Loading...
+11.1%
This Month
+8.18%
Year To Date
+42.95%
2 Years
-41.97%
5 Years
-48.62%
10 Years
-7.47%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services37.9%
- 💼 Commercial Services31.67%
- 💻 Electronic Technology17.59%
- 💰 Finance3.42%
- 🪨 Non Energy Minerals2.69%
- ⚡ Utilities2.23%
- 🛍️ Retail Trade2.14%
- 🚚 Transportation1.39%
- 🍞 Consumer Non Durables0.44%
- 🧬 Health Technology0.24%
- 💵 Cash0.19%
- 🛠️ Producer Manufacturing0.06%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq59.72%
- 🇺🇸 NYSE22.97%
- 🇬🇧 LSE14.61%
- 🇩🇰 Copenhagen Stock Exchange2.23%
- 🇭🇰 Hong Kong Exchanges0.12%
- 🇫🇷 Euronext Paris0.12%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States43.06%
- 🇰🇾 Cayman Islands22%
- 🇬🇧 United Kingdom16.21%
- 🇮🇱 Israel6.98%
- 🇧🇷 Brazil4.33%
- 🇩🇰 Denmark2.42%
- 🇸🇬 Singapore2.14%
- 🇨🇦 Canada1.16%
- 🇨🇳 China0.8%
- 🇨🇾 Cyprus0.55%
- 🇫🇷 France0.12%
Dividends
Dividend Yield
0.35%
9 out of 36 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $VALE (7.16%)
Performance Metrics
Score 2.4/10
Beta
1.24
1.24
0
0.8
1.2
0
2
Sharpe Ratio
-0.1
-0.1
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-15.38
-15.38
-16
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
1.24
1.24
0
0.8
1.2
0
2
Sharpe Ratio
-0.1
-0.1
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.13
-0.13
-1
1
2
3
3
Jensen's Alpha
-15.38
-15.38
-16
0
2
4.5
4.5
Omega Ratio
0.69
0.69
0
1
1.5
2.5
2.5
Treynor Ratio
-0.25
-0.25
-1
0.75
1.25
2
2
Information Ratio
-0.44
-0.44
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.67
High:
ROKU
202.18ROKULow:
EL
-155.61ELDetails
PEG Ratio
36.24
High:
PAGS
242.13PAGSLow:
TEAM
-216.66TEAMDetails
Price/Book
9.35
High:
RR.L
39.1RR.LLow:
1966.HK
-0.171966.HKDetails
Price/Sales
3.68
High:
SHOP
14.8SHOPLow:
AZLUD
-AZLUDDetails
Price/CF
19.46
High:
EDIT
432.15EDITLow:AZLUD
0.61AZLUDDetails
Price/FCF
38.59
High:
VALE
565.82VALELow:AZLUD
0.76AZLUDDetails
P/E Ratio
24.67
High:ROKU
202.18ROKULow:EL
-155.61ELDetails
PEG Ratio
36.24
High:PAGS
242.13PAGSLow:TEAM
-216.66TEAMDetails
Price/Book
9.35
High:RR.L
39.1RR.LLow:1966.HK
-0.171966.HKDetails
Price/Sales
3.68
High:SHOP
14.8SHOPLow:AZLUD
-AZLUDDetails
Price/CF
19.46
High:EDIT
432.15EDITLow:AZLUD
0.61AZLUDDetails
Price/FCF
38.59
High:VALE
565.82VALELow:AZLUD
0.76AZLUDDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-86.79% | Nov 2017 | - | 102 |