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-0.26%
This Month
-3.78%
Year To Date
+36.85%
2 Years
+13.51%
5 Years
+5.71%
10 Years
+0.74%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash67.65%
- 🖥️ Technology Services16.69%
- 💇♀️ Consumer Services11.77%
- 🍞 Consumer Non Durables2.53%
- 💼 Commercial Services0.84%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges16.69%
- 🇺🇸 NYSE13.04%
- 🇩🇪 FRA1.26%
- 🇺🇸 Nasdaq0.84%
Countries Breakdown
- Country
- Total
- 🇨🇳 China16.69%
- 🇺🇸 United States13.88%
- 🇩🇪 Germany1.26%
Dividends
Dividend Yield
0.38%
5 out of 5 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $NKE (2.75%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.5/10
Beta
0.92
0.92
0
0.8
1.2
0
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
-8.95
-8.95
-9
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.04
0.04
0
0.75
1.25
2
2
Information Ratio
-0.69
-0.69
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Beta
0.92
0.92
0
0.8
1.2
0
2
Sharpe Ratio
0.02
0.02
0
0.5
1
1.5
1.5
Sortino Ratio
0.03
0.03
0
1
2
3
3
Jensen's Alpha
-8.95
-8.95
-9
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
0.04
0.04
0
0.75
1.25
2
2
Information Ratio
-0.69
-0.69
-1
0.3
0.6
1
1
Calmar Ratio
0.02
0.02
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
18.62
High:
NKE
34.38NKELow:
PYPL
8.64PYPLDetails
PEG Ratio
40.7
High:
0700.HK
63.590700.HKLow:
ADS.DE
11.09ADS.DEDetails
Price/Book
2.99
High:NKE
6.16NKELow:
DIS
1.69DISDetails
Price/Sales
4.19
High:0700.HK
5.920700.HKLow:ADS.DE
1.03ADS.DEDetails
Price/CF
17.59
High:ADS.DE
43.61ADS.DELow:PYPL
8.54PYPLDetails
Price/FCF
26.44
High:NKE
947.69NKELow:PYPL
10.09PYPLDetails
P/E Ratio
18.62
High:NKE
34.38NKELow:PYPL
8.64PYPLDetails
PEG Ratio
40.7
High:0700.HK
63.590700.HKLow:ADS.DE
11.09ADS.DEDetails
Price/Book
2.99
High:NKE
6.16NKELow:DIS
1.69DISDetails
Price/Sales
4.19
High:0700.HK
5.920700.HKLow:ADS.DE
1.03ADS.DEDetails
Price/CF
17.59
High:ADS.DE
43.61ADS.DELow:PYPL
8.54PYPLDetails
Price/FCF
26.44
High:NKE
947.69NKELow:PYPL
10.09PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-40.29% | Jun 2019 | - | 82 |
-20.75% | Dec 2018 | Mar 2019 | 3 |
-8.29% | Oct 2018 | Nov 2018 | 1 |