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+1.83%
This Month
+13.33%
Year To Date
+19.61%
2 Years
+89.46%
5 Years
+160.34%
10 Years
-17.89%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash39.81%
- 📊 ETFs15.08%
- 🍞 Consumer Non Durables7.87%
- 🚗 Consumer Durables5.94%
- 🖥️ Technology Services5.51%
- 🧬 Health Technology4.94%
- ⛏️ Energy Minerals4.93%
- 🪨 Non Energy Minerals4.65%
- 🏥 Health Services3.66%
- 🛠️ Producer Manufacturing1.98%
- 💰 Finance1.68%
- 💇♀️ Consumer Services1.4%
- 🏭 Industrial Services1.37%
- 📦 Distribution Services1.03%
- 🛍️ Retail Trade0.63%
- 🧪 Process Industries0.36%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE39.2%
- 🇺🇸 Nasdaq13.24%
- 🇩🇪 FRA5.94%
- 🇳🇱 Euronext Amsterdam2.24%
- 🇫🇷 Euronext Paris0.42%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States23.19%
- 🇩🇪 Germany5.94%
- 🇧🇷 Brazil5.48%
- 🇨🇦 Canada2.64%
- 🇬🇧 United Kingdom2.29%
- 🇳🇱 Netherlands2.24%
- 🇮🇪 Ireland1.75%
- 🇱🇺 Luxembourg1.38%
- 🇨🇳 China0.63%
- 🇫🇷 France0.42%
Dividends
Dividend Yield
1.96%
25 out of 30 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $FMC (16.68%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VALE | 0.33% | 10.01% | $1.33 |
 PBR | 0.23% | 10.37% | $1.73 |
 PAH3.DE | 0.15% | 4.7% | $2.56 |
 CHRD | 0.12% | 5.34% | $5 |
 DEO | 0.1% | 4.57% | $3.99 |
 TX | 0.1% | 7.07% | $3.3 |
 UNH | 0.09% | 2.55% | $7.74 |
 EPD | 0.09% | 6.72% | $2.03 |
 PFE | 0.09% | 6.65% | $1.66 |
 P911.DE | 0.09% | 4.91% | $2.31 |
 BMY | 0.08% | 4.75% | $2.34 |
 SIRI | 0.07% | 4.97% | $0.1 |
 VOW3.DE | 0.06% | 5.88% | $9.06 |
 WKL.NV | 0.06% | 2.73% | $2.08 |
 FMC | 0.06% | 16.68% | $2.32 |
 IPAR | 0.04% | 3.8% | $2.75 |
 ACN | 0.04% | 2.24% | $4.99 |
 KO | 0.03% | 2.89% | $1.89 |
 STZ | 0.03% | 2.76% | $3.68 |
 TTE.PA | 0.03% | 6.12% | $3.06 |
 JNJ | 0.02% | 2.43% | $4.81 |
 POOL | 0.02% | 2.06% | $4.5 |
 JD.US | 0.02% | 3.33% | $0.74 |
 BRKR | 0% | 0.44% | $0.2 |
 KNSL | 0% | 0.17% | $0.58 |
Performance Metrics
Score 6.1/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
2.18
2.18
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.61
0.61
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
2.18
2.18
-2
0
2
4.5
4.5
Omega Ratio
0.83
0.83
0
1
1.5
2.5
2.5
Treynor Ratio
1.29
1.29
0
0.75
1.25
2
2
Information Ratio
-0.24
-0.24
-1
0.3
0.6
1
1
Calmar Ratio
0.61
0.61
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
25.32
High:
P911.DE
44.78P911.DELow:
BRKR
-288.74BRKRDetails
PEG Ratio
131.27
High:
LULU
419.5LULULow:
TX
2.23TXDetails
Price/Book
2.47
High:
WKL.NV
23.18WKL.NVLow:
VOW3.DE
0.32VOW3.DEDetails
Price/Sales
1.18
High:
KO
6.37KOLow:VOW3.DE
0.17VOW3.DEDetails
Price/CF
10.15
High:
FMC
164.34FMCLow:
PBR
2.49PBRDetails
Price/FCF
32.75
High:P911.DE
595.63P911.DELow:
BMY
8.93BMYDetails
P/E Ratio
25.32
High:P911.DE
44.78P911.DELow:BRKR
-288.74BRKRDetails
PEG Ratio
131.27
High:LULU
419.5LULULow:TX
2.23TXDetails
Price/Book
2.47
High:WKL.NV
23.18WKL.NVLow:VOW3.DE
0.32VOW3.DEDetails
Price/Sales
1.18
High:KO
6.37KOLow:VOW3.DE
0.17VOW3.DEDetails
Price/CF
10.15
High:FMC
164.34FMCLow:PBR
2.49PBRDetails
Price/FCF
32.75
High:P911.DE
595.63P911.DELow:BMY
8.93BMYDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.03% | Jan 2011 | - | 180 |