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-4.38%
This Month
-0.56%
Year To Date
+20.55%
2 Years
-13.45%
5 Years
+28.77%
10 Years
+4.7%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs52.79%
- 💵 Cash8.93%
- 🖥️ Technology Services6.95%
- 🚗 Consumer Durables6.54%
- 💰 Finance6.47%
- 💼 Commercial Services4.82%
- 🛠️ Producer Manufacturing4.38%
- 💻 Electronic Technology3.11%
- 🧬 Health Technology1.95%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE32.59%
- 🇩🇪 Xetra ETFs22.02%
- 🇺🇸 Nasdaq19.66%
- 🇮🇹 Borsa Italiana9.65%
- 🇫🇷 Euronext Paris3.09%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States24.58%
- 🇮🇹 Italy6.54%
- 🇨🇭 Switzerland3.11%
Dividends
Dividend Yield
0.66%
6 out of 17 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.48%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.2/10
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-5.42
-5.42
-6
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.5
0.5
0
0.75
1.25
2
2
Information Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.31
0.31
0
1
2
3
3
Jensen's Alpha
-5.42
-5.42
-6
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.5
0.5
0
0.75
1.25
2
2
Information Ratio
-0.45
-0.45
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
29.16
High:
STMMI.MI
181.41STMMI.MILow:
MSTR
-7.96MSTRDetails
PEG Ratio
545.53
High:
TROW
1,107.77TROWLow:
BNGO
-0.08BNGODetails
Price/Book
5.42
High:
TGYM.MI
13.66TGYM.MILow:BNGO
0.22BNGODetails
Price/Sales
6.69
High:MSTR
90.21MSTRLow:BNGO
0.21BNGODetails
Price/CF
14.43
High:MSTR
7,511.07MSTRLow:TROW
8.14TROWDetails
Price/FCF
40.38
High:MSTR
1,187.5MSTRLow:
PYPL
10.09PYPLDetails
P/E Ratio
29.16
High:STMMI.MI
181.41STMMI.MILow:MSTR
-7.96MSTRDetails
PEG Ratio
545.53
High:TROW
1,107.77TROWLow:BNGO
-0.08BNGODetails
Price/Book
5.42
High:TGYM.MI
13.66TGYM.MILow:BNGO
0.22BNGODetails
Price/Sales
6.69
High:MSTR
90.21MSTRLow:BNGO
0.21BNGODetails
Price/CF
14.43
High:MSTR
7,511.07MSTRLow:TROW
8.14TROWDetails
Price/FCF
40.38
High:MSTR
1,187.5MSTRLow:PYPL
10.09PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-55.11% | Sep 2021 | - | 55 |
-6.19% | Sep 2020 | Nov 2020 | 2 |
-4.43% | Feb 2021 | Jun 2021 | 4 |
-2.07% | Jul 2021 | Aug 2021 | 1 |