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+3.21%
This Month
+1.89%
Year To Date
+99.28%
2 Years
+104.94%
5 Years
+379.48%
10 Years
+23.25%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash56.64%
- 🛍️ Retail Trade22.88%
- ❓ Other12.63%
- 💇♀️ Consumer Services8.49%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges22.88%
- Regular Trading Hours - RTH21.12%
Countries Breakdown
- Country
- Total
- 🇨🇳 China22.88%
- 🇺🇸 United States8.49%
Dividends
Dividend Yield
0.37%
2 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MCD.RTH (2.13%)
Performance Metrics
Score 7.4/10
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
0.82
0.82
0
0.5
1
1.5
1.5
Sortino Ratio
1.72
1.72
0
1
2
3
3
Jensen's Alpha
16.44
16.44
-2
0
2
17
17
Omega Ratio
1.45
1.45
0
1
1.5
2.5
2.5
Treynor Ratio
2.98
2.98
0
0.75
1.25
3
3
Information Ratio
0.45
0.45
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
0.82
0.82
0
0.5
1
1.5
1.5
Sortino Ratio
1.72
1.72
0
1
2
3
3
Jensen's Alpha
16.44
16.44
-2
0
2
17
17
Omega Ratio
1.45
1.45
0
1
1.5
2.5
2.5
Treynor Ratio
2.98
2.98
0
0.75
1.25
3
3
Information Ratio
0.45
0.45
0
0.3
0.6
1
1
Calmar Ratio
0.55
0.55
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
22
High:
MCD.RTH
31.66MCD.RTHLow:
9988.HK
20.419988.HKDetails
PEG Ratio
N/A
Details
Price/Book
2.51
High:9988.HK
1.979988.HKLow:MCD.RTH
-37.28MCD.RTHDetails
Price/Sales
2.59
High:MCD.RTH
9.26MCD.RTHLow:9988.HK
2.199988.HKDetails
Price/CF
26.74
High:MCD.RTH
26.8MCD.RTHLow:9988.HK
26.739988.HKDetails
Price/FCF
591.42
High:9988.HK
2,771.019988.HKLow:MCD.RTH
144.98MCD.RTHDetails
P/E Ratio
22
High:MCD.RTH
31.66MCD.RTHLow:9988.HK
20.419988.HKDetails
PEG Ratio
N/A
Details
Price/Book
2.51
High:9988.HK
1.979988.HKLow:MCD.RTH
-37.28MCD.RTHDetails
Price/Sales
2.59
High:MCD.RTH
9.26MCD.RTHLow:9988.HK
2.199988.HKDetails
Price/CF
26.74
High:MCD.RTH
26.8MCD.RTHLow:9988.HK
26.739988.HKDetails
Price/FCF
591.42
High:9988.HK
2,771.019988.HKLow:MCD.RTH
144.98MCD.RTHDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-41.81% | Jul 2021 | Jul 2024 | 36 |
-22.32% | Oct 2025 | - | 8 |
-16.21% | Oct 2024 | Feb 2025 | 4 |
-9.94% | May 2019 | Jun 2019 | 1 |
-7.99% | Apr 2025 | Aug 2025 | 4 |
-6.81% | Feb 2020 | Apr 2020 | 2 |
-2.32% | Sep 2020 | Nov 2020 | 2 |
-2.03% | May 2021 | Jun 2021 | 1 |
-0.44% | Feb 2021 | Mar 2021 | 1 |