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-4.96%
This Month
-8.25%
Year To Date
+4.61%
2 Years
+1.8%
5 Years
+58.78%
10 Years
+8.77%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs38.67%
- 💻 Electronic Technology23.36%
- 💵 Cash13.63%
- 💰 Finance13.39%
- 🚗 Consumer Durables9.8%
- 💼 Commercial Services2.75%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE53.1%
- 🇬🇧 LSE16.62%
- 🇺🇸 Nasdaq10.54%
- 🇳🇱 Euronext Amsterdam7.7%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States25.94%
- 🇬🇧 United Kingdom9.8%
- 🇳🇱 Netherlands7.7%
- 🇹🇼 Taiwan5.85%
Dividends
Dividend Yield
0.5%
8 out of 13 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $GAW.L (2.8%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.7/10
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
-3.95
-3.95
-4
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
0.92
0.92
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
0.91
0.91
0
0.8
1.2
0
2
Sharpe Ratio
0.34
0.34
0
0.5
1
1.5
1.5
Sortino Ratio
0.62
0.62
0
1
2
3
3
Jensen's Alpha
-3.95
-3.95
-4
0
2
4.5
4.5
Omega Ratio
0.84
0.84
0
1
1.5
2.5
2.5
Treynor Ratio
0.92
0.92
0
0.75
1.25
2
2
Information Ratio
-0.21
-0.21
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
35.37
High:
ANET
48.97ANETLow:
SNDK
-78.93SNDKDetails
PEG Ratio
213.51
High:
V
564.33VLow:
WDC
17.54WDCDetails
Price/Book
14.66
High:
MA
60.42MALow:
MSCI
-15.86MSCIDetails
Price/Sales
14.72
High:ANET
19.1ANETLow:
GAW.L
8.81GAW.LDetails
Price/CF
23.86
High:ANET
38.24ANETLow:
MU
11.55MUDetails
Price/FCF
50.63
High:GAW.L
89.33GAW.LLow:SNDK
29.63SNDKDetails
P/E Ratio
35.37
High:ANET
48.97ANETLow:SNDK
-78.93SNDKDetails
PEG Ratio
213.51
High:V
564.33VLow:WDC
17.54WDCDetails
Price/Book
14.66
High:MA
60.42MALow:MSCI
-15.86MSCIDetails
Price/Sales
14.72
High:ANET
19.1ANETLow:GAW.L
8.81GAW.LDetails
Price/CF
23.86
High:ANET
38.24ANETLow:MU
11.55MUDetails
Price/FCF
50.63
High:GAW.L
89.33GAW.LLow:SNDK
29.63SNDKDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-54.92% | Sep 2021 | - | 55 |
-16.51% | Feb 2021 | Jun 2021 | 4 |
-12.6% | Sep 2020 | Nov 2020 | 2 |
-7.89% | May 2020 | Jul 2020 | 2 |
-0.9% | Dec 2020 | Jan 2021 | 1 |