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-3.19%
This Month
-3.19%
Year To Date
+32.53%
2 Years
+226.66%
5 Years
+605.95%
10 Years
+44.26%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance43.07%
- 🚗 Consumer Durables25.78%
- 🛍️ Retail Trade21.21%
- 🏥 Health Services5.28%
- 💇♀️ Consumer Services2.63%
- 💵 Cash1.54%
- 🍞 Consumer Non Durables0.69%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE68.66%
- 🇩🇪 FRA14.57%
- 🇬🇧 LSE13.47%
- 🇭🇰 Hong Kong Exchanges1.97%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States42.88%
- 🇳🇱 Netherlands25.78%
- 🇩🇪 Germany14.57%
- 🇬🇧 United Kingdom6.83%
- 🇱🇺 Luxembourg6.65%
- 🇭🇰 Hong Kong1.97%
Dividends
Dividend Yield
4.1%
5 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STLA.US (8.53%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 8.9/10
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
1.3
1.3
0
0.5
1
2
2
Sortino Ratio
3.14
3.14
0
1
2
4
4
Jensen's Alpha
33.18
33.18
-2
0
2
34
34
Omega Ratio
2.13
2.13
0
1
1.5
3
3
Treynor Ratio
4.28
4.28
0
0.75
1.25
5
5
Information Ratio
0.95
0.95
0
0.3
0.6
1
1
Calmar Ratio
2.18
2.18
0
0.3
0.6
3
3
Beta
0.74
0.74
0
0.8
1.2
0
2
Sharpe Ratio
1.3
1.3
0
0.5
1
2
2
Sortino Ratio
3.14
3.14
0
1
2
4
4
Jensen's Alpha
33.18
33.18
-2
0
2
34
34
Omega Ratio
2.13
2.13
0
1
1.5
3
3
Treynor Ratio
4.28
4.28
0
0.75
1.25
5
5
Information Ratio
0.95
0.95
0
0.3
0.6
1
1
Calmar Ratio
2.18
2.18
0
0.3
0.6
3
3
Portfolio Valuation
Based on current positions
P/E Ratio
-17.27
High:
GNW
15.51GNWLow:
BRBY.L
-161.67BRBY.LDetails
PEG Ratio
15.03
High:
UTG.L
54.39UTG.LLow:
DOU.DE
5.89DOU.DEDetails
Price/Book
0.43
High:BRBY.L
4.9BRBY.LLow:
STLA.US
0.32STLA.USDetails
Price/Sales
0.21
High:UTG.L
8.74UTG.LLow:
CNC
0.12CNCDetails
Price/CF
3.07
High:UTG.L
32.5UTG.LLow:
00966.HK
0.3900966.HKDetails
Price/FCF
3.42
High:UTG.L
41.43UTG.LLow:00966.HK
0.6800966.HKDetails
P/E Ratio
-17.27
High:GNW
15.51GNWLow:BRBY.L
-161.67BRBY.LDetails
PEG Ratio
15.03
High:UTG.L
54.39UTG.LLow:DOU.DE
5.89DOU.DEDetails
Price/Book
0.43
High:BRBY.L
4.9BRBY.LLow:STLA.US
0.32STLA.USDetails
Price/Sales
0.21
High:UTG.L
8.74UTG.LLow:CNC
0.12CNCDetails
Price/CF
3.07
High:UTG.L
32.5UTG.LLow:00966.HK
0.3900966.HKDetails
Price/FCF
3.42
High:UTG.L
41.43UTG.LLow:00966.HK
0.6800966.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.36% | Apr 2024 | Aug 2025 | 16 |
-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 |
-3.19% | Jan 2026 | - | 1 |
-2.72% | Oct 2020 | Nov 2020 | 1 |
-0.93% | Mar 2021 | Apr 2021 | 1 |
-0.71% | Dec 2022 | Jan 2023 | 1 |