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+4.12%
This Month
+1.35%
Year To Date
+29.4%
2 Years
-20.42%
5 Years
+8.85%
10 Years
+1.53%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💇♀️ Consumer Services16.45%
- 🌾 Commodities15.73%
- 💹 Forex11.97%
- 💵 Cash3.97%
- 🍞 Consumer Non Durables2.12%
- 🖥️ Technology Services2.12%
- 💻 Electronic Technology2.01%
- 🚗 Consumer Durables1.97%
- 🛍️ Retail Trade1.23%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity15.73%
- 🌍 FX11.97%
- 🇺🇸 Nasdaq11.41%
- 🇩🇪 FRA9.13%
- 🇺🇸 NYSE3.35%
- 🇭🇰 Hong Kong Exchanges2.01%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States13.54%
- 🇩🇪 Germany9.13%
- 🇨🇳 China3.24%
Dividends
Dividend Yield
0.39%
5 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $KO (2.7%)
Performance Metrics
Score 5.3/10
Beta
0.04
0.04
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
1.98
1.98
-2
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
5.16
5.16
0
0.75
1.25
6
6
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
0.04
0.04
0
0.8
1.2
0
2
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
1.98
1.98
-2
0
2
4.5
4.5
Omega Ratio
0.72
0.72
0
1
1.5
2.5
2.5
Treynor Ratio
5.16
5.16
0
0.75
1.25
6
6
Information Ratio
-0.41
-0.41
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
32.18
High:
TSLA
327.53TSLALow:
PSKY
-24.21PSKYDetails
PEG Ratio
15.96
High:
KO
107.14KOLow:PSKY
-25.41PSKYDetails
Price/Book
7.12
High:TSLA
16.09TSLALow:
BVB.DE
1.02BVB.DEDetails
Price/Sales
6.92
High:TSLA
13.15TSLALow:PSKY
0.41PSKYDetails
Price/CF
29.62
High:TSLA
107.92TSLALow:BVB.DE
3.66BVB.DEDetails
Price/FCF
95.84
High:
BABA
1,196.17BABALow:BVB.DE
4.49BVB.DEDetails
P/E Ratio
32.18
High:TSLA
327.53TSLALow:PSKY
-24.21PSKYDetails
PEG Ratio
15.96
High:KO
107.14KOLow:PSKY
-25.41PSKYDetails
Price/Book
7.12
High:TSLA
16.09TSLALow:BVB.DE
1.02BVB.DEDetails
Price/Sales
6.92
High:TSLA
13.15TSLALow:PSKY
0.41PSKYDetails
Price/CF
29.62
High:TSLA
107.92TSLALow:BVB.DE
3.66BVB.DEDetails
Price/FCF
95.84
High:BABA
1,196.17BABALow:BVB.DE
4.49BVB.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-52.41% | Nov 2021 | - | 54 |
-13.32% | Feb 2021 | Oct 2021 | 8 |
-10.48% | Jul 2020 | Nov 2020 | 4 |