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+10.25%
This Month
+0.5%
Year To Date
+25.15%
2 Years
-24.89%
5 Years
-19.23%
10 Years
-3.87%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs53.76%
- 🧩 Miscellaneous30.76%
- 🖥️ Technology Services9.08%
- 🧬 Health Technology5.7%
- 💵 Cash0.72%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE30.76%
- 🇺🇸 NYSE28.2%
- 🇺🇸 Nasdaq25.55%
- 🇩🇪 FRA9.08%
- 🇩🇰 Copenhagen Stock Exchange5.7%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany9.08%
- 🇩🇰 Denmark5.7%
Dividends
Dividend Yield
0.41%
2 out of 5 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $NOVO-B.CO (4.54%)
Performance Metrics
Score 2.6/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
-0.25
-0.25
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.31
-0.31
-1
1
2
3
3
Jensen's Alpha
-11.61
-11.61
-12
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
-0.76
-0.76
-1
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
-0.25
-0.25
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.31
-0.31
-1
1
2
3
3
Jensen's Alpha
-11.61
-11.61
-12
0
2
4.5
4.5
Omega Ratio
0.54
0.54
0
1
1.5
2.5
2.5
Treynor Ratio
-0.76
-0.76
-1
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
17.05
High:
SAP.DE
23.9SAP.DELow:
NOVO-B.CO
11.2NOVO-B.CODetails
PEG Ratio
288.54
High:NOVO-B.CO
719.66NOVO-B.COLow:SAP.DE
17.76SAP.DEDetails
Price/Book
4.46
High:NOVO-B.CO
5.91NOVO-B.COLow:SAP.DE
3.93SAP.DEDetails
Price/Sales
4.34
High:SAP.DE
4.78SAP.DELow:NOVO-B.CO
3.71NOVO-B.CODetails
Price/CF
18.88
High:SAP.DE
27.13SAP.DELow:NOVO-B.CO
12.15NOVO-B.CODetails
Price/FCF
61.15
High:NOVO-B.CO
201.02NOVO-B.COLow:SAP.DE
44.24SAP.DEDetails
P/E Ratio
17.05
High:SAP.DE
23.9SAP.DELow:NOVO-B.CO
11.2NOVO-B.CODetails
PEG Ratio
288.54
High:NOVO-B.CO
719.66NOVO-B.COLow:SAP.DE
17.76SAP.DEDetails
Price/Book
4.46
High:NOVO-B.CO
5.91NOVO-B.COLow:SAP.DE
3.93SAP.DEDetails
Price/Sales
4.34
High:SAP.DE
4.78SAP.DELow:NOVO-B.CO
3.71NOVO-B.CODetails
Price/CF
18.88
High:SAP.DE
27.13SAP.DELow:NOVO-B.CO
12.15NOVO-B.CODetails
Price/FCF
61.15
High:NOVO-B.CO
201.02NOVO-B.COLow:SAP.DE
44.24SAP.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-57.96% | Mar 2022 | - | 50 |
-6.44% | Jan 2022 | Feb 2022 | 1 |
-3.4% | Sep 2021 | Nov 2021 | 2 |
-1.2% | May 2021 | Jul 2021 | 2 |