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-1.36%
This Month
+2.52%
Year To Date
+30.83%
2 Years
-49.68%
5 Years
-50.54%
10 Years
-10.27%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables22.04%
- 📊 ETFs21.7%
- 📡 Communications13.95%
- 💻 Electronic Technology11.7%
- 🖥️ Technology Services10.31%
- 🛍️ Retail Trade9.34%
- 💇♀️ Consumer Services6.86%
- 🚗 Consumer Durables4.07%
- 💵 Cash0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq31.35%
- 🇩🇪 FRA24.44%
- 🇺🇸 NYSE13.51%
- 🇩🇪 Xetra ETFs11.66%
- 🇺🇸 Chicago Board Options Exchange10.04%
- 🇫🇷 Euronext Paris6.86%
- 🇨🇭 SIX2.11%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States44.86%
- 🇩🇪 Germany24.44%
- 🇫🇷 France6.86%
- 🇨🇭 Switzerland2.11%
Dividends
Dividend Yield
1.96%
7 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (11.82%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.01
0.01
0
1
2
3
3
Jensen's Alpha
-4.38
-4.38
-5
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.06
0.06
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
0.38
0.38
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.01
0.01
0
1
2
3
3
Jensen's Alpha
-4.38
-4.38
-5
0
2
4.5
4.5
Omega Ratio
0.74
0.74
0
1
1.5
2.5
2.5
Treynor Ratio
0.06
0.06
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
36.82
High:
NVDA
48.44NVDALow:
MBG.DE
11.05MBG.DEDetails
PEG Ratio
75.63
High:
NFLX
119.32NFLXLow:
ADS.DE
12.39ADS.DEDetails
Price/Book
11.81
High:NVDA
39.98NVDALow:MBG.DE
0.62MBG.DEDetails
Price/Sales
6.86
High:NVDA
25.58NVDALow:MBG.DE
0.43MBG.DEDetails
Price/CF
26.55
High:NVDA
54.84NVDALow:MBG.DE
2.47MBG.DEDetails
Price/FCF
54.98
High:
AMZN
325.85AMZNLow:MBG.DE
4.14MBG.DEDetails
P/E Ratio
36.82
High:NVDA
48.44NVDALow:MBG.DE
11.05MBG.DEDetails
PEG Ratio
75.63
High:NFLX
119.32NFLXLow:ADS.DE
12.39ADS.DEDetails
Price/Book
11.81
High:NVDA
39.98NVDALow:MBG.DE
0.62MBG.DEDetails
Price/Sales
6.86
High:NVDA
25.58NVDALow:MBG.DE
0.43MBG.DEDetails
Price/CF
26.55
High:NVDA
54.84NVDALow:MBG.DE
2.47MBG.DEDetails
Price/FCF
54.98
High:AMZN
325.85AMZNLow:MBG.DE
4.14MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-69.83% | Feb 2023 | - | 38 |
-1.52% | Nov 2019 | Jan 2023 | 38 |