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-2.69%
This Month
+3.01%
Year To Date
-2.44%
2 Years
-30.63%
5 Years
-11.8%
10 Years
-2.26%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables19.99%
- 💵 Cash19.2%
- 🛠️ Producer Manufacturing14.15%
- 🛍️ Retail Trade9.64%
- 🏭 Industrial Services9.18%
- 🧬 Health Technology8.21%
- 🍞 Consumer Non Durables0.37%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 FRA43.78%
- 🇺🇸 NYSE9.18%
- 🇺🇸 Nasdaq8.59%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany43.78%
- 🇺🇸 United States17.77%
Dividends
Dividend Yield
3.16%
3 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (12.36%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.5/10
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-12.01
-12.01
-13
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
-0.3
-0.3
-1
0.75
1.25
2
2
Information Ratio
-1.16
-1.16
-2
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
-0.15
-0.15
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-12.01
-12.01
-13
0
2
4.5
4.5
Omega Ratio
0.44
0.44
0
1
1.5
2.5
2.5
Treynor Ratio
-0.3
-0.3
-1
0.75
1.25
2
2
Information Ratio
-1.16
-1.16
-2
0.3
0.6
1
1
Calmar Ratio
-0.04
-0.04
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
12.2
High:
HAL
22.82HALLow:
CEC.DE
-1,063.41CEC.DEDetails
PEG Ratio
-1.03
High:
BYND
-1.03BYNDLow:BYND
-1.03BYNDDetails
Price/Book
0.7
High:
OCGN
173.3OCGNLow:BYND
-0.08BYNDDetails
Price/Sales
0.44
High:OCGN
110.96OCGNLow:CEC.DE
0.09CEC.DEDetails
Price/CF
2.81
High:HAL
8.11HALLow:
ZIL2.DE
2.05ZIL2.DEDetails
Price/FCF
4.79
High:HAL
21.72HALLow:CEC.DE
3.65CEC.DEDetails
P/E Ratio
12.2
High:HAL
22.82HALLow:CEC.DE
-1,063.41CEC.DEDetails
PEG Ratio
-1.03
High:BYND
-1.03BYNDLow:BYND
-1.03BYNDDetails
Price/Book
0.7
High:OCGN
173.3OCGNLow:BYND
-0.08BYNDDetails
Price/Sales
0.44
High:OCGN
110.96OCGNLow:CEC.DE
0.09CEC.DEDetails
Price/CF
2.81
High:HAL
8.11HALLow:ZIL2.DE
2.05ZIL2.DEDetails
Price/FCF
4.79
High:HAL
21.72HALLow:CEC.DE
3.65CEC.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.38% | Nov 2021 | - | 53 |
-4.08% | Jul 2021 | Oct 2021 | 3 |
-1.22% | Oct 2020 | Nov 2020 | 1 |
-1.13% | May 2020 | Jun 2020 | 1 |