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-7.89%
This Month
+8.37%
Year To Date
+3.48%
2 Years
-56.38%
5 Years
-97.95%
10 Years
-38.61%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash17.05%
- 💹 Forex2.21%
- 🌾 Commodities1.94%
- 🚗 Consumer Durables1.84%
- 🏥 Health Services1.72%
- 💻 Electronic Technology1.6%
- 🛠️ Producer Manufacturing0.57%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE5.2%
- 🌍 FX2.21%
- 🌍 Commodity1.94%
- 🇩🇪 FRA0.53%
- 🇺🇸 Nasdaq0%
- 🇮🇹 Borsa Italiana0%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States3.36%
- 🇮🇹 Italy1.84%
- 🇩🇪 Germany0.53%
- 🇨🇦 Canada0%
- 🇳🇱 Netherlands0%
Dividends
Dividend Yield
0.08%
5 out of 12 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $STLA.US (10.69%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.7/10
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.44
-0.44
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.56
-0.56
-1
1
2
3
3
Jensen's Alpha
-23.27
-23.27
-24
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
-5.82
-5.82
-6
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Beta
0.32
0.32
0
0.8
1.2
0
2
Sharpe Ratio
-0.44
-0.44
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.56
-0.56
-1
1
2
3
3
Jensen's Alpha
-23.27
-23.27
-24
0
2
4.5
4.5
Omega Ratio
0.55
0.55
0
1
1.5
2.5
2.5
Treynor Ratio
-5.82
-5.82
-6
0.75
1.25
2
2
Information Ratio
-0.65
-0.65
-1
0.3
0.6
1
1
Calmar Ratio
-0.32
-0.32
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.32
High:
BA
119.9BALow:
SES
-6.21SESDetails
PEG Ratio
247.35
High:
RACE
345.19RACELow:
OGI
11.57OGIDetails
Price/Book
4.53
High:BA
32.74BALow:
STLA.US
0.34STLA.USDetails
Price/Sales
0.92
High:SES
30.66SESLow:STLA.US
0.12STLA.USDetails
Price/CF
22.31
High:BA
163.87BALow:STLA.US
8.71STLA.USDetails
Price/FCF
47.13
High:
RHM.DE
5,198.92RHM.DELow:STLA.US
8.29STLA.USDetails
P/E Ratio
31.32
High:BA
119.9BALow:SES
-6.21SESDetails
PEG Ratio
247.35
High:RACE
345.19RACELow:OGI
11.57OGIDetails
Price/Book
4.53
High:BA
32.74BALow:STLA.US
0.34STLA.USDetails
Price/Sales
0.92
High:SES
30.66SESLow:STLA.US
0.12STLA.USDetails
Price/CF
22.31
High:BA
163.87BALow:STLA.US
8.71STLA.USDetails
Price/FCF
47.13
High:RHM.DE
5,198.92RHM.DELow:STLA.US
8.29STLA.USDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.6% | May 2015 | - | 131 |