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-0.15%
Today
+1.17%
This Month
+29.63%
Year To Date
+50.78%
2 Years
+477.46%
5 Years
+35.65%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance29%
- 💻 Electronic Technology19.83%
- ⛏️ Energy Minerals17.83%
- ⚡ Utilities11.3%
- 🚗 Consumer Durables8.52%
- 📡 Communications5.23%
- 🛍️ Retail Trade3.03%
- 🛠️ Producer Manufacturing2.96%
- 📊 ETFs2.05%
- 💵 Cash0.39%
Exchanges Breakdown
- Exchange
- Total
- 🇮🇹 Borsa Italiana80.93%
- 🇬🇧 LSE5.23%
- 🇩🇪 FRA4.76%
- 🇫🇷 Euronext Paris3.77%
- 🇭🇰 Hong Kong Exchanges3.03%
- 🇺🇸 Chicago Board Options Exchange2.05%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy80.93%
- 🇬🇧 United Kingdom5.23%
- 🇩🇪 Germany4.76%
- 🇫🇷 France3.77%
- 🇭🇰 Hong Kong3.03%
Dividends
Dividend Yield
4.98%
11 out of 11 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $ENI.MI (7.24%)
Performance Metrics
Score 8/10
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
1
1
0
0.5
1
2
2
Sortino Ratio
1.83
1.83
0
1
2
3
3
Jensen's Alpha
20.28
20.28
-2
0
2
21
21
Omega Ratio
1.54
1.54
0
1
1.5
2.5
2.5
Treynor Ratio
3.45
3.45
0
0.75
1.25
4
4
Information Ratio
0.52
0.52
0
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
1
1
0
0.5
1
2
2
Sortino Ratio
1.83
1.83
0
1
2
3
3
Jensen's Alpha
20.28
20.28
-2
0
2
21
21
Omega Ratio
1.54
1.54
0
1
1.5
2.5
2.5
Treynor Ratio
3.45
3.45
0
0.75
1.25
4
4
Information Ratio
0.52
0.52
0
0.3
0.6
1
1
Calmar Ratio
1.04
1.04
0
0.3
0.6
2
2
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
12.79
High:
LDO.MI
26.11LDO.MILow:
VOD.L
-5.89VOD.LDetails
PEG Ratio
60.48
High:
A2A.MI
137.95A2A.MILow:
AZM.MI
27.5AZM.MIDetails
Price/Book
0.9
High:LDO.MI
3.12LDO.MILow:
VOW3.DE
0.27VOW3.DEDetails
Price/Sales
0.67
High:AZM.MI
3.16AZM.MILow:VOW3.DE
0.14VOW3.DEDetails
Price/CF
3.54
High:LDO.MI
8.85LDO.MILow:VOD.L
1.59VOD.LDetails
Price/FCF
6.49
High:VOW3.DE
39.89VOW3.DELow:
RNO.PA
2.75RNO.PADetails
P/E Ratio
12.79
High:LDO.MI
26.11LDO.MILow:VOD.L
-5.89VOD.LDetails
PEG Ratio
60.48
High:A2A.MI
137.95A2A.MILow:AZM.MI
27.5AZM.MIDetails
Price/Book
0.9
High:LDO.MI
3.12LDO.MILow:VOW3.DE
0.27VOW3.DEDetails
Price/Sales
0.67
High:AZM.MI
3.16AZM.MILow:VOW3.DE
0.14VOW3.DEDetails
Price/CF
3.54
High:LDO.MI
8.85LDO.MILow:VOD.L
1.59VOD.LDetails
Price/FCF
6.49
High:VOW3.DE
39.89VOW3.DELow:RNO.PA
2.75RNO.PADetails
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 |
-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 |