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+10.15%
This Month
-5.97%
Year To Date
+110.14%
2 Years
-96.75%
5 Years
-100%
10 Years
-91.9%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🪙 Cryptocurrencies51.69%
- 🌾 Commodities15.94%
- 🍞 Consumer Non Durables9.31%
- 💵 Cash7.1%
- 🖥️ Technology Services6.26%
- 💼 Commercial Services6.01%
- 🛍️ Retail Trade1.19%
- 🧬 Health Technology0.74%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Digital Currency51.69%
- 🌍 Commodity15.94%
- 🇺🇸 Nasdaq13.02%
- 🇫🇷 Euronext Paris9.31%
- 🇺🇸 NYSE1.19%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States13.02%
- 🇫🇷 France9.31%
- 🇨🇳 China1.19%
Dividends
Dividend Yield
0.47%
4 out of 16 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $RI.PA (6.95%)
Performance Metrics
Score 2.5/10
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
-1.08
-1.08
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-62.15
-62.15
-63
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-14.91
-14.91
-15
0.75
1.25
2
2
Information Ratio
-1.21
-1.21
-2
0.3
0.6
1
1
Calmar Ratio
-0.92
-0.92
-1
0.3
0.6
1
1
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
-1.08
-1.08
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.09
-1.09
-2
1
2
3
3
Jensen's Alpha
-62.15
-62.15
-63
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
-14.91
-14.91
-15
0.75
1.25
2
2
Information Ratio
-1.21
-1.21
-2
0.3
0.6
1
1
Calmar Ratio
-0.92
-0.92
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.22
High:
OR.PA
31.08OR.PALow:
MSTR
-9.05MSTRDetails
PEG Ratio
44.22
High:
ADBE
112.08ADBELow:
ALDX
-7.98ALDXDetails
Price/Book
2.78
High:ADBE
8.68ADBELow:
RI.PA
1.1RI.PADetails
Price/Sales
3.16
High:MSTR
102.58MSTRLow:ALDX
-ALDXDetails
Price/CF
18.11
High:MSTR
7,511.07MSTRLow:
PYPL
8.54PYPLDetails
Price/FCF
32.89
High:
BABA
1,196.17BABALow:PYPL
10.09PYPLDetails
P/E Ratio
29.22
High:OR.PA
31.08OR.PALow:MSTR
-9.05MSTRDetails
PEG Ratio
44.22
High:ADBE
112.08ADBELow:ALDX
-7.98ALDXDetails
Price/Book
2.78
High:ADBE
8.68ADBELow:RI.PA
1.1RI.PADetails
Price/Sales
3.16
High:MSTR
102.58MSTRLow:ALDX
-ALDXDetails
Price/CF
18.11
High:MSTR
7,511.07MSTRLow:PYPL
8.54PYPLDetails
Price/FCF
32.89
High:BABA
1,196.17BABALow:PYPL
10.09PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Sep 2017 | - | 104 |