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-2.1%
This Month
+2.95%
Year To Date
+33.88%
2 Years
-34.57%
5 Years
-34.57%
10 Years
-9.5%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash45.92%
- 📊 ETFs35.99%
- 🍞 Consumer Non Durables9.24%
- 🧬 Health Technology4.63%
- 🖥️ Technology Services4.5%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs19.3%
- 🇬🇧 LSE16.69%
- 🇺🇸 NYSE10.04%
- 🇺🇸 Nasdaq8.33%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States18.37%
Dividends
Dividend Yield
0.3%
4 out of 8 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PG (2.69%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.5/10
Beta
0.54
0.54
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
-12.46
-12.46
-13
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-1.5
-1.5
-2
0.75
1.25
2
2
Information Ratio
-0.6
-0.6
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
0.54
0.54
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
-12.46
-12.46
-13
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-1.5
-1.5
-2
0.75
1.25
2
2
Information Ratio
-0.6
-0.6
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.63
High:
COKE
32.1COKELow:
JNJ
22.21JNJDetails
PEG Ratio
159.54
High:
PG
334.07PGLow:JNJ
24.53JNJDetails
Price/Book
7.58
High:
MSFT
7.7MSFTLow:COKE
-18.66COKEDetails
Price/Sales
8.1
High:MSFT
9.9MSFTLow:COKE
2.43COKEDetails
Price/CF
21.61
High:MSFT
22.48MSFTLow:COKE
13.88COKEDetails
Price/FCF
69.2
High:PG
72.83PGLow:COKE
24.17COKEDetails
P/E Ratio
24.63
High:COKE
32.1COKELow:JNJ
22.21JNJDetails
PEG Ratio
159.54
High:PG
334.07PGLow:JNJ
24.53JNJDetails
Price/Book
7.58
High:MSFT
7.7MSFTLow:COKE
-18.66COKEDetails
Price/Sales
8.1
High:MSFT
9.9MSFTLow:COKE
2.43COKEDetails
Price/CF
21.61
High:MSFT
22.48MSFTLow:COKE
13.88COKEDetails
Price/FCF
69.2
High:PG
72.83PGLow:COKE
24.17COKEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-59.02% | Feb 2022 | - | 50 |