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-1.67%
This Month
+9.32%
Year To Date
+77.33%
2 Years
+133.59%
5 Years
+133.59%
10 Years
+36.14%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance31.71%
- 🍞 Consumer Non Durables12.57%
- 🛠️ Producer Manufacturing10.53%
- 🏭 Industrial Services8.19%
- ⛏️ Energy Minerals6.6%
- 📡 Communications6.5%
- 💇♀️ Consumer Services5.14%
- ⚡ Utilities4.93%
- 💻 Electronic Technology4.78%
- 💵 Cash3.9%
- 💼 Commercial Services3.53%
- 🚗 Consumer Durables2.94%
Exchanges Breakdown
- Exchange
- Total
- 🇮🇹 Borsa Italiana97.41%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy94.47%
- 🇳🇱 Netherlands2.94%
Dividends
Dividend Yield
3.49%
17 out of 20 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $BMPS.MI (9.6%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BMPS.MI | 0.43% | 9.6% | $0.25 |
 BAMI.MI | 0.35% | 7.59% | $0.56 |
 NEXI.MI | 0.32% | 8.98% | - |
 SPM.MI | 0.31% | 3.8% | - |
 ENI.MI | 0.31% | 4.69% | $0.94 |
 ISP.MI | 0.29% | 6.63% | $0.3 |
 BPE.MI | 0.26% | 5.66% | $0.3 |
 ENEL.MI | 0.25% | 5.07% | $0.43 |
 G.MI | 0.21% | 4.25% | $1.28 |
 UCG.MI | 0.19% | 3.95% | $1.8 |
 FBK.MI | 0.16% | 3.74% | $0.69 |
 MONC.MI | 0.11% | 2.58% | $1.15 |
 LTMC.MI | 0.09% | 1.69% | $0.26 |
 CPR.MI | 0.08% | 1.83% | $0.07 |
 LDO.MI | 0.06% | 1.21% | $0.28 |
 BC.MI | 0.05% | 1.24% | $0.91 |
 PRY.MI | 0.05% | 0.6% | $0.7 |
Performance Metrics
Score 8.7/10
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
1.82
1.82
0
0.5
1
2
2
Sortino Ratio
4.4
4.4
0
1
2
5
5
Jensen's Alpha
15.68
15.68
-2
0
2
16
16
Omega Ratio
1.7
1.7
0
1
1.5
2.5
2.5
Treynor Ratio
3.31
3.31
0
0.75
1.25
4
4
Information Ratio
0.72
0.72
0
0.3
0.6
1
1
Calmar Ratio
4.27
4.27
0
0.3
0.6
5
5
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
1.82
1.82
0
0.5
1
2
2
Sortino Ratio
4.4
4.4
0
1
2
5
5
Jensen's Alpha
15.68
15.68
-2
0
2
16
16
Omega Ratio
1.7
1.7
0
1
1.5
2.5
2.5
Treynor Ratio
3.31
3.31
0
0.75
1.25
4
4
Information Ratio
0.72
0.72
0
0.3
0.6
1
1
Calmar Ratio
4.27
4.27
0
0.3
0.6
5
5
Portfolio Valuation
Based on current positions
P/E Ratio
24.38
High:
TIT.MI
120.16TIT.MILow:NEXI.MI
-1.17NEXI.MIDetails
PEG Ratio
751.69
High:ENI.MI
5,682.88ENI.MILow:
FCT.MI
16FCT.MIDetails
Price/Book
1.78
High:LTMC.MI
17.87LTMC.MILow:
STLAM.MI
0.31STLAM.MIDetails
Price/Sales
1.28
High:FBK.MI
6.56FBK.MILow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
4.26
High:BC.MI
27.54BC.MILow:UCG.MI
1.86UCG.MIDetails
Price/FCF
9.39
High:ENEL.MI
502.5ENEL.MILow:G.MI
3.26G.MIDetails
P/E Ratio
24.38
High:TIT.MI
120.16TIT.MILow:NEXI.MI
-1.17NEXI.MIDetails
PEG Ratio
751.69
High:ENI.MI
5,682.88ENI.MILow:FCT.MI
16FCT.MIDetails
Price/Book
1.78
High:LTMC.MI
17.87LTMC.MILow:STLAM.MI
0.31STLAM.MIDetails
Price/Sales
1.28
High:FBK.MI
6.56FBK.MILow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
4.26
High:BC.MI
27.54BC.MILow:UCG.MI
1.86UCG.MIDetails
Price/FCF
9.39
High:ENEL.MI
502.5ENEL.MILow:G.MI
3.26G.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-7.36% | Aug 2023 | Dec 2023 | 4 |
-4.41% | Mar 2026 | Apr 2026 | 1 |
-4.25% | Jun 2024 | Dec 2024 | 6 |
-3.48% | May 2023 | Jun 2023 | 1 |
-1.67% | Jun 2026 | - | 1 |
-1.21% | Apr 2024 | May 2024 | 1 |