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+1.98%
This Month
+3.12%
Year To Date
+29.54%
2 Years
+3.08%
5 Years
-6.72%
10 Years
-0.8%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash63.24%
- 🛍️ Retail Trade12.28%
- 💰 Finance8.57%
- 📊 ETFs3.92%
- 🍞 Consumer Non Durables3.77%
- ❓ Other3.47%
- 💼 Commercial Services1.22%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE13.93%
- 🇭🇰 Hong Kong Exchanges12.28%
- Regular Trading Hours - RTH3.92%
- 🇦🇪 Dubai Financial Market3.1%
- 🇬🇧 LSE0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States12.34%
- 🇨🇳 China12.28%
- 🇬🇧 United Kingdom1.22%
Dividends
Dividend Yield
0.29%
4 out of 12 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $NKE (3.65%)
Performance Metrics
Score 3.4/10
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-1.5
-1.5
-2
0
2
4.5
4.5
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
0.69
0.69
0
0.75
1.25
2
2
Information Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Beta
0.97
0.97
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-1.5
-1.5
-2
0
2
4.5
4.5
Omega Ratio
0.96
0.96
0
1
1.5
2.5
2.5
Treynor Ratio
0.69
0.69
0
0.75
1.25
2
2
Information Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Calmar Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22.1
High:
BRK.B.RTH
98.33BRK.B.RTHLow:
KLAR
-31.19KLARDetails
PEG Ratio
N/A
Details
Price/Book
1.72
High:
NKE.RTH
11.44NKE.RTHLow:
BRK.B
1.44BRK.BDetails
Price/Sales
2.45
High:
BLK
6.74BLKLow:
NKE
1.42NKEDetails
Price/CF
23.26
High:NKE
54.38NKELow:KLAR
8.84KLARDetails
Price/FCF
67.35
High:
9988.HK
2,771.019988.HKLow:KLAR
8.85KLARDetails
P/E Ratio
22.1
High:BRK.B.RTH
98.33BRK.B.RTHLow:KLAR
-31.19KLARDetails
PEG Ratio
N/A
Details
Price/Book
1.72
High:NKE.RTH
11.44NKE.RTHLow:BRK.B
1.44BRK.BDetails
Price/Sales
2.45
High:BLK
6.74BLKLow:NKE
1.42NKEDetails
Price/CF
23.26
High:NKE
54.38NKELow:KLAR
8.84KLARDetails
Price/FCF
67.35
High:9988.HK
2,771.019988.HKLow:KLAR
8.85KLARDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-83.69% | Jan 2018 | - | 101 |
-5.96% | Sep 2017 | Dec 2017 | 3 |