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+12.54%
This Month
+0.03%
Year To Date
-51.71%
2 Years
-53.14%
5 Years
+61.47%
10 Years
+3.14%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🍞 Consumer Non Durables59.61%
- 🚗 Consumer Durables15.53%
- 💵 Cash13.88%
- 💻 Electronic Technology8.64%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.7%
- 🇩🇪 FRA35.43%
- 🇺🇸 Nasdaq8.64%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany35.43%
- 🇺🇸 United States32.81%
- 🇮🇹 Italy15.53%
Dividends
Dividend Yield
1.65%
4 out of 4 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SWKS (4.55%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.3/10
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.22
0.22
0
0.5
1
1.5
1.5
Sortino Ratio
0.44
0.44
0
1
2
3
3
Jensen's Alpha
0.12
0.12
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
1.02
1.02
0
0.75
1.25
2
2
Information Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Beta
0.79
0.79
0
0.8
1.2
0
2
Sharpe Ratio
0.22
0.22
0
0.5
1
1.5
1.5
Sortino Ratio
0.44
0.44
0
1
2
3
3
Jensen's Alpha
0.12
0.12
-2
0
2
4.5
4.5
Omega Ratio
0.94
0.94
0
1
1.5
2.5
2.5
Treynor Ratio
1.02
1.02
0
0.75
1.25
2
2
Information Ratio
-0.06
-0.06
-1
0.3
0.6
1
1
Calmar Ratio
0.05
0.05
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
24.37
High:
RACE
37.04RACELow:
ADS.DE
22.92ADS.DEDetails
PEG Ratio
186.64
High:RACE
351.12RACELow:ADS.DE
12.23ADS.DEDetails
Price/Book
6.94
High:RACE
15.05RACELow:
SWKS
1.62SWKSDetails
Price/Sales
3.55
High:RACE
8.25RACELow:ADS.DE
1.13ADS.DEDetails
Price/CF
20.04
High:ADS.DE
43.61ADS.DELow:SWKS
7.35SWKSDetails
Price/FCF
71.52
High:ADS.DE
107.7ADS.DELow:SWKS
14.25SWKSDetails
P/E Ratio
24.37
High:RACE
37.04RACELow:ADS.DE
22.92ADS.DEDetails
PEG Ratio
186.64
High:RACE
351.12RACELow:ADS.DE
12.23ADS.DEDetails
Price/Book
6.94
High:RACE
15.05RACELow:SWKS
1.62SWKSDetails
Price/Sales
3.55
High:RACE
8.25RACELow:ADS.DE
1.13ADS.DEDetails
Price/CF
20.04
High:ADS.DE
43.61ADS.DELow:SWKS
7.35SWKSDetails
Price/FCF
71.52
High:ADS.DE
107.7ADS.DELow:SWKS
14.25SWKSDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-68.02% | May 2019 | - | 82 |
-26.97% | Dec 2015 | Apr 2017 | 16 |
-19.21% | Jan 2018 | Apr 2019 | 15 |
-14.26% | Jul 2017 | Aug 2017 | 1 |
-6.28% | Sep 2017 | Nov 2017 | 2 |