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+4.54%
This Month
+4.54%
Year To Date
+45.08%
2 Years
-3.79%
5 Years
-71.23%
10 Years
-13.89%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology32.13%
- 🖥️ Technology Services21.79%
- 📊 ETFs15.14%
- 🪙 Cryptocurrencies10.11%
- 🛠️ Producer Manufacturing6.86%
- 🛍️ Retail Trade4.75%
- 💰 Finance3.25%
- 🪨 Non Energy Minerals2.96%
- 💵 Cash1.91%
- 🧪 Process Industries1.29%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 FRA34%
- 🇺🇸 Nasdaq27.07%
- 🇺🇸 NYSE27.06%
- 🌍 Digital Currency10.11%
- 🇺🇸 Chicago Board Options Exchange0.05%
Countries Breakdown
- Country
- Total
- 🇩🇪 Germany37.23%
- 🇺🇸 United States27.73%
- 🇹🇼 Taiwan8.07%
Dividends
Dividend Yield
0.57%
12 out of 23 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $BAS.DE (5.03%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.9/10
Beta
0.18
0.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.3
-0.3
-1
1
2
3
3
Jensen's Alpha
-9.49
-9.49
-10
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-3.66
-3.66
-4
0.75
1.25
2
2
Information Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
0.18
0.18
0
0.8
1.2
0
2
Sharpe Ratio
-0.16
-0.16
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.3
-0.3
-1
1
2
3
3
Jensen's Alpha
-9.49
-9.49
-10
0
2
4.5
4.5
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
-3.66
-3.66
-4
0.75
1.25
2
2
Information Ratio
-0.37
-0.37
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
34.36
High:
BAS.DE
142.6BAS.DELow:
SZG.DE
-12.6SZG.DEDetails
PEG Ratio
139.57
High:
META
433.38METALow:
SAP
20.16SAPDetails
Price/Book
10.36
High:
NVDA
36.4NVDALow:SZG.DE
0.57SZG.DEDetails
Price/Sales
9.08
High:NVDA
23.3NVDALow:SZG.DE
0.28SZG.DEDetails
Price/CF
18.87
High:
RHM.DE
91.83RHM.DELow:
CBK.DE
0.14CBK.DEDetails
Price/FCF
61.76
High:RHM.DE
5,198.92RHM.DELow:CBK.DE
2.63CBK.DEDetails
P/E Ratio
34.36
High:BAS.DE
142.6BAS.DELow:SZG.DE
-12.6SZG.DEDetails
PEG Ratio
139.57
High:META
433.38METALow:SAP
20.16SAPDetails
Price/Book
10.36
High:NVDA
36.4NVDALow:SZG.DE
0.57SZG.DEDetails
Price/Sales
9.08
High:NVDA
23.3NVDALow:SZG.DE
0.28SZG.DEDetails
Price/CF
18.87
High:RHM.DE
91.83RHM.DELow:CBK.DE
0.14CBK.DEDetails
Price/FCF
61.76
High:RHM.DE
5,198.92RHM.DELow:CBK.DE
2.63CBK.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-89.14% | Jan 2018 | - | 97 |
-27.55% | Sep 2017 | Dec 2017 | 3 |