Loading...
+1.52%
This Month
-1.74%
Year To Date
+19.44%
2 Years
+34.91%
5 Years
+66.39%
10 Years
+9.4%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚚 Transportation37.6%
- 🛍️ Retail Trade30.54%
- 🚗 Consumer Durables16.09%
- 💇♀️ Consumer Services12.15%
- 🖥️ Technology Services2.51%
- 💵 Cash0.42%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE45.36%
- 🇫🇷 Euronext Paris22.98%
- 🇺🇸 Nasdaq16.23%
- 🇩🇪 FRA14.32%
Countries Breakdown
- Country
- Total
- 🇨🇳 China46.13%
- 🇫🇷 France22.98%
- 🇺🇸 United States15.2%
- 🇩🇪 Germany14.32%
- 🇮🇱 Israel0.26%
Dividends
Dividend Yield
0.75%
3 out of 11 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SBUX (2.44%)
Performance Metrics
Score 5.5/10
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
2.36
2.36
-2
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Beta
0.59
0.59
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.63
0.63
0
1
2
3
3
Jensen's Alpha
2.36
2.36
-2
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
1.16
1.16
0
0.75
1.25
2
2
Information Ratio
-0.08
-0.08
-1
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
21.83
High:
SBUX
77.41SBUXLow:
NIU
-14.03NIUDetails
PEG Ratio
130.52
High:
FRA.DE
513.77FRA.DELow:NIU
-31.17NIUDetails
Price/Book
2.33
High:
NIO
18.79NIOLow:SBUX
-13.65SBUXDetails
Price/Sales
1.89
High:
ZM
6.09ZMLow:
AF.PA
0.09AF.PADetails
Price/CF
19.65
High:
BABA
28.22BABALow:AF.PA
0.53AF.PADetails
Price/FCF
480.3
High:SBUX
1,256.06SBUXLow:
UBI.PA
1.61UBI.PADetails
P/E Ratio
21.83
High:SBUX
77.41SBUXLow:NIU
-14.03NIUDetails
PEG Ratio
130.52
High:FRA.DE
513.77FRA.DELow:NIU
-31.17NIUDetails
Price/Book
2.33
High:NIO
18.79NIOLow:SBUX
-13.65SBUXDetails
Price/Sales
1.89
High:ZM
6.09ZMLow:AF.PA
0.09AF.PADetails
Price/CF
19.65
High:BABA
28.22BABALow:AF.PA
0.53AF.PADetails
Price/FCF
480.3
High:SBUX
1,256.06SBUXLow:UBI.PA
1.61UBI.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-21.88% | Jul 2021 | Jun 2023 | 23 |
-20.54% | Oct 2025 | - | 8 |
-14.31% | Mar 2025 | Aug 2025 | 5 |
-13.94% | Jan 2024 | Sep 2024 | 8 |
-12.58% | Aug 2023 | Dec 2023 | 4 |
-10.67% | Oct 2024 | Feb 2025 | 4 |
-1.94% | Sep 2020 | Nov 2020 | 2 |
-0.41% | May 2021 | Jun 2021 | 1 |
-0.27% | Mar 2021 | Apr 2021 | 1 |
-0.09% | Dec 2020 | Jan 2021 | 1 |