-0.23%
Today
-6.29%
This Month
-5.81%
Year To Date
+49.13%
2 Years
+34.59%
5 Years
-9.78%
Annualized
- Samukel
- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- ๐ป Electronic Technology30.13%
- ๐ต Cash22.97%
- ๐ฅ๏ธ Technology Services8.28%
- ๐ Consumer Non Durables7.13%
- ๐ ETFs6.16%
- ๐ Consumer Durables4.26%
- โก Utilities4.26%
- ๐ฆ Distribution Services4.21%
- ๐ผ Commercial Services3.86%
- ๐พ Commodities2.6%
- ๐งฌ Health Technology2.47%
- ๐งช Process Industries1.54%
Exchanges Breakdown
- Exchange
- Total
- ๐บ๐ธ Nasdaq54.17%
- ๐ฉ๐ช FRA6.73%
- ๐ซ๐ท Euronext Paris5.98%
- ๐บ๐ธ NYSE5.41%
- ๐ Commodity2.6%
Countries Breakdown
- Country
- Total
- ๐บ๐ธ United States51.89%
- ๐ซ๐ท France5.98%
- ๐ฉ๐ช Germany4.26%
- ๐ณ๐ฑ Netherlands2.47%
- ๐ฌ๐ง United Kingdom1.54%
Dividends
Dividend Yield
1.03%
12 out of 16 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $BMW.DE (6.95%)
Performance Metrics
Score 2.5/10
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
-0.42
-0.42
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.52
-0.52
-1
1
2
3
3
Jensen's Alpha
-16
-16
-16
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.98
-0.98
-1
0.75
1.25
2
2
Information Ratio
-1.11
-1.11
-2
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Beta
0.75
0.75
0
0.8
1.2
0
2
Sharpe Ratio
-0.42
-0.42
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.52
-0.52
-1
1
2
3
3
Jensen's Alpha
-16
-16
-16
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-0.98
-0.98
-1
0.75
1.25
2
2
Information Ratio
-1.11
-1.11
-2
0.3
0.6
1
1
Calmar Ratio
-0.12
-0.12
-1
0.3
0.6
1
1
Drawdowns
- Samukel
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-74.59% | Jun 2016 | - | 106 |