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-3.57%
This Month
-3.09%
Year To Date
-9.68%
2 Years
-14.42%
5 Years
-14.42%
10 Years
-5.67%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services40.91%
- 🍞 Consumer Non Durables18.18%
- 🛍️ Retail Trade13.44%
- 💵 Cash9.99%
- 💇♀️ Consumer Services4.37%
- 🏥 Health Services4.34%
- 🧬 Health Technology4.12%
- 💼 Commercial Services3.17%
- 📦 Distribution Services0.93%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq41.47%
- 🇺🇸 NYSE39.49%
- 🇫🇷 Euronext Paris7.33%
- 🇳🇱 Euronext Amsterdam1.17%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States62.57%
- 🇫🇷 France7.33%
- 🇳🇱 Netherlands5.6%
- 🇬🇧 United Kingdom4.62%
- 🇸🇬 Singapore4.31%
- 🇨🇳 China3.52%
- 🇨🇦 Canada1.51%
Dividends
Dividend Yield
1.13%
16 out of 28 instruments pay dividend.
7 dividend payments in the next 30 days.
Highest Dividend: $PEP (4.08%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 JD.US | 0.12% | 3.33% | $0.74 |
 MCD | 0.12% | 2.68% | $6.53 |
 TGT | 0.11% | 3.68% | $4.42 |
 PEP | 0.1% | 4.08% | $5.15 |
 ADP | 0.1% | 2.91% | $5.45 |
 UNH | 0.1% | 2.25% | $7.74 |
 NKE | 0.08% | 3.76% | $1.45 |
 MC.PA | 0.07% | 2.69% | $13 |
 CDI.PA | 0.06% | 3.18% | $13 |
 FDS | 0.06% | 1.79% | $3.98 |
 MSFT | 0.05% | 0.83% | $3 |
 WKL.NV | 0.05% | 3.91% | $2.08 |
 ORCL | 0.04% | 0.86% | $1.6 |
 CL | 0.03% | 2.49% | $1.96 |
 RMS.PA | 0.03% | 1.12% | $25 |
 POOL | 0.03% | 2.81% | $4.5 |
Performance Metrics
Score 1.9/10
Beta
1.62
1.62
0
0.8
1.2
0
2
Sharpe Ratio
-0.04
-0.04
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.05
-0.05
-1
1
2
3
3
Jensen's Alpha
-28.62
-28.62
-29
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
-0.09
-0.09
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Beta
1.62
1.62
0
0.8
1.2
0
2
Sharpe Ratio
-0.04
-0.04
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.05
-0.05
-1
1
2
3
3
Jensen's Alpha
-28.62
-28.62
-29
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
-0.09
-0.09
-1
0.75
1.25
2
2
Information Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Calmar Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
27.12
High:
NBIS
76.56NBISLow:
ZETA.US
-221.32ZETA.USDetails
PEG Ratio
88.51
High:POOL
978.53POOLLow:ZETA.US
-350.58ZETA.USDetails
Price/Book
7.33
High:CL
469.62CLLow:MCD
-150.65MCDDetails
Price/Sales
4.36
High:NBIS
91.39NBISLow:JD.US
0.22JD.USDetails
Price/CF
15.82
High:
MSTR
7,511.07MSTRLow:CDI.PA
5.69CDI.PADetails
Price/FCF
50.64
High:MSTR
1,187.5MSTRLow:CDI.PA
8.54CDI.PADetails
P/E Ratio
27.12
High:NBIS
76.56NBISLow:ZETA.US
-221.32ZETA.USDetails
PEG Ratio
88.51
High:POOL
978.53POOLLow:ZETA.US
-350.58ZETA.USDetails
Price/Book
7.33
High:CL
469.62CLLow:MCD
-150.65MCDDetails
Price/Sales
4.36
High:NBIS
91.39NBISLow:JD.US
0.22JD.USDetails
Price/CF
15.82
High:MSTR
7,511.07MSTRLow:CDI.PA
5.69CDI.PADetails
Price/FCF
50.64
High:MSTR
1,187.5MSTRLow:CDI.PA
8.54CDI.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-59.13% | Apr 2024 | - | 27 |
-18.6% | Jan 2024 | Feb 2024 | 1 |