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-4.73%
This Month
-17.5%
Year To Date
+35.22%
2 Years
-51.62%
5 Years
+53.07%
10 Years
+8.05%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services29.82%
- 📊 ETFs19.73%
- 💰 Finance19.34%
- 🍞 Consumer Non Durables8.85%
- 💻 Electronic Technology7.58%
- 🛍️ Retail Trade5.35%
- 💼 Commercial Services5.12%
- 💇♀️ Consumer Services2.81%
- 💵 Cash1.29%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq50.58%
- 🇺🇸 NYSE29.71%
- 🇫🇷 Euronext Paris12.42%
- 🇩🇪 Xetra ETFs3.18%
- 🇩🇪 FRA2.71%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States61.29%
- 🇫🇷 France12.42%
- 🇩🇪 Germany2.71%
- 🇨🇳 China2.45%
Dividends
Dividend Yield
0.81%
12 out of 19 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MUV2.DE (4.5%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.5/10
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.3
0.3
0
0.5
1
1.5
1.5
Sortino Ratio
0.6
0.6
0
1
2
3
3
Jensen's Alpha
-2.94
-2.94
-3
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Beta
1.38
1.38
0
0.8
1.2
0
2
Sharpe Ratio
0.3
0.3
0
0.5
1
1.5
1.5
Sortino Ratio
0.6
0.6
0
1
2
3
3
Jensen's Alpha
-2.94
-2.94
-3
0
2
4.5
4.5
Omega Ratio
1.04
1.04
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.11
0.11
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.45
High:
MCO
34.44MCOLow:
INTC
-556.53INTCDetails
PEG Ratio
3.02
High:
TTD
195.98TTDLow:INTC
-566.72INTCDetails
Price/Book
7.2
High:
MA
60.42MALow:
CAP.PA
1.56CAP.PADetails
Price/Sales
6.79
High:MA
14.3MALow:CAP.PA
0.83CAP.PADetails
Price/CF
21.96
High:
MDB
63.55MDBLow:CAP.PA
10.08CAP.PADetails
Price/FCF
64.19
High:
BABA
1,196.17BABALow:CAP.PA
15.55CAP.PADetails
P/E Ratio
27.45
High:MCO
34.44MCOLow:INTC
-556.53INTCDetails
PEG Ratio
3.02
High:TTD
195.98TTDLow:INTC
-566.72INTCDetails
Price/Book
7.2
High:MA
60.42MALow:CAP.PA
1.56CAP.PADetails
Price/Sales
6.79
High:MA
14.3MALow:CAP.PA
0.83CAP.PADetails
Price/CF
21.96
High:MDB
63.55MDBLow:CAP.PA
10.08CAP.PADetails
Price/FCF
64.19
High:BABA
1,196.17BABALow:CAP.PA
15.55CAP.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-71.61% | Nov 2021 | - | 53 |
-18.28% | Sep 2020 | Feb 2021 | 5 |
-10.17% | Mar 2020 | Apr 2020 | 1 |
-7.35% | Jul 2021 | Oct 2021 | 3 |
-0.95% | Mar 2021 | Apr 2021 | 1 |