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+0.9%
This Month
+0.9%
Year To Date
+27.44%
2 Years
-10.13%
5 Years
+37.95%
10 Years
+6.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs20.1%
- 💰 Finance14.35%
- 🖥️ Technology Services13.45%
- 💻 Electronic Technology12.18%
- 🧬 Health Technology10.32%
- 🚗 Consumer Durables9.08%
- 🛍️ Retail Trade7.46%
- 💼 Commercial Services6.38%
- 🚚 Transportation1.94%
- 🪙 Cryptocurrencies1.65%
- 🍞 Consumer Non Durables1.41%
- 🧪 Process Industries1.09%
- ⚡ Utilities0.59%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq47.28%
- 🇺🇸 NYSE39.74%
- 🇩🇪 FRA8.22%
- 🇬🇧 LSE2.52%
- 🌍 Digital Currency1.65%
- 🇩🇰 Copenhagen Stock Exchange0.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States49.44%
- 🇩🇪 Germany17.08%
- 🇺🇾 Uruguay3.26%
- 🇨🇳 China2.81%
- 🇱🇺 Luxembourg2.52%
- 🇬🇧 United Kingdom1.45%
- 🇨🇦 Canada1.11%
- 🇩🇰 Denmark0.59%
Dividends
Dividend Yield
2.07%
9 out of 34 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $AGNC (12.35%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3/10
Beta
1.16
1.16
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-9.4
-9.4
-10
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
0.4
0.4
0
0.75
1.25
2
2
Information Ratio
-0.49
-0.49
-1
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
1.16
1.16
0
0.8
1.2
0
2
Sharpe Ratio
0.23
0.23
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
-9.4
-9.4
-10
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
0.4
0.4
0
0.75
1.25
2
2
Information Ratio
-0.49
-0.49
-1
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.54
High:
CSIQ
85.78CSIQLow:
CRWD
-350.43CRWDDetails
PEG Ratio
-16.21
High:
NOW
264.41NOWLow:
TEAM
-314.34TEAMDetails
Price/Book
1.32
High:CRWD
27.79CRWDLow:
SCLX
-0.37SCLXDetails
Price/Sales
0.82
High:
MREO
178.71MREOLow:
VOW3.DE
0.15VOW3.DEDetails
Price/CF
11.08
High:
BNTX
121.06BNTXLow:
LHA.DE
2.14LHA.DEDetails
Price/FCF
31.68
High:
NKE
947.69NKELow:SCLX
9.48SCLXDetails
P/E Ratio
29.54
High:CSIQ
85.78CSIQLow:CRWD
-350.43CRWDDetails
PEG Ratio
-16.21
High:NOW
264.41NOWLow:TEAM
-314.34TEAMDetails
Price/Book
1.32
High:CRWD
27.79CRWDLow:SCLX
-0.37SCLXDetails
Price/Sales
0.82
High:MREO
178.71MREOLow:VOW3.DE
0.15VOW3.DEDetails
Price/CF
11.08
High:BNTX
121.06BNTXLow:LHA.DE
2.14LHA.DEDetails
Price/FCF
31.68
High:NKE
947.69NKELow:SCLX
9.48SCLXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-41.68% | Jul 2021 | - | 55 |
-4.66% | Feb 2021 | Jun 2021 | 4 |
-4.21% | Sep 2020 | Nov 2020 | 2 |