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-1.94%
This Month
-1.86%
Year To Date
+0.73%
2 Years
+29.67%
5 Years
+29.67%
10 Years
+11.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash55.12%
- 🛍️ Retail Trade19.45%
- 💻 Electronic Technology10.59%
- 💰 Finance9.07%
- 🖥️ Technology Services7.71%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq23.38%
- 🇺🇸 NYSE12.85%
- 🇩🇪 FRA10.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States32.45%
- 🇩🇪 Germany10.59%
- 🇸🇬 Singapore3.78%
Dividends
Performance Metrics
Score 4.3/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
-3.59
-3.59
-4
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
1.07
1.07
0
0.3
0.6
2
2
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.14
1.14
0
1
2
3
3
Jensen's Alpha
-3.59
-3.59
-4
0
2
4.5
4.5
Omega Ratio
0.56
0.56
0
1
1.5
2.5
2.5
Treynor Ratio
1.09
1.09
0
0.75
1.25
2
2
Information Ratio
-0.75
-0.75
-1
0.3
0.6
1
1
Calmar Ratio
1.07
1.07
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
29.74
High:
RHM.DE
86.26RHM.DELow:
JPM
14.96JPMDetails
PEG Ratio
399.81
High:JPM
1,118.42JPMLow:
SE
2.82SEDetails
Price/Book
5.62
High:RHM.DE
16.09RHM.DELow:JPM
2.36JPMDetails
Price/Sales
1.95
High:
NFLX
9.41NFLXLow:
WMT
1.44WMTDetails
Price/CF
16.93
High:RHM.DE
91.83RHM.DELow:JPM
8.75JPMDetails
Price/FCF
30.55
High:RHM.DE
5,198.92RHM.DELow:JPM
10.48JPMDetails
P/E Ratio
29.74
High:RHM.DE
86.26RHM.DELow:JPM
14.96JPMDetails
PEG Ratio
399.81
High:JPM
1,118.42JPMLow:SE
2.82SEDetails
Price/Book
5.62
High:RHM.DE
16.09RHM.DELow:JPM
2.36JPMDetails
Price/Sales
1.95
High:NFLX
9.41NFLXLow:WMT
1.44WMTDetails
Price/CF
16.93
High:RHM.DE
91.83RHM.DELow:JPM
8.75JPMDetails
Price/FCF
30.55
High:RHM.DE
5,198.92RHM.DELow:JPM
10.48JPMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-11.92% | Dec 2024 | - | 16 |
-3.34% | Apr 2024 | May 2024 | 1 |
-0.72% | Jul 2024 | Sep 2024 | 2 |