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+3.13%
This Month
+5.03%
Year To Date
+19.26%
2 Years
+65.82%
5 Years
+171.85%
10 Years
-17.05%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs31.41%
- 🖥️ Technology Services21.99%
- 💵 Cash13.47%
- 🍞 Consumer Non Durables11.4%
- 💰 Finance9.77%
- 🚗 Consumer Durables4.25%
- 🧬 Health Technology4.16%
- 💇♀️ Consumer Services2.32%
- 📦 Distribution Services0.7%
- 🛍️ Retail Trade0.54%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE56%
- 🇺🇸 Nasdaq20.36%
- 🇫🇷 Euronext Paris4.86%
- 🇳🇱 Euronext Amsterdam3.04%
- 🇩🇪 FRA2.28%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States29.82%
- 🇩🇪 Germany8.05%
- 🇫🇷 France4.86%
- 🇳🇱 Netherlands3.04%
- 🇮🇹 Italy1.98%
- 🇮🇪 Ireland1.87%
- 🇨🇦 Canada1.87%
- 🇬🇧 United Kingdom1.78%
- 🇩🇰 Denmark1.32%
- 🇨🇳 China0.54%
Dividends
Dividend Yield
0.89%
20 out of 26 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $ACN (4.63%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 MC.PA | 0.13% | 2.72% | $13 |
 WKL.NV | 0.13% | 4.2% | $2.08 |
 SAP | 0.08% | 1.38% | $1.73 |
 MSFT | 0.08% | 0.92% | $3 |
 DEO | 0.07% | 3.88% | $3.99 |
 DPZ | 0.05% | 2.29% | $5.44 |
 P911.DE | 0.05% | 2.26% | $2.31 |
 V | 0.04% | 0.73% | $2.01 |
 ACN | 0.03% | 4.63% | $4.99 |
 IPAR | 0.03% | 2.61% | $2.75 |
 NVO | 0.03% | 2.49% | $0.98 |
 KO | 0.02% | 2.54% | $1.89 |
 RACE | 0.02% | 1.13% | $2.64 |
 STZ | 0.02% | 3.13% | $3.68 |
 RMD | 0.02% | 1.23% | $1.92 |
 MA | 0.02% | 0.63% | $2.46 |
 POOL | 0.02% | 2.58% | $4.5 |
 JD.US | 0.02% | 3.22% | $0.74 |
 STE | 0.01% | 1.2% | $2.08 |
 KNSL | 0% | 0.25% | $0.58 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 6.2/10
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.63
0.63
0
0.5
1
1.5
1.5
Sortino Ratio
1.23
1.23
0
1
2
3
3
Jensen's Alpha
2.55
2.55
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
1.35
1.35
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.65
0.65
0
0.3
0.6
1
1
Beta
0.54
0.54
0
0.8
1.2
0
2
Sharpe Ratio
0.63
0.63
0
0.5
1
1.5
1.5
Sortino Ratio
1.23
1.23
0
1
2
3
3
Jensen's Alpha
2.55
2.55
-2
0
2
4.5
4.5
Omega Ratio
0.85
0.85
0
1
1.5
2.5
2.5
Treynor Ratio
1.35
1.35
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.65
0.65
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
23.46
High:P911.DE
130.25P911.DELow:
LULU
9.63LULUDetails
PEG Ratio
255.05
High:
MANH
3,330.26MANHLow:STZ
2.36STZDetails
Price/Book
7.12
High:MA
69.54MALow:DPZ
-2.57DPZDetails
Price/Sales
7.78
High:V
15.54VLow:JD.US
0.22JD.USDetails
Price/CF
17.05
High:V
25.45VLow:KNSL
7.41KNSLDetails
Price/FCF
48.57
High:P911.DE
595.63P911.DELow:KNSL
7.91KNSLDetails
P/E Ratio
23.46
High:P911.DE
130.25P911.DELow:LULU
9.63LULUDetails
PEG Ratio
255.05
High:MANH
3,330.26MANHLow:STZ
2.36STZDetails
Price/Book
7.12
High:MA
69.54MALow:DPZ
-2.57DPZDetails
Price/Sales
7.78
High:V
15.54VLow:JD.US
0.22JD.USDetails
Price/CF
17.05
High:V
25.45VLow:KNSL
7.41KNSLDetails
Price/FCF
48.57
High:P911.DE
595.63P911.DELow:KNSL
7.91KNSLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.03% | Jan 2011 | - | 187 |