-3.53%
Today
-6.59%
This Month
-9.03%
Year To Date
+43.09%
2 Years
+50.41%
5 Years
+9.5%
Annualized
- ShaneC11
- S&P 500
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Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance34.79%
- 💻 Electronic Technology16.65%
- 🍞 Consumer Non Durables9.81%
- 💵 Cash9.51%
- 🚗 Consumer Durables9.28%
- 🖥️ Technology Services6.8%
- 💇♀️ Consumer Services6.13%
- 🛍️ Retail Trade5.37%
- 🪙 Cryptocurrencies2.56%
- 📊 ETFs0.17%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.07%
- 🇺🇸 Nasdaq33.58%
- 🇩🇪 FRA10.57%
- 🇬🇧 LSE5.61%
- 🌍 Digital Currency2.56%
- 🇺🇸 Chicago Board Options Exchange0.17%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States68.42%
- 🇩🇪 Germany10.57%
- 🇮🇱 Israel5.61%
- 🇨🇦 Canada4.22%
Dividends
Dividend Yield
1.55%
11 out of 17 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $VOW3.DE (8.24%)
Performance Metrics
Score 4.2/10
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.81
0.81
0
1
2
3
3
Jensen's Alpha
-1.09
-1.09
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
0.77
0.77
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Beta
1.02
1.02
0
0.8
1.2
0
2
Sharpe Ratio
0.52
0.52
0
0.5
1
1.5
1.5
Sortino Ratio
0.81
0.81
0
1
2
3
3
Jensen's Alpha
-1.09
-1.09
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
0.77
0.77
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.42
0.42
0
0.3
0.6
1
1
Drawdowns
- ShaneC11
- S&P 500
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Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-26.67% | Nov 2021 | Jun 2024 | 31 |
-6.97% | Feb 2025 | - | 2 |
-4.78% | Sep 2021 | Oct 2021 | 1 |
-2.55% | Jan 2021 | Feb 2021 | 1 |
-1.05% | May 2021 | Aug 2021 | 3 |
-0.12% | Oct 2020 | Nov 2020 | 1 |