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-0.52%
Today
+5.35%
This Month
+9.06%
Year To Date
+22.42%
2 Years
+3.14%
5 Years
+1.9%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- πͺ¨ Non Energy Minerals18.55%
- π΅ Cash17.53%
- π Transportation12.96%
- πββοΈ Consumer Services9.08%
- 𧩠Miscellaneous7.13%
- π Consumer Non Durables6.88%
- ποΈ Retail Trade6.72%
- π§ͺ Process Industries4.29%
- π° Finance4.05%
- β‘ Utilities3.26%
- πΌ Commercial Services2.64%
- π Industrial Services1.95%
- 𧬠Health Technology1.15%
- π ETFs0.55%
Exchanges Breakdown
- Exchange
- Total
- π¬π§ LSE22.29%
- π¨π SIX13.6%
- π«π· Euronext Paris10.72%
- πΊπΈ Nasdaq9.16%
- πΊπΈ NYSE8.14%
- π©πͺ FRA7.59%
- π΅πΉ Euronext Lisbon3.26%
- ππ° Hong Kong Exchanges2.65%
- π¦πΊ Sydney1.26%
- πΊπΈ Chicago Board Options Exchange0.55%
Countries Breakdown
- Country
- Total
- π¬π§ United Kingdom22.29%
- π¨π Switzerland14.76%
- π«π· France10.72%
- π©πͺ Germany7.59%
- π§π· Brazil6.19%
- π¬π· Greece5.37%
- πΊπΈ United States4.58%
- π΅πΉ Portugal3.26%
- π¨π³ China2.65%
- π¦πΊ Australia1.26%
Dividends
Dividend Yield
3.68%
16 out of 20 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $EVR.L (17.85%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 RIO.L | 0.7% | 6.65% | $3.41 |
 SHIP | 0.55% | 10.28% | $0.1 |
 VALE | 0.47% | 7.64% | $1.33 |
 LGEN.L | 0.36% | 8.91% | $0.2 |
 LHA.DE | 0.34% | 4.53% | $0.3 |
 SW.PA | 0.24% | 4.52% | $3.1 |
 OERL.ZU | 0.23% | 5.4% | $0.2 |
 BARN.ZU | 0.21% | 3.99% | $29 |
 EDP.LSB | 0.19% | 5.77% | $0.2 |
 EVR.L | 0.09% | 17.85% | - |
 AVOL.ZU | 0.09% | 2.25% | $0.7 |
 HAL | 0.06% | 3.32% | $0.66 |
 KER.PA | 0.05% | 3.33% | $14 |
 NST.ASX | 0.03% | 2.6% | $0.31 |
 SMT.L | 0.03% | 0.35% | $0.03 |
 9988.HK | 0.02% | 0.84% | $0.98 |
Performance Metrics
Score 2.6/10
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-8.42
-8.42
-9
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.03
0.03
0
0.75
1.25
2
2
Information Ratio
-0.64
-0.64
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
0.77
0.77
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-8.42
-8.42
-9
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
0.03
0.03
0
0.75
1.25
2
2
Information Ratio
-0.64
-0.64
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
9.48
High:
LGEN.L
84.86LGEN.LLow:
ELIOR.PA
-17.7ELIOR.PADetails
PEG Ratio
59.09
High:
AVOL.ZU
207.84AVOL.ZULow:ELIOR.PA
-27.77ELIOR.PADetails
Price/Book
1.67
High:LGEN.L
4.63LGEN.LLow:
SHIP
0.48SHIPDetails
Price/Sales
1.21
High:
CRSP
89.53CRSPLow:ELIOR.PA
0.12ELIOR.PADetails
Price/CF
7.18
High:
BARN.ZU
25.35BARN.ZULow:
LHA.DE
1.9LHA.DEDetails
Price/FCF
25.34
High:
VALE
565.82VALELow:AVOL.ZU
2.8AVOL.ZUDetails
P/E Ratio
9.48
High:LGEN.L
84.86LGEN.LLow:ELIOR.PA
-17.7ELIOR.PADetails
PEG Ratio
59.09
High:AVOL.ZU
207.84AVOL.ZULow:ELIOR.PA
-27.77ELIOR.PADetails
Price/Book
1.67
High:LGEN.L
4.63LGEN.LLow:SHIP
0.48SHIPDetails
Price/Sales
1.21
High:CRSP
89.53CRSPLow:ELIOR.PA
0.12ELIOR.PADetails
Price/CF
7.18
High:BARN.ZU
25.35BARN.ZULow:LHA.DE
1.9LHA.DEDetails
Price/FCF
25.34
High:VALE
565.82VALELow:AVOL.ZU
2.8AVOL.ZUDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-47.32% | Jul 2021 | - | 47 |
-8.74% | Oct 2020 | Nov 2020 | 1 |
-7.25% | Feb 2021 | Jun 2021 | 4 |
-5.5% | Jun 2020 | Jul 2020 | 1 |