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+7.76%
This Month
+7.62%
Year To Date
+80.76%
2 Years
+142.4%
5 Years
+225.82%
10 Years
+17.48%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology37.11%
- 🛠️ Producer Manufacturing32.97%
- 🚚 Transportation9.66%
- 💵 Cash9.25%
- 📊 ETFs4.68%
- ⚡ Utilities4.42%
- 🚗 Consumer Durables2.96%
- 🍞 Consumer Non Durables2.63%
- 🧬 Health Technology1.5%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE64.83%
- 🇮🇹 Borsa Italiana14.08%
- 🇩🇪 FRA9.66%
- 🇺🇸 Nasdaq7.35%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States64.54%
- 🇮🇹 Italy14.08%
- 🇩🇪 Germany9.66%
- 🇯🇵 Japan2.96%
Dividends
Dividend Yield
1.22%
10 out of 12 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $HMC (4.43%)
Performance Metrics
Score 6.1/10
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
2.58
2.58
-2
0
2
4.5
4.5
Omega Ratio
1.17
1.17
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.58
0.58
0
0.3
0.6
1
1
Beta
1.05
1.05
0
0.8
1.2
0
2
Sharpe Ratio
0.66
0.66
0
0.5
1
1.5
1.5
Sortino Ratio
1
1
0
1
2
3
3
Jensen's Alpha
2.58
2.58
-2
0
2
4.5
4.5
Omega Ratio
1.17
1.17
0
1
1.5
2.5
2.5
Treynor Ratio
1.23
1.23
0
0.75
1.25
2
2
Information Ratio
0.2
0.2
0
0.3
0.6
1
1
Calmar Ratio
0.58
0.58
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
38.55
High:
BA
117.82BALow:
LHA.DE
6.98LHA.DEDetails
PEG Ratio
101.41
High:
GEHC
349.66GEHCLow:
ACE.MI
22.65ACE.MIDetails
Price/Book
11.57
High:BA
32.17BALow:
HMC
0.41HMCDetails
Price/Sales
4.58
High:
GEV
7.22GEVLow:HMC
0.23HMCDetails
Price/CF
27.06
High:BA
163.87BALow:ACE.MI
2.57ACE.MIDetails
Price/FCF
57.26
High:
KO
272.99KOLow:GEHC
26.01GEHCDetails
P/E Ratio
38.55
High:BA
117.82BALow:LHA.DE
6.98LHA.DEDetails
PEG Ratio
101.41
High:GEHC
349.66GEHCLow:ACE.MI
22.65ACE.MIDetails
Price/Book
11.57
High:BA
32.17BALow:HMC
0.41HMCDetails
Price/Sales
4.58
High:GEV
7.22GEVLow:HMC
0.23HMCDetails
Price/CF
27.06
High:BA
163.87BALow:ACE.MI
2.57ACE.MIDetails
Price/FCF
57.26
High:KO
272.99KOLow:GEHC
26.01GEHCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-28.2% | Feb 2019 | Jan 2020 | 11 |
-25.61% | Feb 2020 | Nov 2020 | 9 |
-22.77% | Nov 2021 | Mar 2023 | 16 |
-15.07% | Aug 2023 | Feb 2024 | 6 |
-12.73% | Mar 2026 | - | 2 |
-5.56% | Jan 2021 | Mar 2021 | 2 |
-4.79% | Apr 2023 | Jun 2023 | 2 |
-2.67% | Dec 2024 | Jan 2025 | 1 |
-2.22% | Jun 2024 | Jul 2024 | 1 |
-1.95% | Jun 2021 | Aug 2021 | 2 |
-1.93% | Oct 2024 | Nov 2024 | 1 |
-1.16% | Mar 2025 | Apr 2025 | 1 |
-1.13% | Apr 2024 | May 2024 | 1 |
-1.01% | Apr 2021 | May 2021 | 1 |