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+0.23%
This Month
+7.93%
Year To Date
+156.64%
2 Years
-88.34%
5 Years
-88.34%
10 Years
-37.97%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services34.66%
- 🛍️ Retail Trade22.98%
- 💼 Commercial Services16.5%
- 🏥 Health Services15.87%
- 🍞 Consumer Non Durables9.99%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq49.08%
- 🇺🇸 NYSE32.37%
- 🇫🇷 Euronext Paris9.99%
- 🇭🇰 Hong Kong Exchanges8.38%
- 🇩🇪 FRA0.18%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States81.45%
- 🇫🇷 France9.99%
- 🇨🇳 China8.38%
- 🇩🇪 Germany0.18%
Dividends
Dividend Yield
1.13%
5 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $UNH (3.04%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.2/10
Beta
1.64
1.64
0
0.8
1.2
0
2
Sharpe Ratio
-0.1
-0.1
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.12
-0.12
-1
1
2
3
3
Jensen's Alpha
-18.93
-18.93
-19
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Beta
1.64
1.64
0
0.8
1.2
0
2
Sharpe Ratio
-0.1
-0.1
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.12
-0.12
-1
1
2
3
3
Jensen's Alpha
-18.93
-18.93
-19
0
2
4.5
4.5
Omega Ratio
0.76
0.76
0
1
1.5
2.5
2.5
Treynor Ratio
-0.35
-0.35
-1
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
20.06
High:
NEM.DE
38.84NEM.DELow:
FDS
14.34FDSDetails
PEG Ratio
88.47
High:NEM.DE
198.93NEM.DELow:
SFM
35SFMDetails
Price/Book
3.14
High:
ADBE
9.7ADBELow:
9988.HK
2.079988.HKDetails
Price/Sales
1.22
High:NEM.DE
6.86NEM.DELow:
UNH
0.59UNHDetails
Price/CF
16.58
High:NEM.DE
34.7NEM.DELow:SFM
10.87SFMDetails
Price/FCF
34.47
High:9988.HK
2,771.019988.HKLow:ADBE
13.55ADBEDetails
P/E Ratio
20.06
High:NEM.DE
38.84NEM.DELow:FDS
14.34FDSDetails
PEG Ratio
88.47
High:NEM.DE
198.93NEM.DELow:SFM
35SFMDetails
Price/Book
3.14
High:ADBE
9.7ADBELow:9988.HK
2.079988.HKDetails
Price/Sales
1.22
High:NEM.DE
6.86NEM.DELow:UNH
0.59UNHDetails
Price/CF
16.58
High:NEM.DE
34.7NEM.DELow:SFM
10.87SFMDetails
Price/FCF
34.47
High:9988.HK
2,771.019988.HKLow:ADBE
13.55ADBEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-97.8% | Sep 2021 | - | 55 |