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+0.06%
This Month
+0.06%
Year To Date
+9.46%
2 Years
-22.42%
5 Years
+99.02%
10 Years
-71.5%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade22.78%
- 💻 Electronic Technology12.64%
- 💵 Cash11.52%
- ⚡ Utilities10.24%
- 🖥️ Technology Services9.49%
- 🛠️ Producer Manufacturing7.43%
- 🚗 Consumer Durables6.08%
- 🪨 Non Energy Minerals6.01%
- 💰 Finance1.74%
- 📊 ETFs1.47%
- 💼 Commercial Services0.93%
- 💇♀️ Consumer Services0.33%
- 🏥 Health Services0.1%
- 🧬 Health Technology0.02%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq43.57%
- 🇺🇸 NYSE19.37%
- 🇬🇧 LSE8.13%
- 🇭🇰 Hong Kong Exchanges2.17%
- 🇮🇹 Borsa Italiana2.08%
- 🇩🇪 FRA1.24%
- 🇺🇸 Chicago Board Options Exchange1.09%
- 🇩🇰 Copenhagen Stock Exchange1%
- 🇳🇴 Oslo Stock Exchange0.62%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States29.58%
- 🇺🇾 Uruguay17.66%
- 🇨🇳 China7.59%
- 🇬🇧 United Kingdom6.49%
- 🇨🇦 Canada5.72%
- 🇮🇱 Israel2.19%
- 🇮🇹 Italy2.08%
- 🇳🇱 Netherlands1.7%
- 🇦🇺 Australia1.64%
- 🇩🇪 Germany1.24%
- 🇩🇰 Denmark1%
- 🇳🇴 Norway0.62%
- 🇸🇬 Singapore0.3%
- 🇱🇺 Luxembourg0%
Dividends
Dividend Yield
1.12%
10 out of 40 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VOW3.DE (6.49%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.7/10
Beta
1.25
1.25
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-1.46
-1.46
-2
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.9
0.9
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Beta
1.25
1.25
0
0.8
1.2
0
2
Sharpe Ratio
0.31
0.31
0
0.5
1
1.5
1.5
Sortino Ratio
0.57
0.57
0
1
2
3
3
Jensen's Alpha
-1.46
-1.46
-2
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.9
0.9
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.13
0.13
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.8
High:
TWLO
287.17TWLOLow:
Z
-464.6ZDetails
PEG Ratio
46.44
High:TWLO
245.2TWLOLow:Z
-612.1ZDetails
Price/Book
3.21
High:
SGMO
18.88SGMOLow:
PTON
-7.05PTONDetails
Price/Sales
2
High:
ENVX
50.45ENVXLow:
ARVLF
-ARVLFDetails
Price/CF
10.34
High:
BBBY
52.46BBBYLow:
F
2.37FDetails
Price/FCF
23.08
High:
ENEL.MI
502.5ENEL.MILow:
ASC.L
2.81ASC.LDetails
P/E Ratio
23.8
High:TWLO
287.17TWLOLow:Z
-464.6ZDetails
PEG Ratio
46.44
High:TWLO
245.2TWLOLow:Z
-612.1ZDetails
Price/Book
3.21
High:SGMO
18.88SGMOLow:PTON
-7.05PTONDetails
Price/Sales
2
High:ENVX
50.45ENVXLow:ARVLF
-ARVLFDetails
Price/CF
10.34
High:BBBY
52.46BBBYLow:F
2.37FDetails
Price/FCF
23.08
High:ENEL.MI
502.5ENEL.MILow:ASC.L
2.81ASC.LDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Jan 2014 | - | 145 |