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+1.6%
This Month
+3.79%
Year To Date
+2.14%
2 Years
-27.34%
5 Years
-12.63%
10 Years
-23.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧪 Process Industries38.98%
- 💵 Cash27.49%
- 🚗 Consumer Durables26.84%
- 🪨 Non Energy Minerals3.79%
- ⛏️ Energy Minerals0%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 FRA65.83%
- 🇦🇺 Sydney3.79%
- 🇬🇧 LSE0%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany65.83%
- 🇦🇺 Australia3.79%
- 🇷🇺 Russia0%
Dividends
Dividend Yield
3.47%
3 out of 4 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $NVTKL.L (109.46%)
Performance Metrics
Score 2.6/10
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-7.63
-7.63
-8
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.44
-0.44
-1
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Beta
0.49
0.49
0
0.8
1.2
0
2
Sharpe Ratio
-0.17
-0.17
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.24
-0.24
-1
1
2
3
3
Jensen's Alpha
-7.63
-7.63
-8
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-0.44
-0.44
-1
0.75
1.25
2
2
Information Ratio
-0.89
-0.89
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
15.99
High:
BAS.DE
29.14BAS.DELow:
LTR.ASX
-16.01LTR.ASXDetails
PEG Ratio
117.77
High:BAS.DE
117.77BAS.DELow:BAS.DE
117.77BAS.DEDetails
Price/Book
0.84
High:LTR.ASX
8.59LTR.ASXLow:
NVTKL.L
0.01NVTKL.LDetails
Price/Sales
0.54
High:LTR.ASX
15.36LTR.ASXLow:
MBG.DE
0.38MBG.DEDetails
Price/CF
4.7
High:NVTKL.L
24.61NVTKL.LLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
16.06
High:BAS.DE
656.13BAS.DELow:MBG.DE
6.89MBG.DEDetails
P/E Ratio
15.99
High:BAS.DE
29.14BAS.DELow:LTR.ASX
-16.01LTR.ASXDetails
PEG Ratio
117.77
High:BAS.DE
117.77BAS.DELow:BAS.DE
117.77BAS.DEDetails
Price/Book
0.84
High:LTR.ASX
8.59LTR.ASXLow:NVTKL.L
0.01NVTKL.LDetails
Price/Sales
0.54
High:LTR.ASX
15.36LTR.ASXLow:MBG.DE
0.38MBG.DEDetails
Price/CF
4.7
High:NVTKL.L
24.61NVTKL.LLow:MBG.DE
3.21MBG.DEDetails
Price/FCF
16.06
High:BAS.DE
656.13BAS.DELow:MBG.DE
6.89MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-64.66% | Nov 2013 | - | 150 |
-28.35% | Jan 2013 | Sep 2013 | 8 |
-11.56% | Jan 2012 | Aug 2012 | 7 |
-1.19% | Sep 2012 | Oct 2012 | 1 |