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-0.07%
Today
-0.45%
This Month
+15.43%
Year To Date
+10.97%
2 Years
+6.05%
5 Years
+1.54%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash19.64%
- 📊 ETFs15.1%
- 💻 Electronic Technology9.36%
- 🛍️ Retail Trade8.79%
- 🧪 Process Industries8.23%
- ⚡ Utilities7.76%
- 🍞 Consumer Non Durables5.96%
- 📡 Communications4.55%
- 🚚 Transportation4.16%
- 🏥 Health Services3.55%
- 💼 Commercial Services3.54%
- 🪨 Non Energy Minerals2.82%
- 📦 Distribution Services2.74%
- 🖥️ Technology Services2.74%
- 🛠️ Producer Manufacturing2.53%
- 💇♀️ Consumer Services1.3%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE45.36%
- 🇩🇪 FRA23.71%
- 🇺🇸 Nasdaq6.75%
- 🇫🇷 Euronext Paris4.55%
- 🇳🇱 Euronext Amsterdam2.74%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States32.45%
- 🇩🇪 Germany11.91%
- 🇦🇹 Austria11.8%
- 🇫🇷 France4.55%
- 🇨🇦 Canada2.82%
- 🇳🇱 Netherlands2.74%
- 🇰🇷 South Korea1.73%
Dividends
Dividend Yield
3.07%
19 out of 24 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $ETL.PA (22.13%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 ETL.PA | 1.01% | 22.13% | - |
 EWZ | 0.33% | 7.39% | - |
 RWE.DE | 0.24% | 3.05% | $1 |
 URA | 0.22% | 2.39% | - |
 AGB2.DE | 0.22% | 5.61% | - |
 DHL.DE | 0.19% | 4.64% | $1.85 |
 ADM | 0.15% | 3.76% | $1.9 |
 ACOMO.NV | 0.15% | 5.57% | - |
 DG.US | 0.11% | 2.12% | $2.36 |
 AZ2.DE | 0.1% | 4.15% | - |
 UNH | 0.1% | 2.82% | $7.74 |
 MOS | 0.09% | 2.31% | $0.82 |
 NKE | 0.04% | 2.13% | $1.45 |
 TGT | 0.03% | 4.4% | $4.42 |
 WMT | 0.03% | 0.97% | $0.81 |
 SCI | 0.02% | 1.52% | $1.18 |
 GDX | 0.01% | 0.8% | - |
 MAG | 0% | 0.18% | - |
 AG | 0% | 0.23% | $0.02 |
Performance Metrics
Score 3.2/10
Beta
0.39
0.39
0
0.8
1.2
0
2
Sharpe Ratio
0.06
0.06
0
0.5
1
1.5
1.5
Sortino Ratio
0.09
0.09
0
1
2
3
3
Jensen's Alpha
-1.37
-1.37
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.33
0.33
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Beta
0.39
0.39
0
0.8
1.2
0
2
Sharpe Ratio
0.06
0.06
0
0.5
1
1.5
1.5
Sortino Ratio
0.09
0.09
0
1
2
3
3
Jensen's Alpha
-1.37
-1.37
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
0.33
0.33
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.04
0.04
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
24.16
High:
GEO
139.15GEOLow:
AGB2.DE
-196.77AGB2.DEDetails
PEG Ratio
75.03
High:
SCI
556.88SCILow:
AUS.DE
4.37AUS.DEDetails
Price/Book
3.41
High:
RPD
29.7RPDLow:
ETL.PA
0.56ETL.PADetails
Price/Sales
1.04
High:
AMD
8.08AMDLow:
MAG
-MAGDetails
Price/CF
14.64
High:MAG
213.87MAGLow:AGB2.DE
1.83AGB2.DEDetails
Price/FCF
36.21
High:
MOS
266.47MOSLow:ETL.PA
3.94ETL.PADetails
P/E Ratio
24.16
High:GEO
139.15GEOLow:AGB2.DE
-196.77AGB2.DEDetails
PEG Ratio
75.03
High:SCI
556.88SCILow:AUS.DE
4.37AUS.DEDetails
Price/Book
3.41
High:RPD
29.7RPDLow:ETL.PA
0.56ETL.PADetails
Price/Sales
1.04
High:AMD
8.08AMDLow:MAG
-MAGDetails
Price/CF
14.64
High:MAG
213.87MAGLow:AGB2.DE
1.83AGB2.DEDetails
Price/FCF
36.21
High:MOS
266.47MOSLow:ETL.PA
3.94ETL.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-40.05% | Jan 2022 | - | 43 |
-5.52% | Sep 2021 | Dec 2021 | 3 |