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-1.53%
This Month
+6.49%
Year To Date
+15.2%
2 Years
-23.81%
5 Years
-99.77%
10 Years
-66.93%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📡 Communications22.72%
- 🚗 Consumer Durables17.84%
- 🍞 Consumer Non Durables15.97%
- 💰 Finance12.7%
- 🛠️ Producer Manufacturing9.21%
- 🧬 Health Technology6.39%
- 📊 ETFs5.93%
- ⚡ Utilities5.07%
- 🖥️ Technology Services4.16%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE43.63%
- 🇭🇰 Hong Kong Exchanges26.99%
- 🇺🇸 Nasdaq12.03%
- 🇩🇪 FRA11.42%
- 🇺🇸 Chicago Board Options Exchange5.93%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States51.36%
- 🇨🇳 China23.41%
- 🇭🇰 Hong Kong12.81%
- 🇩🇪 Germany6.49%
Dividends
Dividend Yield
3.65%
10 out of 13 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $MBG.DE (12.36%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.2/10
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-19.42
-19.42
-20
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Beta
1.76
1.76
0
0.8
1.2
0
2
Sharpe Ratio
-0.02
-0.02
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.03
-0.03
-1
1
2
3
3
Jensen's Alpha
-19.42
-19.42
-20
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
-0.1
-0.1
-1
0.75
1.25
2
2
Information Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Calmar Ratio
-0.67
-0.67
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
13.6
High:
0968.HK
32.40968.HKLow:
FIG
-11.57FIGDetails
PEG Ratio
122.98
High:
OGE
348.73OGELow:
CHA
39.5CHADetails
Price/Book
1.9
High:
KO
10.44KOLow:
3988.HK
0.453988.HKDetails
Price/Sales
1.72
High:FIG
14.4FIGLow:
MBG.DE
0.41MBG.DEDetails
Price/CF
6.18
High:FIG
76.48FIGLow:MBG.DE
2.47MBG.DEDetails
Price/FCF
18.19
High:KO
272.99KOLow:MBG.DE
4.14MBG.DEDetails
P/E Ratio
13.6
High:0968.HK
32.40968.HKLow:FIG
-11.57FIGDetails
PEG Ratio
122.98
High:OGE
348.73OGELow:CHA
39.5CHADetails
Price/Book
1.9
High:KO
10.44KOLow:3988.HK
0.453988.HKDetails
Price/Sales
1.72
High:FIG
14.4FIGLow:MBG.DE
0.41MBG.DEDetails
Price/CF
6.18
High:FIG
76.48FIGLow:MBG.DE
2.47MBG.DEDetails
Price/FCF
18.19
High:KO
272.99KOLow:MBG.DE
4.14MBG.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.69% | Oct 2020 | - | 66 |