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-0.25%
Today
+2.52%
This Month
+6.47%
Year To Date
+12.65%
2 Years
+115.47%
5 Years
+18.57%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🚗 Consumer Durables43.51%
- 📊 ETFs35.47%
- 💇♀️ Consumer Services5.87%
- 💰 Finance4.04%
- ⛏️ Energy Minerals3.29%
- 💻 Electronic Technology2.8%
- 📡 Communications1.49%
- 🍞 Consumer Non Durables1.27%
- 🪨 Non Energy Minerals1.15%
- 💼 Commercial Services1.08%
- 💵 Cash0.02%
- 🧪 Process Industries0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE48.01%
- 🇩🇪 FRA36.25%
- 🇮🇹 Borsa Italiana10.48%
- 🇺🇸 Nasdaq3.92%
- 🇬🇧 LSE1.15%
- 🇳🇱 Euronext Amsterdam0.17%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany36.25%
- 🇺🇸 United States12.08%
- 🇳🇱 Netherlands6.02%
- 🇮🇹 Italy4.63%
- 🇧🇷 Brazil1.91%
- 🇨🇳 China1.38%
- 🇨🇭 Switzerland1.15%
- 🇨🇾 Cyprus1.08%
- 🇨🇦 Canada0.01%
Dividends
Dividend Yield
4.27%
13 out of 20 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PBR.A (11.57%)
Dividend Yield Breakdown
Performance Metrics
Score 6.6/10
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
9.9
9.9
-2
0
2
10
10
Omega Ratio
1.34
1.34
0
1
1.5
2.5
2.5
Treynor Ratio
1.8
1.8
0
0.75
1.25
2
2
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.59
0.59
0
0.5
1
1.5
1.5
Sortino Ratio
1.3
1.3
0
1
2
3
3
Jensen's Alpha
9.9
9.9
-2
0
2
10
10
Omega Ratio
1.34
1.34
0
1
1.5
2.5
2.5
Treynor Ratio
1.8
1.8
0
0.75
1.25
2
2
Information Ratio
0.28
0.28
0
0.3
0.6
1
1
Calmar Ratio
0.41
0.41
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
8.69
High:
ACB
99.16ACBLow:
TIT.MI
-56.92TIT.MIDetails
PEG Ratio
-5.16
High:ACB
95.37ACBLow:
NIO
-70.76NIODetails
Price/Book
0.5
High:
LEVI
3.93LEVILow:
IRBT
-186.74IRBTDetails
Price/Sales
0.3
High:
INGA.NV
2.66INGA.NVLow:
VOW3.DE
0.14VOW3.DEDetails
Price/CF
3.95
High:IRBT
117.63IRBTLow:TIT.MI
2.07TIT.MIDetails
Price/FCF
14.92
High:IRBT
442.64IRBTLow:TIT.MI
3.78TIT.MIDetails
P/E Ratio
8.69
High:ACB
99.16ACBLow:TIT.MI
-56.92TIT.MIDetails
PEG Ratio
-5.16
High:ACB
95.37ACBLow:NIO
-70.76NIODetails
Price/Book
0.5
High:LEVI
3.93LEVILow:IRBT
-186.74IRBTDetails
Price/Sales
0.3
High:INGA.NV
2.66INGA.NVLow:VOW3.DE
0.14VOW3.DEDetails
Price/CF
3.95
High:IRBT
117.63IRBTLow:TIT.MI
2.07TIT.MIDetails
Price/FCF
14.92
High:IRBT
442.64IRBTLow:TIT.MI
3.78TIT.MIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.3% | Jan 2018 | Apr 2021 | 39 |
-22.52% | Jun 2021 | Apr 2023 | 22 |
-14.93% | Sep 2017 | Nov 2017 | 2 |
-12.82% | Aug 2023 | Dec 2023 | 4 |
-11.29% | Jul 2017 | Aug 2017 | 1 |
-9.81% | Feb 2025 | - | 6 |
-4.11% | Apr 2024 | Nov 2024 | 7 |
-2.21% | Jan 2024 | Feb 2024 | 1 |
-1.23% | Dec 2024 | Jan 2025 | 1 |
-0.09% | Apr 2017 | May 2017 | 1 |