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-6.45%
This Month
-9.58%
Year To Date
+16.71%
2 Years
+41.23%
5 Years
+41.23%
10 Years
+10.11%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🧩 Miscellaneous47.58%
- 📊 ETFs37.32%
- 💵 Cash20.39%
- 🍞 Consumer Non Durables1.06%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq48.02%
- 🇺🇸 NYSE36.87%
- 🇩🇪 FRA1.06%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany1.06%
Dividends
Dividend Yield
0.45%
4 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $ADS.DE (2.04%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.7/10
Beta
0.95
0.95
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
0
0
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
0
0.3
0.6
1
1
Beta
0.95
0.95
0
0.8
1.2
0
2
Sharpe Ratio
0.55
0.55
0
0.5
1
1.5
1.5
Sortino Ratio
0.85
0.85
0
1
2
3
3
Jensen's Alpha
0
0
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
0.75
0.75
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.59
0.59
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.23
High:
ADS.DE
18.23ADS.DELow:ADS.DE
18.23ADS.DEDetails
PEG Ratio
24.24
High:ADS.DE
24.24ADS.DELow:ADS.DE
24.24ADS.DEDetails
Price/Book
4.23
High:ADS.DE
4.23ADS.DELow:ADS.DE
4.23ADS.DEDetails
Price/Sales
0.98
High:ADS.DE
0.98ADS.DELow:ADS.DE
0.98ADS.DEDetails
Price/CF
51.28
High:ADS.DE
51.28ADS.DELow:ADS.DE
51.28ADS.DEDetails
Price/FCF
107.7
High:ADS.DE
107.7ADS.DELow:ADS.DE
107.7ADS.DEDetails
P/E Ratio
18.23
High:ADS.DE
18.23ADS.DELow:ADS.DE
18.23ADS.DEDetails
PEG Ratio
24.24
High:ADS.DE
24.24ADS.DELow:ADS.DE
24.24ADS.DEDetails
Price/Book
4.23
High:ADS.DE
4.23ADS.DELow:ADS.DE
4.23ADS.DEDetails
Price/Sales
0.98
High:ADS.DE
0.98ADS.DELow:ADS.DE
0.98ADS.DEDetails
Price/CF
51.28
High:ADS.DE
51.28ADS.DELow:ADS.DE
51.28ADS.DEDetails
Price/FCF
107.7
High:ADS.DE
107.7ADS.DELow:ADS.DE
107.7ADS.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-20.5% | Apr 2022 | Jun 2023 | 14 |
-11.74% | Feb 2026 | - | 3 |
-7.73% | Feb 2025 | Jun 2025 | 4 |
-7.03% | Aug 2023 | Nov 2023 | 3 |
-3.23% | Apr 2024 | Jun 2024 | 2 |
-1.46% | Nov 2025 | Jan 2026 | 2 |
-1.19% | Oct 2024 | Nov 2024 | 1 |
-0.57% | Dec 2024 | Jan 2025 | 1 |
-0.17% | Jul 2024 | Aug 2024 | 1 |