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-5.14%
This Month
-0.58%
Year To Date
+35.56%
2 Years
-4.37%
5 Years
+26.99%
10 Years
+3.85%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs37.45%
- 🚚 Transportation15.67%
- 🚗 Consumer Durables13.27%
- ⛏️ Energy Minerals6.01%
- 🛍️ Retail Trade5.97%
- 🖥️ Technology Services5.79%
- 🪨 Non Energy Minerals4.13%
- 💻 Electronic Technology3.56%
- 🪙 Cryptocurrencies3.24%
- 💇♀️ Consumer Services2.23%
- 💵 Cash1.4%
- 🍞 Consumer Non Durables1.33%
- 🧬 Health Technology0.01%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE37.63%
- 🇬🇧 LSE18.17%
- 🇭🇰 Hong Kong Exchanges12.99%
- 🇺🇸 Nasdaq11.73%
- 🇩🇪 Xetra ETFs11.12%
- 🇩🇪 FRA3.8%
- 🌍 Digital Currency3.24%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States13.32%
- 🇨🇳 China11.76%
- 🇯🇵 Japan9.47%
- 🇨🇦 Canada6.01%
- 🇬🇷 Greece4.59%
- 🇧🇷 Brazil4.13%
- 🇩🇪 Germany3.8%
- 🇭🇰 Hong Kong3.56%
- 🇬🇧 United Kingdom1.33%
Dividends
Dividend Yield
2.22%
12 out of 20 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $VALE (7.89%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3/10
Beta
1.33
1.33
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-8.6
-8.6
-9
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.41
0.41
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
1.33
1.33
0
0.8
1.2
0
2
Sharpe Ratio
0.21
0.21
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-8.6
-8.6
-9
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
0.41
0.41
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
16.2
High:
P911.DE
37.53P911.DELow:
03690.HK
-199.4203690.HKDetails
PEG Ratio
49.26
High:
0700.HK
63.590700.HKLow:
9988.HK
35.229988.HKDetails
Price/Book
2.11
High:
UPS
5.78UPSLow:
SCLX
-0.29SCLXDetails
Price/Sales
1.5
High:0700.HK
5.920700.HKLow:
JD.US
0.21JD.USDetails
Price/CF
11.57
High:03690.HK
64.3903690.HKLow:
SHIP
3.55SHIPDetails
Price/FCF
18.95
High:9988.HK
2,771.019988.HKLow:
TM
8.98TMDetails
P/E Ratio
16.2
High:P911.DE
37.53P911.DELow:03690.HK
-199.4203690.HKDetails
PEG Ratio
49.26
High:0700.HK
63.590700.HKLow:9988.HK
35.229988.HKDetails
Price/Book
2.11
High:UPS
5.78UPSLow:SCLX
-0.29SCLXDetails
Price/Sales
1.5
High:0700.HK
5.920700.HKLow:JD.US
0.21JD.USDetails
Price/CF
11.57
High:03690.HK
64.3903690.HKLow:SHIP
3.55SHIPDetails
Price/FCF
18.95
High:9988.HK
2,771.019988.HKLow:TM
8.98TMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-56.51% | Nov 2021 | - | 53 |
-24.99% | Feb 2020 | May 2020 | 3 |
-17.1% | Sep 2020 | Dec 2020 | 3 |
-9.09% | Jun 2020 | Aug 2020 | 2 |
-7.62% | Sep 2021 | Oct 2021 | 1 |
-6.46% | Jul 2021 | Aug 2021 | 1 |
-3.04% | Mar 2021 | Jun 2021 | 3 |