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-6.38%
This Month
-3.96%
Year To Date
+6.27%
2 Years
+21.48%
5 Years
+43.71%
10 Years
+6.61%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛠️ Producer Manufacturing68.93%
- 💰 Finance22.63%
- 🪙 Cryptocurrencies8.05%
- 💵 Cash0.32%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges68.93%
- 🇪🇸 Bolsa De Madrid22.63%
- 🌍 Digital Currency8.05%
Countries Breakdown
- Country
- Total
- 🇨🇳 China68.93%
- 🇪🇸 Spain22.63%
Dividends
Dividend Yield
0.98%
2 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BBVA.MC (2.93%)
Performance Metrics
Score 5.3/10
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
2.58
2.58
-2
0
2
4.5
4.5
Omega Ratio
0.91
0.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.26
1.26
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Beta
0.47
0.47
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
2.58
2.58
-2
0
2
4.5
4.5
Omega Ratio
0.91
0.91
0
1
1.5
2.5
2.5
Treynor Ratio
1.26
1.26
0
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
19.28
High:
01211.HK
28.4301211.HKLow:
BBVA.MC
10.56BBVA.MCDetails
PEG Ratio
213.24
High:BBVA.MC
213.24BBVA.MCLow:BBVA.MC
213.24BBVA.MCDetails
Price/Book
2.62
High:01211.HK
3.0101211.HKLow:BBVA.MC
1.97BBVA.MCDetails
Price/Sales
1.11
High:BBVA.MC
1.62BBVA.MCLow:01211.HK
0.9901211.HKDetails
Price/CF
2.73
High:01211.HK
16.3701211.HKLow:BBVA.MC
0.87BBVA.MCDetails
Price/FCF
3.16
High:01211.HK
86.3501211.HKLow:BBVA.MC
0.91BBVA.MCDetails
P/E Ratio
19.28
High:01211.HK
28.4301211.HKLow:BBVA.MC
10.56BBVA.MCDetails
PEG Ratio
213.24
High:BBVA.MC
213.24BBVA.MCLow:BBVA.MC
213.24BBVA.MCDetails
Price/Book
2.62
High:01211.HK
3.0101211.HKLow:BBVA.MC
1.97BBVA.MCDetails
Price/Sales
1.11
High:BBVA.MC
1.62BBVA.MCLow:01211.HK
0.9901211.HKDetails
Price/CF
2.73
High:01211.HK
16.3701211.HKLow:BBVA.MC
0.87BBVA.MCDetails
Price/FCF
3.16
High:01211.HK
86.3501211.HKLow:BBVA.MC
0.91BBVA.MCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-32.53% | Mar 2020 | May 2021 | 14 |
-21.29% | Jul 2025 | - | 11 |
-19.97% | Nov 2021 | Jul 2023 | 20 |
-6.69% | Aug 2023 | Feb 2024 | 6 |
-3.44% | Jun 2021 | Oct 2021 | 4 |
-1.73% | Jun 2024 | Sep 2024 | 3 |
-1.69% | Mar 2025 | Apr 2025 | 1 |
-1.64% | Apr 2024 | May 2024 | 1 |
-1.48% | Oct 2024 | Jan 2025 | 3 |