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-0.42%
This Month
+10.97%
Year To Date
+54.75%
2 Years
+29.45%
5 Years
-57.57%
10 Years
-14.04%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💰 Finance96.85%
- 💵 Cash5.11%
Exchanges Breakdown
- Exchange
- Total
- 🇭🇰 Hong Kong Exchanges96.85%
Countries Breakdown
- Country
- Total
- 🇨🇳 China96.85%
Dividends
Dividend Yield
4.84%
3 out of 3 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $3328.HK (5.14%)
Performance Metrics
Score 2.6/10
Beta
0.51
0.51
0
0.8
1.2
0
2
Sharpe Ratio
-0.34
-0.34
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.39
-0.39
-1
1
2
3
3
Jensen's Alpha
-15.23
-15.23
-16
0
2
4.5
4.5
Omega Ratio
0.47
0.47
0
1
1.5
2.5
2.5
Treynor Ratio
-1.73
-1.73
-2
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-1
0.3
0.6
1
1
Calmar Ratio
-0.16
-0.16
-1
0.3
0.6
1
1
Beta
0.51
0.51
0
0.8
1.2
0
2
Sharpe Ratio
-0.34
-0.34
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.39
-0.39
-1
1
2
3
3
Jensen's Alpha
-15.23
-15.23
-16
0
2
4.5
4.5
Omega Ratio
0.47
0.47
0
1
1.5
2.5
2.5
Treynor Ratio
-1.73
-1.73
-2
0.75
1.25
2
2
Information Ratio
-0.7
-0.7
-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
5.96
High:
1288.HK
6.241288.HKLow:
3988.HK
5.683988.HKDetails
PEG Ratio
105.55
High:1288.HK
109.861288.HKLow:3988.HK
100.643988.HKDetails
Price/Book
0.54
High:1288.HK
0.631288.HKLow:
3328.HK
0.483328.HKDetails
Price/Sales
1.21
High:1288.HK
1.331288.HKLow:3328.HK
1.133328.HKDetails
Price/CF
3.51
High:3328.HK
4.073328.HKLow:3988.HK
3.123988.HKDetails
Price/FCF
5.36
High:3328.HK
11.23328.HKLow:1288.HK
4.391288.HKDetails
P/E Ratio
5.96
High:1288.HK
6.241288.HKLow:3988.HK
5.683988.HKDetails
PEG Ratio
105.55
High:1288.HK
109.861288.HKLow:3988.HK
100.643988.HKDetails
Price/Book
0.54
High:1288.HK
0.631288.HKLow:3328.HK
0.483328.HKDetails
Price/Sales
1.21
High:1288.HK
1.331288.HKLow:3328.HK
1.133328.HKDetails
Price/CF
3.51
High:3328.HK
4.073328.HKLow:3988.HK
3.123988.HKDetails
Price/FCF
5.36
High:3328.HK
11.23328.HKLow:1288.HK
4.391288.HKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-82.76% | Apr 2020 | - | 74 |