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+0.13%
This Month
+10.22%
Year To Date
+67.02%
2 Years
+174.82%
5 Years
+446.94%
10 Years
+34.38%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash46.29%
- 💰 Finance17.47%
- 💻 Electronic Technology14.2%
- ⛏️ Energy Minerals13.18%
- ⚡ Utilities6.01%
- 📡 Communications4.23%
- 🚗 Consumer Durables3.45%
- 🛠️ Producer Manufacturing2.79%
- 📊 ETFs2.33%
- 🛍️ Retail Trade1.86%
Exchanges Breakdown
- Exchange
- Total
- 🇮🇹 Borsa Italiana49.13%
- 🇬🇧 LSE8.75%
- 🇺🇸 Chicago Board Options Exchange2.33%
- 🇩🇪 FRA2.07%
- 🇭🇰 Hong Kong Exchanges1.86%
- 🇫🇷 Euronext Paris1.38%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy49.13%
- 🇬🇧 United Kingdom8.75%
- 🇩🇪 Germany2.07%
- 🇭🇰 Hong Kong1.86%
- 🇫🇷 France1.38%
Dividends
Dividend Yield
2.66%
11 out of 12 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $RNO.PA (8.06%)
Performance Metrics
Score 8/10
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
1.92
1.92
0
1
2
3
3
Jensen's Alpha
19.98
19.98
-2
0
2
20
20
Omega Ratio
1.52
1.52
0
1
1.5
2.5
2.5
Treynor Ratio
3.63
3.63
0
0.75
1.25
4
4
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
1.03
1.03
0
0.3
0.6
2
2
Beta
0.66
0.66
0
0.8
1.2
0
2
Sharpe Ratio
1.04
1.04
0
0.5
1
2
2
Sortino Ratio
1.92
1.92
0
1
2
3
3
Jensen's Alpha
19.98
19.98
-2
0
2
20
20
Omega Ratio
1.52
1.52
0
1
1.5
2.5
2.5
Treynor Ratio
3.63
3.63
0
0.75
1.25
4
4
Information Ratio
0.5
0.5
0
0.3
0.6
1
1
Calmar Ratio
1.03
1.03
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
17.69
High:
ENI.MI
27.92ENI.MILow:
VOD.L
-63.9VOD.LDetails
PEG Ratio
1,859.91
High:ENI.MI
5,682.88ENI.MILow:VOD.L
-72.84VOD.LDetails
Price/Book
1.46
High:
RR.L
39.13RR.LLow:
VOW3.DE
0.25VOW3.DEDetails
Price/Sales
1.09
High:RR.L
5.03RR.LLow:
RNO.PA
0.14RNO.PADetails
Price/CF
5.09
High:RR.L
22.14RR.LLow:VOD.L
2.24VOD.LDetails
Price/FCF
8.69
High:RNO.PA
71.29RNO.PALow:
ISP.MI
3.91ISP.MIDetails
P/E Ratio
17.69
High:ENI.MI
27.92ENI.MILow:VOD.L
-63.9VOD.LDetails
PEG Ratio
1,859.91
High:ENI.MI
5,682.88ENI.MILow:VOD.L
-72.84VOD.LDetails
Price/Book
1.46
High:RR.L
39.13RR.LLow:VOW3.DE
0.25VOW3.DEDetails
Price/Sales
1.09
High:RR.L
5.03RR.LLow:RNO.PA
0.14RNO.PADetails
Price/CF
5.09
High:RR.L
22.14RR.LLow:VOD.L
2.24VOD.LDetails
Price/FCF
8.69
High:RNO.PA
71.29RNO.PALow:ISP.MI
3.91ISP.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-30.98% | May 2020 | Nov 2020 | 6 |
-19.44% | Jun 2022 | Nov 2022 | 5 |
-6.22% | Mar 2023 | Jun 2023 | 3 |
-5.42% | Nov 2021 | Jan 2022 | 2 |
-5% | Jun 2024 | Jan 2025 | 7 |
-3.46% | Dec 2022 | Jan 2023 | 1 |
-2.17% | Oct 2023 | Nov 2023 | 1 |
-1.89% | Mar 2022 | May 2022 | 2 |
-1.36% | Mar 2026 | Apr 2026 | 1 |
-0.58% | Apr 2025 | May 2025 | 1 |
-0.37% | Jun 2021 | Jul 2021 | 1 |
-0.33% | Aug 2023 | Sep 2023 | 1 |
-0.14% | Apr 2024 | May 2024 | 1 |