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-6.26%
This Month
+5.17%
Year To Date
+27.65%
2 Years
+15.18%
5 Years
+28.69%
10 Years
+5.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs44.07%
- ⚡ Utilities22.59%
- 🍞 Consumer Non Durables9.49%
- 🛠️ Producer Manufacturing5.97%
- 📡 Communications4.3%
- 💰 Finance3.73%
- 🖥️ Technology Services3.66%
- 💻 Electronic Technology2.16%
- 🪨 Non Energy Minerals1.96%
- 🚗 Consumer Durables0.89%
- 🧬 Health Technology0.63%
- 🛍️ Retail Trade0.39%
- 💵 Cash0.15%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs27.61%
- 🇺🇸 NYSE24.93%
- 🇺🇸 Nasdaq16.09%
- 🇮🇹 Borsa Italiana9.58%
- 🇩🇪 FRA6.57%
- 🇫🇷 Euronext Paris6.13%
- 🇸🇪 Stockholm Stock Exchange3.7%
- 🇵🇹 Euronext Lisbon3.27%
- 🇦🇺 Sydney1.96%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States10.39%
- 🇬🇧 United Kingdom9.49%
- 🇮🇹 Italy8.69%
- 🇩🇪 Germany6.57%
- 🇫🇷 France6.13%
- 🇸🇪 Sweden3.7%
- 🇵🇹 Portugal3.27%
- 🇰🇾 Cayman Islands2.23%
- 🇦🇺 Australia1.96%
- 🇮🇱 Israel1.43%
- 🇳🇱 Netherlands0.89%
- 🇩🇰 Denmark0.63%
- 🇨🇳 China0.39%
Dividends
Dividend Yield
2.15%
12 out of 25 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STLAM.MI (10.46%)
Dividend Yield Breakdown
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.2/10
Beta
1.44
1.44
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
5.75
5.75
-2
0
2
6
6
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.2
1.2
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Beta
1.44
1.44
0
0.8
1.2
0
2
Sharpe Ratio
0.38
0.38
0
0.5
1
1.5
1.5
Sortino Ratio
0.56
0.56
0
1
2
3
3
Jensen's Alpha
5.75
5.75
-2
0
2
6
6
Omega Ratio
1.24
1.24
0
1
1.5
2.5
2.5
Treynor Ratio
1.2
1.2
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.07
0.07
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
20.01
High:
BA
119.9BALow:
MBLY
-17.17MBLYDetails
PEG Ratio
73
High:
VIE.PA
211.53VIE.PALow:MBLY
-19.66MBLYDetails
Price/Book
2.74
High:BA
32.74BALow:
STLAM.MI
0.35STLAM.MIDetails
Price/Sales
1.97
High:
CRDO
18.43CRDOLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
11.22
High:BA
163.87BALow:
UNI.MI
3.12UNI.MIDetails
Price/FCF
48.09
High:
BABA
1,196.17BABALow:UNI.MI
4.7UNI.MIDetails
P/E Ratio
20.01
High:BA
119.9BALow:MBLY
-17.17MBLYDetails
PEG Ratio
73
High:VIE.PA
211.53VIE.PALow:MBLY
-19.66MBLYDetails
Price/Book
2.74
High:BA
32.74BALow:STLAM.MI
0.35STLAM.MIDetails
Price/Sales
1.97
High:CRDO
18.43CRDOLow:STLAM.MI
0.12STLAM.MIDetails
Price/CF
11.22
High:BA
163.87BALow:UNI.MI
3.12UNI.MIDetails
Price/FCF
48.09
High:BABA
1,196.17BABALow:UNI.MI
4.7UNI.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-86.55% | Jan 2022 | - | 51 |
-25.66% | Nov 2021 | Dec 2021 | 1 |
-0.58% | Sep 2021 | Oct 2021 | 1 |