ratio
0.6
0.6
0
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
0
0.3
0.6
1
1
Beta
2.17
2.17
0
0.8
1.2
0
3
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.4
1.4
0
1
2
3
3
Jensen's Alpha
20.88
20.88
-2
0
2
21
21
Omega Ratio
1.64
1.64
0
1
1.5
2.5
2.5
Treynor Ratio
1.58
1.58
0
0.75
1.25
2
2
Information Ratio
0.6
0.6
0
0.3
0.6
1
1
Calmar Ratio
0.62
0.62
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-14.3
High:
STMMI.MI
181.41STMMI.MILow:
TTWO
-9.65TTWODetails
PEG Ratio
NaN
High:
NEXI.MI
11.65NEXI.MILow:NEXI.MI
11.65NEXI.MIDetails
Price/Book
5.01
High:TTWO
11.43TTWOLow:
STLAM.MI
0.35STLAM.MIDetails
Price/Sales
4.39
High:TTWO
6.09TTWOLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
32.08
High:TTWO
70.92TTWOLow:
AMP.MI
7.45AMP.MIDetails
Price/FCF
73.35
High:
UPS
132.92UPSLow:STLAM.MI
8.12STLAM.MIDetails
P/E Ratio
-14.3
High:STMMI.MI
181.41STMMI.MILow:TTWO
-9.65TTWODetails
PEG Ratio
NaN
High:NEXI.MI
11.65NEXI.MILow:NEXI.MI
11.65NEXI.MIDetails
Price/Book
5.01
High:TTWO
11.43TTWOLow:STLAM.MI
0.35STLAM.MIDetails
Price/Sales
4.39
High:TTWO
6.09TTWOLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
32.08
High:TTWO
70.92TTWOLow:AMP.MI
7.45AMP.MIDetails
Price/FCF
73.35
High:UPS
132.92UPSLow:STLAM.MI
8.12STLAM.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-53.41% | May 2021 | Feb 2023 | 21 |
-38.37% | Apr 2024 | - | 24 |
-21.64% | Apr 2023 | Jul 2023 | 3 |
-17.89% | Sep 2023 | Feb 2024 | 5 |