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+0.78%
This Month
+4.27%
Year To Date
+46.87%
2 Years
+59.99%
5 Years
-15.76%
10 Years
-22.16%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash44.19%
- 💰 Finance17.43%
- 💼 Commercial Services15.27%
- 💻 Electronic Technology12.95%
- ⚡ Utilities4.69%
- 🚗 Consumer Durables2.49%
- 🍞 Consumer Non Durables2.11%
- 🖥️ Technology Services2.04%
- 🛠️ Producer Manufacturing1.88%
- 📊 ETFs1.37%
- 📦 Distribution Services0.52%
- 💇♀️ Consumer Services0.45%
Exchanges Breakdown
- Exchange
- Total
- 🇮🇹 Borsa Italiana34.39%
- 🇬🇧 LSE9%
- 🇺🇸 NYSE5.24%
- 🇳🇱 Euronext Amsterdam3.22%
- 🇫🇷 Euronext Paris3.17%
- 🇩🇪 FRA2.73%
- 🇺🇸 Nasdaq1.41%
- 🇭🇰 Hong Kong Exchanges1.18%
- 🇨🇭 SIX0.85%
Countries Breakdown
- Country
- Total
- 🇮🇹 Italy35.63%
- 🇰🇷 South Korea6.26%
- 🇳🇱 Netherlands4.31%
- 🇬🇧 United Kingdom3.47%
- 🇩🇪 Germany2.73%
- 🇺🇸 United States2.51%
- 🇫🇷 France2.42%
- 🇨🇳 China1.18%
- 🇨🇭 Switzerland0.85%
- 🇮🇪 Ireland0.47%
Dividends
Dividend Yield
2.72%
23 out of 31 instruments pay dividend.
6 dividend payments in the next 30 days.
Highest Dividend: $NEXI.MI (8.98%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 NEXI.MI | 1.37% | 8.98% | - |
 ENEL.MI | 0.19% | 5.07% | $0.43 |
 BNP.PA | 0.13% | 5.48% | $4.6 |
 INGA.NV | 0.13% | 4.05% | $1.11 |
 BAMI.MI | 0.13% | 7.59% | $0.56 |
 UNI.MI | 0.13% | 5.36% | $0.38 |
 AZM.MI | 0.1% | 5.73% | $0.99 |
 G.MI | 0.1% | 4.25% | $1.28 |
 LDO.MI | 0.06% | 1.21% | $0.28 |
 BARC.L | 0.05% | 1.87% | $0.08 |
 TRN.MI | 0.04% | 3.94% | $0.34 |
 ALV.DE | 0.04% | 4.6% | $13.8 |
 SIE.DE | 0.04% | 1.98% | $4.7 |
 PIRC.MI | 0.04% | 5.64% | $0.2 |
 NESN.ZU | 0.03% | 4.03% | $3 |
 UL.US | 0.03% | 4.1% | $1.82 |
 SMSN.L | 0.03% | 0.4% | $23.68 |
 RACE | 0.02% | 1.19% | $2.64 |
 NKE | 0.02% | 3.76% | $1.45 |
 ACN | 0.02% | 3.55% | $4.99 |
 AMP.MI | 0.01% | 2.66% | $0.29 |
 ORCL | 0.01% | 0.86% | $1.6 |
 AIR.PA | 0.01% | 1.79% | $1.8 |
Performance Metrics
Score 2.7/10
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
-0.11
-0.11
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.15
-0.15
-1
1
2
3
3
Jensen's Alpha
-7.62
-7.62
-8
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-0.38
-0.38
-1
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Beta
0.48
0.48
0
0.8
1.2
0
2
Sharpe Ratio
-0.11
-0.11
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.15
-0.15
-1
1
2
3
3
Jensen's Alpha
-7.62
-7.62
-8
0
2
4.5
4.5
Omega Ratio
0.57
0.57
0
1
1.5
2.5
2.5
Treynor Ratio
-0.38
-0.38
-1
0.75
1.25
2
2
Information Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Calmar Ratio
-0.03
-0.03
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
26.82
High:ORCL
42.43ORCLLow:NEXI.MI
-1.17NEXI.MIDetails
PEG Ratio
177.3
High:ACN
2,993.46ACNLow:SMSN.L
19.21SMSN.LDetails
Price/Book
3.44
High:ORCL
20.26ORCLLow:
WLN.PA
0.1WLN.PADetails
Price/Sales
3.3
High:ORCL
10.74ORCLLow:WLN.PA
0.08WLN.PADetails
Price/CF
9.36
High:NKE
54.38NKELow:WLN.PA
1.05WLN.PADetails
Price/FCF
22.21
High:NKE
947.69NKELow:WLN.PA
2.63WLN.PADetails
P/E Ratio
26.82
High:ORCL
42.43ORCLLow:NEXI.MI
-1.17NEXI.MIDetails
PEG Ratio
177.3
High:ACN
2,993.46ACNLow:SMSN.L
19.21SMSN.LDetails
Price/Book
3.44
High:ORCL
20.26ORCLLow:WLN.PA
0.1WLN.PADetails
Price/Sales
3.3
High:ORCL
10.74ORCLLow:WLN.PA
0.08WLN.PADetails
Price/CF
9.36
High:NKE
54.38NKELow:WLN.PA
1.05WLN.PADetails
Price/FCF
22.21
High:NKE
947.69NKELow:WLN.PA
2.63WLN.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-97.1% | Nov 2011 | - | 176 |