Loading...
+1.31%
This Month
+1.31%
Year To Date
+6.93%
2 Years
-13.33%
5 Years
+71.38%
10 Years
-27.67%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash56.65%
- 💰 Finance23.89%
- 🍞 Consumer Non Durables6.82%
- 💼 Commercial Services3.76%
- 🧩 Miscellaneous2.52%
- 🚗 Consumer Durables2.46%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE23.07%
- 🇺🇸 Nasdaq13.92%
- 🇩🇪 FRA2.46%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States36.99%
- 🇩🇪 Germany2.46%
Dividends
Dividend Yield
4.04%
9 out of 10 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $ARR (15.59%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 3.5/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
-2.27
-2.27
-3
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.48
0.48
0
1
2
3
3
Jensen's Alpha
-2.27
-2.27
-3
0
2
4.5
4.5
Omega Ratio
0.65
0.65
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
-0.59
-0.59
-1
0.3
0.6
1
1
Calmar Ratio
0.18
0.18
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
9.78
High:
ARR
398.92ARRLow:
DX
7.18DXDetails
PEG Ratio
332.99
High:
GIS
2,319.61GISLow:
NLY
0.38NLYDetails
Price/Book
0.79
High:GIS
2.54GISLow:
VOW3.DE
0.3VOW3.DEDetails
Price/Sales
0.52
High:
AGNC
6.86AGNCLow:VOW3.DE
0.16VOW3.DEDetails
Price/CF
6.54
High:
XYZ
22.78XYZLow:VOW3.DE
2.99VOW3.DEDetails
Price/FCF
25.19
High:DX
131.75DXLow:
PYPL
11.57PYPLDetails
P/E Ratio
9.78
High:ARR
398.92ARRLow:DX
7.18DXDetails
PEG Ratio
332.99
High:GIS
2,319.61GISLow:NLY
0.38NLYDetails
Price/Book
0.79
High:GIS
2.54GISLow:VOW3.DE
0.3VOW3.DEDetails
Price/Sales
0.52
High:AGNC
6.86AGNCLow:VOW3.DE
0.16VOW3.DEDetails
Price/CF
6.54
High:XYZ
22.78XYZLow:VOW3.DE
2.99VOW3.DEDetails
Price/FCF
25.19
High:DX
131.75DXLow:PYPL
11.57PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-98.5% | Jul 2014 | - | 139 |