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-6.43%
This Month
-6.43%
Year To Date
+0.68%
2 Years
-28.95%
5 Years
+129.19%
10 Years
-40.27%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services30.94%
- 💻 Electronic Technology28.65%
- 🚚 Transportation9.64%
- 🧪 Process Industries9.42%
- 🍞 Consumer Non Durables7.47%
- 💵 Cash5.73%
- 🛍️ Retail Trade3.46%
- 🚗 Consumer Durables3.33%
- 📊 ETFs1.22%
- 💰 Finance0.38%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq33.14%
- 🇫🇷 Euronext Paris24.27%
- 🇺🇸 NYSE22.11%
- 🇩🇪 FRA10.03%
- 🇮🇹 Borsa Italiana4.96%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States41.87%
- 🇳🇱 Netherlands14.86%
- 🇩🇪 Germany10.03%
- 🇫🇷 France9.42%
- 🇯🇵 Japan9.21%
- 🇨🇭 Switzerland4.96%
- 🇸🇬 Singapore2.94%
Dividends
Dividend Yield
1.42%
9 out of 13 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PAH3.DE (5.26%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.4/10
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.46
0.46
0
0.5
1
1.5
1.5
Sortino Ratio
0.77
0.77
0
1
2
3
3
Jensen's Alpha
-0.53
-0.53
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.46
0.46
0
0.5
1
1.5
1.5
Sortino Ratio
0.77
0.77
0
1
2
3
3
Jensen's Alpha
-0.53
-0.53
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.94
0.94
0
0.75
1.25
2
2
Information Ratio
-0.22
-0.22
-1
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
34.32
High:
GRAB
150.5GRABLow:
PAH3.DE
-0.52PAH3.DEDetails
PEG Ratio
164.04
High:
SONY
263.14SONYLow:
AIR.PA
55.31AIR.PADetails
Price/Book
8.63
High:
PEP
10.49PEPLow:
ETSY
-5.06ETSYDetails
Price/Sales
8.41
High:
MSFT
12.24MSFTLow:
SFGYY
0.39SFGYYDetails
Price/CF
24.31
High:GRAB
60.72GRABLow:
DHL.DE
4.86DHL.DEDetails
Price/FCF
65.27
High:PEP
5,253.35PEPLow:DHL.DE
11.1DHL.DEDetails
P/E Ratio
34.32
High:GRAB
150.5GRABLow:PAH3.DE
-0.52PAH3.DEDetails
PEG Ratio
164.04
High:SONY
263.14SONYLow:AIR.PA
55.31AIR.PADetails
Price/Book
8.63
High:PEP
10.49PEPLow:ETSY
-5.06ETSYDetails
Price/Sales
8.41
High:MSFT
12.24MSFTLow:SFGYY
0.39SFGYYDetails
Price/CF
24.31
High:GRAB
60.72GRABLow:DHL.DE
4.86DHL.DEDetails
Price/FCF
65.27
High:PEP
5,253.35PEPLow:DHL.DE
11.1DHL.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.84% | Mar 2014 | - | 143 |