Loading...
+1.67%
This Month
+43.73%
Year To Date
+94.48%
2 Years
+135.89%
5 Years
+135.89%
10 Years
+23.93%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables36.4%
- 💻 Electronic Technology35.38%
- ⛏️ Energy Minerals17.38%
- 🪨 Non Energy Minerals5.49%
- 🚗 Consumer Durables5%
- 💵 Cash0.41%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE74.34%
- 🇺🇸 NYSE20.31%
- 🇩🇪 FRA5%
Countries Breakdown
- Country
- Total
- 🇬🇧 United Kingdom78.95%
- 🇺🇸 United States15.7%
- 🇩🇪 Germany5%
Dividends
Dividend Yield
3.57%
10 out of 10 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $EVR.L (17.85%)
Performance Metrics
Score 8.7/10
Beta
0.34
0.34
0
0.8
1.2
0
2
Sharpe Ratio
1.5
1.5
0
0.5
1
2
2
Sortino Ratio
2.62
2.62
0
1
2
3
3
Jensen's Alpha
17.14
17.14
-2
0
2
18
18
Omega Ratio
1.71
1.71
0
1
1.5
2.5
2.5
Treynor Ratio
4.47
4.47
0
0.75
1.25
5
5
Information Ratio
0.73
0.73
0
0.3
0.6
1
1
Calmar Ratio
2.5
2.5
0
0.3
0.6
3
3
Beta
0.34
0.34
0
0.8
1.2
0
2
Sharpe Ratio
1.5
1.5
0
0.5
1
2
2
Sortino Ratio
2.62
2.62
0
1
2
3
3
Jensen's Alpha
17.14
17.14
-2
0
2
18
18
Omega Ratio
1.71
1.71
0
1
1.5
2.5
2.5
Treynor Ratio
4.47
4.47
0
0.75
1.25
5
5
Information Ratio
0.73
0.73
0
0.3
0.6
1
1
Calmar Ratio
2.5
2.5
0
0.3
0.6
3
3
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
17.39
High:
PM
30.92PMLow:
EVR.L
0.61EVR.LDetails
PEG Ratio
18.55
High:
IMB.L
33.97IMB.LLow:EVR.L
0.26EVR.LDetails
Price/Book
2.93
High:
RR.L
39.7RR.LLow:PM
-21.2PMDetails
Price/Sales
1.58
High:PM
6.53PMLow:
VOW3.DE
0.15VOW3.DEDetails
Price/CF
9.55
High:PM
27.27PMLow:VOW3.DE
2.81VOW3.DEDetails
Price/FCF
27.58
High:PM
447.57PMLow:
SHEL.L
11.06SHEL.LDetails
P/E Ratio
17.39
High:PM
30.92PMLow:EVR.L
0.61EVR.LDetails
PEG Ratio
18.55
High:IMB.L
33.97IMB.LLow:EVR.L
0.26EVR.LDetails
Price/Book
2.93
High:RR.L
39.7RR.LLow:PM
-21.2PMDetails
Price/Sales
1.58
High:PM
6.53PMLow:VOW3.DE
0.15VOW3.DEDetails
Price/CF
9.55
High:PM
27.27PMLow:VOW3.DE
2.81VOW3.DEDetails
Price/FCF
27.58
High:PM
447.57PMLow:SHEL.L
11.06SHEL.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-9.37% | May 2023 | Aug 2023 | 3 |
-8.78% | Jun 2022 | Nov 2022 | 5 |
-2.81% | Nov 2021 | Jan 2022 | 2 |
-2.32% | Dec 2024 | Jan 2025 | 1 |
-2.2% | Mar 2023 | Apr 2023 | 1 |
-1.96% | Oct 2023 | Nov 2023 | 1 |
-1.11% | Dec 2022 | Jan 2023 | 1 |
-0.76% | Jan 2024 | Feb 2024 | 1 |
-0.66% | Apr 2022 | May 2022 | 1 |
-0.24% | Feb 2022 | Mar 2022 | 1 |