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+0.68%
This Month
+7.3%
Year To Date
+14.02%
2 Years
+57.85%
5 Years
+115.43%
10 Years
+10.18%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash57.7%
- 📊 ETFs42.15%
- 🖥️ Technology Services0.64%
Exchanges Breakdown
- Exchange
- Total
- 🇬🇧 LSE23.17%
- 🇺🇸 Nasdaq8.6%
- 🇺🇸 NYSE7.72%
- 🇩🇪 Xetra ETFs2.51%
- 🇺🇸 Chicago Board Options Exchange0.79%
Countries Breakdown
- Country
- Total
- 🇮🇱 Israel0.64%
Dividends
Dividend Yield
0.71%
15 out of 24 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SVOL (18.27%)
Performance Metrics
Score 6.5/10
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.09
1.09
0
1
2
3
3
Jensen's Alpha
6.17
6.17
-2
0
2
7
7
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
3.39
3.39
0
0.75
1.25
4
4
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Beta
0.2
0.2
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.09
1.09
0
1
2
3
3
Jensen's Alpha
6.17
6.17
-2
0
2
7
7
Omega Ratio
0.88
0.88
0
1
1.5
2.5
2.5
Treynor Ratio
3.39
3.39
0
0.75
1.25
4
4
Information Ratio
-0.15
-0.15
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
2.82
High:
ETOR
2.82ETORLow:ETOR
2.82ETORDetails
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
2.82
High:ETOR
2.82ETORLow:ETOR
2.82ETORDetails
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-16.67% | Apr 2018 | Aug 2020 | 28 |
-13.39% | Sep 2021 | Feb 2023 | 17 |
-7.7% | Jan 2021 | Apr 2021 | 3 |
-2.94% | Sep 2023 | Dec 2023 | 3 |
-2.1% | Sep 2020 | Oct 2020 | 1 |
-1.7% | Dec 2017 | Feb 2018 | 2 |
-1.09% | Oct 2024 | Jan 2025 | 3 |
-0.95% | Mar 2025 | Apr 2025 | 1 |
-0.68% | Aug 2024 | Sep 2024 | 1 |
-0.06% | May 2023 | Jun 2023 | 1 |