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-13.82%
This Month
-32.62%
Year To Date
-28.79%
2 Years
-75.84%
5 Years
+281.14%
10 Years
+24.6%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪙 Cryptocurrencies98.16%
- 🚗 Consumer Durables0.39%
- 🍞 Consumer Non Durables0.29%
- 📡 Communications0.25%
- 📊 ETFs0.21%
- 🛠️ Producer Manufacturing0.17%
- 💻 Electronic Technology0.17%
- 💵 Cash0.13%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency98.16%
- 🇺🇸 NYSE0.89%
- 🇺🇸 Nasdaq0.35%
- 🇩🇪 FRA0.25%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States0.47%
- 🇨🇳 China0.39%
- 🇧🇬 Bulgaria0.25%
- 🇨🇦 Canada0.17%
Dividends
Dividend Yield
0.01%
2 out of 16 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KO (2.27%)
Performance Metrics
Score 6.5/10
Beta
2.52
2.52
0
0.8
1.2
0
3
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
1.66
1.66
0
1
2
3
3
Jensen's Alpha
38.94
38.94
-2
0
2
39
39
Omega Ratio
1.61
1.61
0
1
1.5
2.5
2.5
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
0.42
0.42
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Beta
2.52
2.52
0
0.8
1.2
0
3
Sharpe Ratio
0.51
0.51
0
0.5
1
1.5
1.5
Sortino Ratio
1.66
1.66
0
1
2
3
3
Jensen's Alpha
38.94
38.94
-2
0
2
39
39
Omega Ratio
1.61
1.61
0
1
1.5
2.5
2.5
Treynor Ratio
2.22
2.22
0
0.75
1.25
3
3
Information Ratio
0.42
0.42
0
0.3
0.6
1
1
Calmar Ratio
0.27
0.27
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.12
High:
SLYG.DE
39.31SLYG.DELow:
NIO
-12.43NIODetails
PEG Ratio
1.45
High:
KO
1.48KOLow:SLYG.DE
1.4SLYG.DEDetails
Price/Book
10.23
High:NIO
14.33NIOLow:
BLDP
1.11BLDPDetails
Price/Sales
5.41
High:KO
7.38KOLow:NIO
0.52NIODetails
Price/CF
22.25
High:SLYG.DE
50.67SLYG.DELow:KO
22.21KODetails
Price/FCF
111.83
High:KO
112.04KOLow:SLYG.DE
69.38SLYG.DEDetails
P/E Ratio
31.12
High:SLYG.DE
39.31SLYG.DELow:NIO
-12.43NIODetails
PEG Ratio
1.45
High:KO
1.48KOLow:SLYG.DE
1.4SLYG.DEDetails
Price/Book
10.23
High:NIO
14.33NIOLow:BLDP
1.11BLDPDetails
Price/Sales
5.41
High:KO
7.38KOLow:NIO
0.52NIODetails
Price/CF
22.25
High:SLYG.DE
50.67SLYG.DELow:KO
22.21KODetails
Price/FCF
111.83
High:KO
112.04KOLow:SLYG.DE
69.38SLYG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-84.17% | Sep 2021 | - | 62 |
-35.11% | Aug 2020 | Jan 2021 | 5 |
-13.42% | May 2020 | Jul 2020 | 2 |
-7.76% | Mar 2021 | Apr 2021 | 1 |
-4.68% | Jun 2021 | Aug 2021 | 2 |