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+3.68%
This Month
+5.58%
Year To Date
+27.45%
2 Years
+467.71%
5 Years
+509.9%
10 Years
+44.45%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance45.07%
- 🚗 Consumer Durables29.94%
- 🛍️ Retail Trade21.87%
- 💵 Cash2.39%
- 🍞 Consumer Non Durables0.98%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE69.38%
- 🇩🇪 FRA21.53%
- 🇭🇰 Hong Kong Exchanges5.63%
- 🇬🇧 LSE1.32%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.33%
- 🇳🇱 Netherlands28.05%
- 🇩🇪 Germany21.53%
- 🇭🇰 Hong Kong3.74%
- 🇨🇳 China1.89%
- 🇬🇧 United Kingdom0.98%
- 🇱🇺 Luxembourg0.34%
Dividends
Dividend Yield
4.04%
6 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STLA.US (8.46%)
Performance Metrics
Score 8.8/10
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.94
2.94
0
1
2
3
3
Jensen's Alpha
32.26
32.26
-2
0
2
33
33
Omega Ratio
2.04
2.04
0
1
1.5
3
3
Treynor Ratio
4.15
4.15
0
0.75
1.25
5
5
Information Ratio
0.9
0.9
0
0.3
0.6
1
1
Calmar Ratio
2.09
2.09
0
0.3
0.6
3
3
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
1.23
1.23
0
0.5
1
2
2
Sortino Ratio
2.94
2.94
0
1
2
3
3
Jensen's Alpha
32.26
32.26
-2
0
2
33
33
Omega Ratio
2.04
2.04
0
1
1.5
3
3
Treynor Ratio
4.15
4.15
0
0.75
1.25
5
5
Information Ratio
0.9
0.9
0
0.3
0.6
1
1
Calmar Ratio
2.09
2.09
0
0.3
0.6
3
3
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
-16.59
High:
GNW
18.78GNWLow:
JXN
-1,423.9JXNDetails
PEG Ratio
4.88
High:
00966.HK
21.6400966.HKLow:
DOU.DE
2.02DOU.DEDetails
Price/Book
0.38
High:
BRBY.L
4.66BRBY.LLow:
1958.HK
0.291958.HKDetails
Price/Sales
0.22
High:BRBY.L
1.73BRBY.LLow:1958.HK
0.081958.HKDetails
Price/CF
2.44
High:GNW
14.25GNWLow:00966.HK
0.2600966.HKDetails
Price/FCF
3
High:BRBY.L
18.57BRBY.LLow:00966.HK
0.6800966.HKDetails
P/E Ratio
-16.59
High:GNW
18.78GNWLow:JXN
-1,423.9JXNDetails
PEG Ratio
4.88
High:00966.HK
21.6400966.HKLow:DOU.DE
2.02DOU.DEDetails
Price/Book
0.38
High:BRBY.L
4.66BRBY.LLow:1958.HK
0.291958.HKDetails
Price/Sales
0.22
High:BRBY.L
1.73BRBY.LLow:1958.HK
0.081958.HKDetails
Price/CF
2.44
High:GNW
14.25GNWLow:00966.HK
0.2600966.HKDetails
Price/FCF
3
High:BRBY.L
18.57BRBY.LLow:00966.HK
0.6800966.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.36% | Apr 2024 | - | 17 |
-9.43% | Jun 2021 | Oct 2021 | 4 |
-9.24% | Sep 2022 | Oct 2022 | 1 |
-9.08% | Nov 2021 | Mar 2022 | 4 |
-6.44% | Jun 2022 | Aug 2022 | 2 |
-5.75% | Aug 2023 | Dec 2023 | 4 |
-5.54% | Jan 2024 | Feb 2024 | 1 |
-5.03% | Mar 2023 | Jul 2023 | 4 |
-4.71% | Apr 2022 | May 2022 | 1 |
-2.72% | Oct 2020 | Nov 2020 | 1 |
-0.93% | Mar 2021 | Apr 2021 | 1 |
-0.71% | Dec 2022 | Jan 2023 | 1 |