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-3.11%
This Month
+0.3%
Year To Date
+6.51%
2 Years
-8.86%
5 Years
+31.97%
10 Years
+3.35%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash73.5%
- 📊 ETFs26.59%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE14.77%
- 🇩🇪 Xetra ETFs11.82%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 5 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.23
0.23
0
1
2
3
3
Jensen's Alpha
-6.45
-6.45
-7
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
0.26
0.26
0
0.75
1.25
2
2
Information Ratio
-0.76
-0.76
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
0.86
0.86
0
0.8
1.2
0
2
Sharpe Ratio
0.16
0.16
0
0.5
1
1.5
1.5
Sortino Ratio
0.23
0.23
0
1
2
3
3
Jensen's Alpha
-6.45
-6.45
-7
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
0.26
0.26
0
0.75
1.25
2
2
Information Ratio
-0.76
-0.76
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-41.8% | Sep 2021 | - | 55 |
-23.95% | Feb 2018 | Jun 2020 | 28 |
-5.4% | Sep 2020 | Nov 2020 | 2 |
-2.63% | Mar 2021 | Apr 2021 | 1 |
-2.37% | May 2021 | Jun 2021 | 1 |
-0.4% | Jul 2021 | Aug 2021 | 1 |