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0%
Today
-10.36%
This Month
-18.61%
Year To Date
-6.36%
2 Years
+1.08%
5 Years
+2.03%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🛍️ Retail Trade28.89%
- 🍞 Consumer Non Durables20.38%
- 🛠️ Producer Manufacturing18.86%
- 💰 Finance9.18%
- 💵 Cash6.38%
- 🧬 Health Technology5.84%
- 🖥️ Technology Services3.52%
- 💼 Commercial Services3.11%
- 💇♀️ Consumer Services2.8%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq65.09%
- 🇺🇸 NYSE18.78%
- 🇨🇭 SIX3.38%
- 🇵🇹 Euronext Lisbon2.7%
- 🇧🇪 Euronext Brussels2.46%
- 🇺🇸 OTC Markets Stock Exchange0.17%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States78.08%
- 🇨🇭 Switzerland5.84%
- 🇨🇳 China3.5%
- 🇵🇹 Portugal2.7%
- 🇧🇪 Belgium2.46%
Dividends
Dividend Yield
0.82%
10 out of 16 instruments pay dividend.
1 dividend payments in the next 30 days.
Highest Dividend: $AGS.BR (4.64%)
Performance Metrics
Score 3.9/10
Beta
0.22
0.22
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-0.78
-0.78
-2
0
2
4.5
4.5
Omega Ratio
0.64
0.64
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Beta
0.22
0.22
0
0.8
1.2
0
2
Sharpe Ratio
0.15
0.15
0
0.5
1
1.5
1.5
Sortino Ratio
0.27
0.27
0
1
2
3
3
Jensen's Alpha
-0.78
-0.78
-2
0
2
4.5
4.5
Omega Ratio
0.64
0.64
0
1
1.5
2.5
2.5
Treynor Ratio
0.63
0.63
0
0.75
1.25
2
2
Information Ratio
-0.57
-0.57
-1
0.3
0.6
1
1
Calmar Ratio
0.19
0.19
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock positions
P/E Ratio
14.06
High:
FOXF
125.3FOXFLow:
SDZNY
-22,355.56SDZNYDetails
PEG Ratio
84.94
High:
PYPL
342.66PYPLLow:
CROX
23.14CROXDetails
Price/Book
2
High:
ROG.ZU
6.4ROG.ZULow:FOXF
0.68FOXFDetails
Price/Sales
2.52
High:
BAM
42.36BAMLow:
AN
0.25ANDetails
Price/CF
18.79
High:BAM
37.15BAMLow:CROX
6.4CROXDetails
Price/FCF
38.41
High:
JMT.LSB
481.98JMT.LSBLow:CROX
6.88CROXDetails
P/E Ratio
14.06
High:FOXF
125.3FOXFLow:SDZNY
-22,355.56SDZNYDetails
PEG Ratio
84.94
High:PYPL
342.66PYPLLow:CROX
23.14CROXDetails
Price/Book
2
High:ROG.ZU
6.4ROG.ZULow:FOXF
0.68FOXFDetails
Price/Sales
2.52
High:BAM
42.36BAMLow:AN
0.25ANDetails
Price/CF
18.79
High:BAM
37.15BAMLow:CROX
6.4CROXDetails
Price/FCF
38.41
High:JMT.LSB
481.98JMT.LSBLow:CROX
6.88CROXDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-18.61% | Jan 2025 | - | 4 |
-16.6% | Apr 2016 | Nov 2017 | 19 |
-7.21% | Sep 2021 | Jan 2024 | 28 |
-3.86% | Jan 2018 | Feb 2019 | 13 |
-3.36% | May 2019 | Oct 2019 | 5 |
-2.1% | Mar 2024 | May 2024 | 2 |
-1.85% | Sep 2020 | Nov 2020 | 2 |
-1.36% | Oct 2024 | Nov 2024 | 1 |
-1.28% | Jan 2020 | Apr 2020 | 3 |
-0.93% | Jun 2024 | Jul 2024 | 1 |
-0.29% | Mar 2019 | Apr 2019 | 1 |
-0.28% | Jun 2020 | Jul 2020 | 1 |
-0.09% | Jun 2021 | Jul 2021 | 1 |
-0.08% | Jan 2021 | Feb 2021 | 1 |