Loading...
+12.02%
This Month
+0.06%
Year To Date
+63.64%
2 Years
+0.97%
5 Years
+110.55%
10 Years
+10.32%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services25.62%
- 💰 Finance19.98%
- 🚗 Consumer Durables12.99%
- 🍞 Consumer Non Durables9.83%
- 💻 Electronic Technology9.17%
- 🪨 Non Energy Minerals8.36%
- 🏥 Health Services6.01%
- 💵 Cash5.2%
- 📡 Communications2.69%
- 💼 Commercial Services0.44%
Exchanges Breakdown
- Exchange
- Total
- 🇫🇷 Euronext Paris32.63%
- 🇺🇸 NYSE21.71%
- 🇺🇸 Nasdaq16.7%
- 🇧🇪 Euronext Brussels11.85%
- 🇩🇰 Copenhagen Stock Exchange8.36%
- 🇩🇪 FRA3.83%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States29.05%
- 🇫🇷 France23.46%
- 🇩🇪 Germany13.19%
- 🇧🇪 Belgium11.85%
- 🇳🇱 Netherlands9.17%
- 🇩🇰 Denmark8.36%
Dividends
Dividend Yield
2.44%
13 out of 13 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $RF.PA (6.11%)
Dividend Yield Breakdown
Performance Metrics
Score 5.4/10
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
2.9
2.9
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
1.26
1.26
0
0.75
1.25
2
2
Information Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
0.5
0.5
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.52
0.52
0
1
2
3
3
Jensen's Alpha
2.9
2.9
-2
0
2
4.5
4.5
Omega Ratio
0.93
0.93
0
1
1.5
2.5
2.5
Treynor Ratio
1.26
1.26
0
0.75
1.25
2
2
Information Ratio
-0.09
-0.09
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
28.48
High:
ROCKB.CO
234.61ROCKB.COLow:
RF.PA
-8.22RF.PADetails
PEG Ratio
-28.26
High:
V
558.2VLow:RF.PA
-513.62RF.PADetails
Price/Book
6.84
High:V
15.82VLow:
PAH3.DE
0.29PAH3.DEDetails
Price/Sales
5.72
High:V
14.81VLow:
PROX.BR
0.36PROX.BRDetails
Price/CF
19.65
High:RF.PA
65.91RF.PALow:PROX.BR
1.44PROX.BRDetails
Price/FCF
52.88
High:PAH3.DE
83.29PAH3.DELow:
PYPL
10.09PYPLDetails
P/E Ratio
28.48
High:ROCKB.CO
234.61ROCKB.COLow:RF.PA
-8.22RF.PADetails
PEG Ratio
-28.26
High:V
558.2VLow:RF.PA
-513.62RF.PADetails
Price/Book
6.84
High:V
15.82VLow:PAH3.DE
0.29PAH3.DEDetails
Price/Sales
5.72
High:V
14.81VLow:PROX.BR
0.36PROX.BRDetails
Price/CF
19.65
High:RF.PA
65.91RF.PALow:PROX.BR
1.44PROX.BRDetails
Price/FCF
52.88
High:PAH3.DE
83.29PAH3.DELow:PYPL
10.09PYPLDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-48.11% | Jun 2021 | - | 59 |
-34.47% | Nov 2018 | Aug 2020 | 21 |
-8.46% | Sep 2020 | Nov 2020 | 2 |
-2.52% | Jul 2018 | Aug 2018 | 1 |
-2.11% | Feb 2021 | Mar 2021 | 1 |