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0%
This Month
+0.18%
Year To Date
+10.01%
2 Years
+22.38%
5 Years
-100%
10 Years
-53.66%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs95.99%
- 🧩 Miscellaneous3.61%
- 🪙 Cryptocurrencies0.34%
- 💵 Cash0.05%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs96.54%
- 🇬🇧 LSE2.44%
- 🇺🇸 Nasdaq0.62%
- 🌍 Digital Currency0.34%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0.01%
13 out of 27 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $IEML.L (4.12%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.7/10
Beta
0.19
0.19
0
0.8
1.2
0
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-8.08
-8.08
-9
0
2
4.5
4.5
Omega Ratio
0.42
0.42
0
1
1.5
2.5
2.5
Treynor Ratio
-2.78
-2.78
-3
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-1
0.3
0.6
1
1
Beta
0.19
0.19
0
0.8
1.2
0
2
Sharpe Ratio
-0.19
-0.19
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.2
-0.2
-1
1
2
3
3
Jensen's Alpha
-8.08
-8.08
-9
0
2
4.5
4.5
Omega Ratio
0.42
0.42
0
1
1.5
2.5
2.5
Treynor Ratio
-2.78
-2.78
-3
0.75
1.25
2
2
Information Ratio
-0.51
-0.51
-1
0.3
0.6
1
1
Calmar Ratio
-1
-1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-100% | Dec 2020 | - | 64 |
-23.53% | Sep 2014 | Nov 2019 | 62 |
-8.18% | Jan 2020 | Jul 2020 | 6 |
-4.89% | Sep 2020 | Nov 2020 | 2 |