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-1.74%
This Month
+6.51%
Year To Date
+69.26%
2 Years
+29.6%
5 Years
-79.93%
10 Years
-22.66%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance66.28%
- 🚗 Consumer Durables30.92%
- 💵 Cash1.92%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges97.2%
Countries Breakdown
- Country
- Total
- 🇨🇳 China97.2%
Dividends
Performance Metrics
Score 2.4/10
Beta
0.89
0.89
0
0.8
1.2
0
2
Sharpe Ratio
-0.38
-0.38
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.44
-0.44
-1
1
2
3
3
Jensen's Alpha
-23.26
-23.26
-24
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-1.52
-1.52
-2
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Beta
0.89
0.89
0
0.8
1.2
0
2
Sharpe Ratio
-0.38
-0.38
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.44
-0.44
-1
1
2
3
3
Jensen's Alpha
-23.26
-23.26
-24
0
2
4.5
4.5
Omega Ratio
0.46
0.46
0
1
1.5
2.5
2.5
Treynor Ratio
-1.52
-1.52
-2
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
6.31
High:
1988.HK
5.461988.HKLow:
2238.HK
-9.942238.HKDetails
PEG Ratio
N/A
Details
Price/Book
0.28
High:2238.HK
0.282238.HKLow:1988.HK
0.271988.HKDetails
Price/Sales
0.52
High:1988.HK
0.561988.HKLow:2238.HK
0.312238.HKDetails
Price/CF
2.91
High:2238.HK
20.032238.HKLow:1988.HK
2.691988.HKDetails
Price/FCF
3.06
High:2238.HK
3.382238.HKLow:1988.HK
3.031988.HKDetails
P/E Ratio
6.31
High:1988.HK
5.461988.HKLow:2238.HK
-9.942238.HKDetails
PEG Ratio
N/A
Details
Price/Book
0.28
High:2238.HK
0.282238.HKLow:1988.HK
0.271988.HKDetails
Price/Sales
0.52
High:1988.HK
0.561988.HKLow:2238.HK
0.312238.HKDetails
Price/CF
2.91
High:2238.HK
20.032238.HKLow:1988.HK
2.691988.HKDetails
Price/FCF
3.06
High:2238.HK
3.382238.HKLow:1988.HK
3.031988.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-90.82% | Feb 2020 | - | 74 |