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-0.68%
This Month
-74.35%
Year To Date
-69.43%
2 Years
-75.11%
5 Years
-72.12%
10 Years
-20.18%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs21.57%
- 🍞 Consumer Non Durables20.88%
- 💰 Finance17.63%
- 🖥️ Technology Services13.34%
- ⚡ Utilities10.77%
- 🏭 Industrial Services8.29%
- 🛠️ Producer Manufacturing7.37%
- 💵 Cash0.14%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE42.63%
- 🇺🇸 Nasdaq34.91%
- 🇫🇷 Euronext Paris11.54%
- 🇮🇹 Borsa Italiana10.77%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States55.97%
- 🇫🇷 France11.54%
- 🇮🇹 Italy10.77%
Dividends
Dividend Yield
2.08%
8 out of 10 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $O (5.21%)
Performance Metrics
Score 2.4/10
Beta
1.01
1.01
0
0.8
1.2
0
2
Sharpe Ratio
-0.29
-0.29
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.36
-0.36
-1
1
2
3
3
Jensen's Alpha
-20.89
-20.89
-21
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
-1.08
-1.08
-2
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
-0.25
-0.25
-1
0.3
0.6
1
1
Beta
1.01
1.01
0
0.8
1.2
0
2
Sharpe Ratio
-0.29
-0.29
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.36
-0.36
-1
1
2
3
3
Jensen's Alpha
-20.89
-20.89
-21
0
2
4.5
4.5
Omega Ratio
0.6
0.6
0
1
1.5
2.5
2.5
Treynor Ratio
-1.08
-1.08
-2
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-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
24.83
High:
O
50.96OLow:
AXP
19.45AXPDetails
PEG Ratio
302.26
High:
WM
767.73WMLow:
MSFT
84.12MSFTDetails
Price/Book
6.63
High:
KO
10.42KOLow:O
1.48ODetails
Price/Sales
6.66
High:MSFT
9.79MSFTLow:
ENEL.MI
1.22ENEL.MIDetails
Price/CF
15.83
High:KO
22.62KOLow:ENEL.MI
6.55ENEL.MIDetails
Price/FCF
56.8
High:ENEL.MI
502.5ENEL.MILow:AXP
17.16AXPDetails
P/E Ratio
24.83
High:O
50.96OLow:AXP
19.45AXPDetails
PEG Ratio
302.26
High:WM
767.73WMLow:MSFT
84.12MSFTDetails
Price/Book
6.63
High:KO
10.42KOLow:O
1.48ODetails
Price/Sales
6.66
High:MSFT
9.79MSFTLow:ENEL.MI
1.22ENEL.MIDetails
Price/CF
15.83
High:KO
22.62KOLow:ENEL.MI
6.55ENEL.MIDetails
Price/FCF
56.8
High:ENEL.MI
502.5ENEL.MILow:AXP
17.16AXPDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-79.31% | Sep 2025 | - | 9 |
-39.87% | May 2021 | Oct 2024 | 41 |
-37.12% | Nov 2024 | Aug 2025 | 9 |
-4.25% | Oct 2020 | Nov 2020 | 1 |
-2.19% | Dec 2020 | Jan 2021 | 1 |
-0.53% | Mar 2021 | Apr 2021 | 1 |