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+0.96%
This Month
+0.96%
Year To Date
+30.98%
2 Years
+43.49%
5 Years
+103.16%
10 Years
-36%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs82.56%
- 💵 Cash8.05%
- ⛏️ Energy Minerals4.11%
- 🧩 Miscellaneous1.23%
- 📡 Communications1.02%
- 🪙 Cryptocurrencies0.95%
- 🪨 Non Energy Minerals0.86%
- 🧬 Health Technology0.67%
- 🚗 Consumer Durables0.41%
- 🍞 Consumer Non Durables0.34%
- 🖥️ Technology Services0.06%
Exchanges Breakdown
- Exchange
- Total
- 🇩🇪 Xetra ETFs42.42%
- 🇬🇧 LSE39.39%
- 🇺🇸 NYSE4.28%
- 🇸🇦 Tadawul3.56%
- 🌍 Digital Currency0.95%
- 🇺🇸 Nasdaq0.62%
- 🇩🇪 FRA0.41%
- 🇨🇭 SIX0.34%
- 🇺🇸 Chicago Board Options Exchange0.24%
Countries Breakdown
- Country
- Total
- 🇸🇦 Saudi Arabia3.56%
- 🇧🇷 Brazil1.22%
- 🇬🇧 United Kingdom0.95%
- 🇺🇸 United States0.67%
- 🇪🇸 Spain0.46%
- 🇩🇪 Germany0.41%
- 🇨🇭 Switzerland0.34%
- 🇷🇺 Russia0.18%
- 🇮🇱 Israel0.06%
Dividends
Dividend Yield
0.37%
10 out of 77 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $LKOD.L (76.06%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.4/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.83
0.83
0
1
2
3
3
Jensen's Alpha
-0.99
-0.99
-2
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.84
0.84
0
0.75
1.25
2
2
Information Ratio
-0.71
-0.71
-1
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.54
0.54
0
0.5
1
1.5
1.5
Sortino Ratio
0.83
0.83
0
1
2
3
3
Jensen's Alpha
-0.99
-0.99
-2
0
2
4.5
4.5
Omega Ratio
0.59
0.59
0
1
1.5
2.5
2.5
Treynor Ratio
0.84
0.84
0
0.75
1.25
2
2
Information Ratio
-0.71
-0.71
-1
0.3
0.6
1
1
Calmar Ratio
0.38
0.38
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
13.55
High:
NESN.ZU
18.46NESN.ZULow:
TEF
-9.86TEFDetails
PEG Ratio
9.07
High:
PFE
11.54PFELow:
OGZDL.L
0.01OGZDL.LDetails
Price/Book
1.09
High:NESN.ZU
6.49NESN.ZULow:
LKOD.L
0.01LKOD.LDetails
Price/Sales
0.95
High:
ETOR
3.32ETORLow:
VOW3.DE
0.15VOW3.DEDetails
Price/CF
5.5
High:ETOR
17.47ETORLow:
VOD
1.93VODDetails
Price/FCF
31.59
High:
VALE
565.82VALELow:VOD
3.35VODDetails
P/E Ratio
13.55
High:NESN.ZU
18.46NESN.ZULow:TEF
-9.86TEFDetails
PEG Ratio
9.07
High:PFE
11.54PFELow:OGZDL.L
0.01OGZDL.LDetails
Price/Book
1.09
High:NESN.ZU
6.49NESN.ZULow:LKOD.L
0.01LKOD.LDetails
Price/Sales
0.95
High:ETOR
3.32ETORLow:VOW3.DE
0.15VOW3.DEDetails
Price/CF
5.5
High:ETOR
17.47ETORLow:VOD
1.93VODDetails
Price/FCF
31.59
High:VALE
565.82VALELow:VOD
3.35VODDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-99.88% | Aug 2012 | - | 162 |