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-1.23%
This Month
-8.42%
Year To Date
-11.99%
2 Years
-46.21%
5 Years
-52.42%
10 Years
-20.51%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash24.72%
- 💼 Commercial Services24.68%
- 🪙 Cryptocurrencies19.7%
- 🧪 Process Industries3.17%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 FRA24.68%
- 🌍 Digital Currency19.7%
- 🇺🇸 Nasdaq3.17%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany24.68%
- 🇨🇦 Canada3.17%
Dividends
Dividend Yield
1.8%
1 out of 7 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SAX.DE (7.3%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 SAX.DE | 1.8% | 7.3% | $1.85 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.6/10
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-13.26
-13.26
-14
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
-0.57
-0.57
-1
0.75
1.25
2
2
Information Ratio
-0.6
-0.6
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
0.78
0.78
0
0.8
1.2
0
2
Sharpe Ratio
-0.18
-0.18
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.27
-0.27
-1
1
2
3
3
Jensen's Alpha
-13.26
-13.26
-14
0
2
4.5
4.5
Omega Ratio
0.63
0.63
0
1
1.5
2.5
2.5
Treynor Ratio
-0.57
-0.57
-1
0.75
1.25
2
2
Information Ratio
-0.6
-0.6
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
14.31
High:
OGI
14.79OGILow:SAX.DE
14.3SAX.DEDetails
PEG Ratio
179.52
High:SAX.DE
201.05SAX.DELow:OGI
11.82OGIDetails
Price/Book
4.12
High:SAX.DE
4.38SAX.DELow:OGI
0.71OGIDetails
Price/Sales
0.86
High:OGI
0.97OGILow:SAX.DE
0.86SAX.DEDetails
Price/CF
5.2
High:OGI
46.53OGILow:SAX.DE
5.14SAX.DEDetails
Price/FCF
12.52
High:SAX.DE
12.52SAX.DELow:SAX.DE
12.52SAX.DEDetails
P/E Ratio
14.31
High:OGI
14.79OGILow:SAX.DE
14.3SAX.DEDetails
PEG Ratio
179.52
High:SAX.DE
201.05SAX.DELow:OGI
11.82OGIDetails
Price/Book
4.12
High:SAX.DE
4.38SAX.DELow:OGI
0.71OGIDetails
Price/Sales
0.86
High:OGI
0.97OGILow:SAX.DE
0.86SAX.DEDetails
Price/CF
5.2
High:OGI
46.53OGILow:SAX.DE
5.14SAX.DEDetails
Price/FCF
12.52
High:SAX.DE
12.52SAX.DELow:SAX.DE
12.52SAX.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-92.71% | Dec 2011 | - | 172 |