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+0.46%
This Month
+21.27%
Year To Date
+67.22%
2 Years
+112.6%
5 Years
+112.6%
10 Years
+19.42%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs28.09%
- 🛠️ Producer Manufacturing18.93%
- 💰 Finance13.24%
- 💻 Electronic Technology8.8%
- ⚡ Utilities7.86%
- 🛍️ Retail Trade5.97%
- 📡 Communications4.62%
- 💇♀️ Consumer Services4.19%
- 🪨 Non Energy Minerals3.8%
- 🧬 Health Technology2.56%
- 🍞 Consumer Non Durables1.95%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE65.32%
- 🇩🇪 FRA9.39%
- 🇺🇸 Nasdaq5.63%
- 🇭🇰 Hong Kong Exchanges5.23%
- 🇪🇸 Bolsa De Madrid4.09%
- 🇮🇹 Borsa Italiana3.77%
- 🇨🇭 SIX2.64%
- 🇬🇧 LSE2.4%
- 🇸🇪 Stockholm Stock Exchange1.53%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States33.4%
- 🇩🇪 Germany9.39%
- 🇬🇧 United Kingdom8.05%
- 🇨🇳 China5.23%
- 🇪🇸 Spain4.09%
- 🇨🇦 Canada3.8%
- 🇮🇹 Italy3.77%
- 🇨🇭 Switzerland2.64%
- 🇸🇪 Sweden1.53%
Dividends
Dividend Yield
2.01%
24 out of 28 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $VZ (6.53%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VZ | 0.3% | 6.53% | $2.66 |
 NWG | 0.22% | 3.81% | $0.42 |
 ENEL.MI | 0.21% | 5.55% | $0.43 |
 ALV.DE | 0.15% | 4.19% | $13.8 |
 1398.HK | 0.13% | 5.31% | $0.33 |
 CVS | 0.13% | 3.52% | $2.54 |
 IBE.MC | 0.12% | 2.88% | $0.45 |
 SIRI | 0.08% | 4.9% | $0.1 |
 TSCO.L | 0.08% | 3.16% | $0.12 |
 MMM | 0.07% | 1.74% | $5.21 |
 LMT | 0.07% | 2.95% | $12.45 |
 ABBV | 0.07% | 2.94% | $6.06 |
 MCD | 0.06% | 2.3% | $6.53 |
 KO | 0.06% | 2.91% | $1.89 |
 KRN.DE | 0.04% | 1.96% | $2.2 |
 VOLV-A.ST | 0.04% | 2.7% | $7.5 |
 ABBN.ZU | 0.04% | 1.53% | $0.87 |
 CAT | 0.04% | 0.97% | $5.31 |
 DE | 0.03% | 1.36% | $5.76 |
 GS | 0.02% | 1.64% | $11 |
 RTX | 0.02% | 1.56% | $2.44 |
 GD | 0.02% | 1.78% | $5.48 |
 RHM.DE | 0.02% | 0.53% | $5.7 |
 3750.HK | 0.01% | 0.23% | - |
Performance Metrics
Score 5.2/10
Beta
2.37
2.37
0
0.8
1.2
0
3
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.82
0.82
0
1
2
3
3
Jensen's Alpha
1.55
1.55
-2
0
2
4.5
4.5
Omega Ratio
1.38
1.38
0
1
1.5
2.5
2.5
Treynor Ratio
0.97
0.97
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Beta
2.37
2.37
0
0.8
1.2
0
3
Sharpe Ratio
0.49
0.49
0
0.5
1
1.5
1.5
Sortino Ratio
0.82
0.82
0
1
2
3
3
Jensen's Alpha
1.55
1.55
-2
0
2
4.5
4.5
Omega Ratio
1.38
1.38
0
1
1.5
2.5
2.5
Treynor Ratio
0.97
0.97
0
0.75
1.25
2
2
Information Ratio
0.35
0.35
0
0.3
0.6
1
1
Calmar Ratio
0.22
0.22
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
19.04
High:
3750.HK
199.393750.HKLow:
TMC
-9.92TMCDetails
PEG Ratio
225.25
High:
1398.HK
1,501.721398.HKLow:
SIRI
4.93SIRIDetails
Price/Book
2.82
High:
MMM
19.22MMMLow:
ABBV
-151.24ABBVDetails
Price/Sales
1.71
High:
MCD
8.48MCDLow:TMC
-TMCDetails
Price/CF
9.59
High:
RHM.DE
91.83RHM.DELow:
ALV.DE
2.73ALV.DEDetails
Price/FCF
21.61
High:RHM.DE
5,198.92RHM.DELow:ALV.DE
3.38ALV.DEDetails
P/E Ratio
19.04
High:3750.HK
199.393750.HKLow:TMC
-9.92TMCDetails
PEG Ratio
225.25
High:1398.HK
1,501.721398.HKLow:SIRI
4.93SIRIDetails
Price/Book
2.82
High:MMM
19.22MMMLow:ABBV
-151.24ABBVDetails
Price/Sales
1.71
High:MCD
8.48MCDLow:TMC
-TMCDetails
Price/CF
9.59
High:RHM.DE
91.83RHM.DELow:ALV.DE
2.73ALV.DEDetails
Price/FCF
21.61
High:RHM.DE
5,198.92RHM.DELow:ALV.DE
3.38ALV.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-76.84% | Dec 2021 | - | 49 |
-23.51% | Jun 2021 | Nov 2021 | 5 |
-6.79% | Apr 2021 | May 2021 | 1 |