-0.81%
Today
-0.78%
This Month
+8.7%
Year To Date
+30.83%
2 Years
+104.01%
5 Years
+9.5%
Annualized
- NikosKatsikanis
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs43.33%
- ⚡ Utilities23.75%
- 💵 Cash16.77%
- 🚗 Consumer Durables12.5%
- 🧬 Health Technology3.24%
- 💰 Finance0.99%
- 💇♀️ Consumer Services0.55%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56.54%
- 🇬🇧 LSE27.61%
- 🇭🇰 Hong Kong Exchanges0.21%
Countries Breakdown
- Country
- Total
- 🇬🇧 United Kingdom27.61%
- 🇮🇹 Italy11.88%
- 🇺🇸 United States1.33%
- 🇨🇳 China0.21%
Dividends
Dividend Yield
0.99%
4 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $GSK.L (3.92%)
Performance Metrics
Score 5.5/10
Beta
0.64
0.64
0
0.8
1.2
0
2
Sharpe Ratio
0.45
0.45
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
2.04
2.04
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Beta
0.64
0.64
0
0.8
1.2
0
2
Sharpe Ratio
0.45
0.45
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
2.04
2.04
-2
0
2
4.5
4.5
Omega Ratio
0.92
0.92
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Drawdowns
- NikosKatsikanis
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-27.79% | Mar 2018 | Nov 2020 | 32 |
-23.28% | Nov 2021 | May 2024 | 30 |
-8.16% | Jul 2021 | Oct 2021 | 3 |
-4.63% | Jan 2018 | Feb 2018 | 1 |
-2.84% | Jun 2024 | Jul 2024 | 1 |
-0.67% | Sep 2024 | Oct 2024 | 1 |
-0.37% | Feb 2021 | Mar 2021 | 1 |