-1.93%
Today
-2.35%
This Month
-1.87%
Year To Date
+38.48%
2 Years
+195.82%
5 Years
+23.87%
Annualized
- HJGWhite
- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables30.58%
- 🪙 Cryptocurrencies23.46%
- 🚗 Consumer Durables15.13%
- 🛍️ Retail Trade14.87%
- 💇♀️ Consumer Services6.07%
- 🖥️ Technology Services5.23%
- ⛏️ Energy Minerals2.38%
- 🚚 Transportation1.3%
- 💵 Cash0.96%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE28.37%
- 🌍 Digital Currency23.46%
- 🇺🇸 Nasdaq20.32%
- 🇺🇸 NYSE17.26%
- 🇩🇪 FRA5.87%
- 🇸🇪 Stockholm Stock Exchange3.75%
Countries Breakdown
- Country
- Total
- 🇬🇧 United Kingdom28.37%
- 🇺🇸 United States21.11%
- 🇨🇳 China14.87%
- 🇩🇪 Germany5.87%
- 🇸🇪 Sweden3.85%
- 🇨🇾 Cyprus1.49%
Dividends
Dividend Yield
2.15%
9 out of 17 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $VOW3.DE (8.24%)
Performance Metrics
Score 6.6/10
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
23.71
23.71
-2
0
2
24
24
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
2.32
2.32
0
0.75
1.25
3
3
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
0
0.3
0.6
1
1
Beta
1.21
1.21
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
23.71
23.71
-2
0
2
24
24
Omega Ratio
1.53
1.53
0
1
1.5
2.5
2.5
Treynor Ratio
2.32
2.32
0
0.75
1.25
3
3
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
0.29
0.29
0
0.3
0.6
1
1
Drawdowns
- HJGWhite
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-79.97% | Feb 2018 | - | 86 |
-21.16% | Jul 2017 | Aug 2017 | 1 |
-20.45% | Sep 2017 | Nov 2017 | 2 |
-16.91% | Jun 2015 | May 2016 | 11 |
-1.44% | Aug 2016 | Sep 2016 | 1 |
-1.18% | Nov 2016 | Dec 2016 | 1 |