-1.72%
Today
+3.46%
This Month
+8.05%
Year To Date
+31.16%
2 Years
+35.47%
5 Years
+9.06%
Annualized
- OtelloRuggeri
- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance64.07%
- 💵 Cash15.79%
- 💻 Electronic Technology9.84%
- 🌾 Commodities6.21%
- 🪙 Cryptocurrencies0.38%
Exchanges Breakdown
- Exchange
- Total
- 🇮🇹 Borsa Italiana73.91%
- 🌍 Commodity6.21%
- 🌍 Digital Currency0.38%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy73.91%
Dividends
Dividend Yield
3.59%
8 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BFF.MI (11.94%)
Performance Metrics
Score 4.7/10
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
1.84
1.84
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
1.84
1.84
-2
0
2
4.5
4.5
Omega Ratio
1.03
1.03
0
1
1.5
2.5
2.5
Treynor Ratio
0.78
0.78
0
0.75
1.25
2
2
Information Ratio
0.03
0.03
0
0.3
0.6
1
1
Calmar Ratio
0.2
0.2
0
0.3
0.6
1
1
Drawdowns
- OtelloRuggeri
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-40.48% | Nov 2021 | Dec 2024 | 37 |
-0.77% | Jan 2025 | Feb 2025 | 1 |