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-4.95%
This Month
+49.15%
Year To Date
+124.8%
2 Years
-73.08%
5 Years
-73.08%
10 Years
-29.53%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash30.19%
- 💻 Electronic Technology22.7%
- 🧪 Process Industries16.77%
- 💰 Finance15.39%
- 🖥️ Technology Services5.01%
- 💇♀️ Consumer Services4.3%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE30.11%
- 🇺🇸 Nasdaq29.9%
- 🇩🇪 FRA4.14%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States60.01%
- 🇩🇪 Germany4.14%
Dividends
Dividend Yield
0.83%
5 out of 8 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $DOW (4.05%)
Performance Metrics
Score 2.2/10
Beta
1.27
1.27
0
0.8
1.2
0
2
Sharpe Ratio
-0.35
-0.35
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.43
-0.43
-1
1
2
3
3
Jensen's Alpha
-26.77
-26.77
-27
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-1.26
-1.26
-2
0.75
1.25
2
2
Information Ratio
-0.56
-0.56
-1
0.3
0.6
1
1
Calmar Ratio
-0.31
-0.31
-1
0.3
0.6
1
1
Beta
1.27
1.27
0
0.8
1.2
0
2
Sharpe Ratio
-0.35
-0.35
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.43
-0.43
-1
1
2
3
3
Jensen's Alpha
-26.77
-26.77
-27
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-1.26
-1.26
-2
0.75
1.25
2
2
Information Ratio
-0.56
-0.56
-1
0.3
0.6
1
1
Calmar Ratio
-0.31
-0.31
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.13
High:
RHM.DE
75.48RHM.DELow:
DOW
-8.72DOWDetails
PEG Ratio
772.47
High:
SMCI
1,274.14SMCILow:
NVDA
30.57NVDADetails
Price/Book
11.01
High:NVDA
27.09NVDALow:
DIS
1.59DISDetails
Price/Sales
7.03
High:NVDA
21.04NVDALow:DOW
0.64DOWDetails
Price/CF
31.7
High:NVDA
40.43NVDALow:DIS
10.37DISDetails
Price/FCF
43.81
High:RHM.DE
142.53RHM.DELow:
AXP
17.16AXPDetails
P/E Ratio
35.13
High:RHM.DE
75.48RHM.DELow:DOW
-8.72DOWDetails
PEG Ratio
772.47
High:SMCI
1,274.14SMCILow:NVDA
30.57NVDADetails
Price/Book
11.01
High:NVDA
27.09NVDALow:DIS
1.59DISDetails
Price/Sales
7.03
High:NVDA
21.04NVDALow:DOW
0.64DOWDetails
Price/CF
31.7
High:NVDA
40.43NVDALow:DIS
10.37DISDetails
Price/FCF
43.81
High:RHM.DE
142.53RHM.DELow:AXP
17.16AXPDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-88.03% | May 2022 | - | 50 |