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+17.77%
This Month
+49.94%
Year To Date
+49.94%
2 Years
+49.94%
5 Years
+49.94%
10 Years
+49.94%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology26.53%
- ❓ Other16.77%
- 🛠️ Producer Manufacturing16.57%
- 💵 Cash12.57%
- 🚗 Consumer Durables9.71%
- 💰 Finance8.15%
- 🖥️ Technology Services4.94%
- 🧬 Health Technology3.6%
- 🪨 Non Energy Minerals2.19%
- 💼 Commercial Services1.75%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq31.57%
- 🇺🇸 NYSE25.59%
- Tokyo Stock Exchange7.4%
- 🇫🇷 Euronext Paris6.88%
- 🇩🇪 FRA5.08%
- 🇬🇧 LSE4.32%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States37.58%
- 🇫🇮 Finland7.92%
- 🇫🇷 France6.88%
- 🇩🇪 Germany5.08%
- 🇧🇷 Brazil4.47%
- 🇰🇷 South Korea4.32%
- 🇩🇰 Denmark3.6%
- 🇨🇳 China2.46%
- 🇰🇿 Kazakhstan1.12%
Dividends
Dividend Yield
0.39%
11 out of 24 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $NVO (2.78%)
Performance Metrics
Score 8.4/10
Beta
-1.97
-1.97
-2
0.8
1.2
-2
2
Sharpe Ratio
1.82
1.82
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
21.71
21.71
-2
0
2
22
22
Omega Ratio
8.15
8.15
0
1
1.5
9
9
Treynor Ratio
-3.26
-3.26
-4
0.75
1.25
2
2
Information Ratio
2.23
2.23
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Beta
-1.97
-1.97
-2
0.8
1.2
-2
2
Sharpe Ratio
1.82
1.82
0
0.5
1
2
2
Sortino Ratio
10
10
0
1
2
10
10
Jensen's Alpha
21.71
21.71
-2
0
2
22
22
Omega Ratio
8.15
8.15
0
1
1.5
9
9
Treynor Ratio
-3.26
-3.26
-4
0.75
1.25
2
2
Information Ratio
2.23
2.23
0
0.3
0.6
3
3
Calmar Ratio
10
10
0
0.3
0.6
10
10
Portfolio Valuation
Based on current positions
P/E Ratio
26.23
High:
LITE
169.04LITELow:
LASR
-276.7LASRDetails
PEG Ratio
168.35
High:
NOK
1,109.67NOKLow:LASR
-372.7LASRDetails
Price/Book
4.48
High:LITE
21.96LITELow:
MRN.PA
1.27MRN.PADetails
Price/Sales
5.03
High:LITE
35.21LITELow:MRN.PA
0.84MRN.PADetails
Price/CF
12.03
High:LITE
149.43LITELow:MRN.PA
3.52MRN.PADetails
Price/FCF
27.25
High:LITE
593.01LITELow:
KSPI
6.2KSPIDetails
P/E Ratio
26.23
High:LITE
169.04LITELow:LASR
-276.7LASRDetails
PEG Ratio
168.35
High:NOK
1,109.67NOKLow:LASR
-372.7LASRDetails
Price/Book
4.48
High:LITE
21.96LITELow:MRN.PA
1.27MRN.PADetails
Price/Sales
5.03
High:LITE
35.21LITELow:MRN.PA
0.84MRN.PADetails
Price/CF
12.03
High:LITE
149.43LITELow:MRN.PA
3.52MRN.PADetails
Price/FCF
27.25
High:LITE
593.01LITELow:KSPI
6.2KSPIDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|