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+1.7%
This Month
+29.92%
Year To Date
+65.79%
2 Years
-13.84%
5 Years
+40.36%
10 Years
+6.67%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🖥️ Technology Services24.13%
- 💻 Electronic Technology16.59%
- 💰 Finance13.61%
- 🧪 Process Industries13.4%
- 🧬 Health Technology9.35%
- 🪨 Non Energy Minerals6.53%
- 🚗 Consumer Durables6.37%
- 💼 Commercial Services3.76%
- ⛏️ Energy Minerals3.43%
- 🛠️ Producer Manufacturing2.77%
- 💵 Cash0.07%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE30.04%
- 🇺🇸 Nasdaq17.67%
- 🇫🇷 Euronext Paris16.67%
- 🇭🇰 Hong Kong Exchanges16.58%
- 🇩🇪 FRA13.51%
- 🇨🇭 SIX5.47%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States34.07%
- 🇨🇳 China23.69%
- 🇫🇷 France16.67%
- 🇩🇪 Germany13.51%
- 🇧🇷 Brazil6.53%
- 🇨🇭 Switzerland5.47%
Dividends
Dividend Yield
3.32%
14 out of 21 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $VALE (9.94%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 VALE | 0.65% | 9.94% | $1.33 |
 O | 0.45% | 5.57% | $3.09 |
 DOW | 0.44% | 9.03% | $2.8 |
 DOC | 0.42% | 7.39% | $1.2 |
 OERL.ZU | 0.34% | 6.27% | $0.2 |
 JEN.DE | 0.21% | 2.02% | $0.35 |
 TTE.PA | 0.21% | 6.15% | $3.06 |
 NWL | 0.21% | 7.43% | $0.28 |
 SK.PA | 0.14% | 5.58% | $2.62 |
 BEN.PA | 0.1% | 2.65% | $0.73 |
 DBG.PA | 0.07% | 1.87% | $0.16 |
 AFX.DE | 0.05% | 1.52% | $1.1 |
 ALB | 0.04% | 1.22% | $1.6 |
 META | 0% | 0.33% | $1 |
Performance Metrics
Score 3.5/10
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.41
0.41
0
1
2
3
3
Jensen's Alpha
-2.29
-2.29
-3
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Beta
0.8
0.8
0
0.8
1.2
0
2
Sharpe Ratio
0.25
0.25
0
0.5
1
1.5
1.5
Sortino Ratio
0.41
0.41
0
1
2
3
3
Jensen's Alpha
-2.29
-2.29
-3
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.81
0.81
0
0.75
1.25
2
2
Information Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Calmar Ratio
0.09
0.09
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
25.42
High:
AL2SI.PA
124.69AL2SI.PALow:
OERL.ZU
-1,032.9OERL.ZUDetails
PEG Ratio
588.36
High:
O
2,976.1OLow:OERL.ZU
-1,230.55OERL.ZUDetails
Price/Book
2.24
High:AL2SI.PA
9.11AL2SI.PALow:
NWL
0.59NWLDetails
Price/Sales
2.5
High:O
9.47OLow:NWL
0.22NWLDetails
Price/CF
12.67
High:
9888.HK
134.539888.HKLow:
BEN.PA
2.74BEN.PADetails
Price/FCF
41.79
High:
VALE
565.82VALELow:
DBG.PA
7.53DBG.PADetails
P/E Ratio
25.42
High:AL2SI.PA
124.69AL2SI.PALow:OERL.ZU
-1,032.9OERL.ZUDetails
PEG Ratio
588.36
High:O
2,976.1OLow:OERL.ZU
-1,230.55OERL.ZUDetails
Price/Book
2.24
High:AL2SI.PA
9.11AL2SI.PALow:NWL
0.59NWLDetails
Price/Sales
2.5
High:O
9.47OLow:NWL
0.22NWLDetails
Price/CF
12.67
High:9888.HK
134.539888.HKLow:BEN.PA
2.74BEN.PADetails
Price/FCF
41.79
High:VALE
565.82VALELow:DBG.PA
7.53DBG.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-67.9% | Feb 2021 | - | 59 |
-0.29% | Sep 2020 | Oct 2020 | 1 |