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-0.69%
This Month
-0.69%
Year To Date
+15.75%
2 Years
-59.09%
5 Years
+23.7%
10 Years
-23.1%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💹 Forex21.14%
- 💵 Cash16.92%
- 🪙 Cryptocurrencies8.15%
- 💻 Electronic Technology1.7%
- 🚚 Transportation1.69%
- 🖥️ Technology Services1.02%
- 🚗 Consumer Durables0.53%
- 💇♀️ Consumer Services0.3%
- 🏭 Industrial Services0.13%
- 🧪 Process Industries0.02%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX21.14%
- 🌍 Digital Currency8.15%
- 🇺🇸 NYSE3.02%
- 🇩🇪 FRA1.83%
- 🇫🇷 Euronext Paris0.4%
- 🇺🇸 Nasdaq0.14%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States2.13%
- 🇩🇪 Germany1.83%
- 🇨🇳 China1.02%
- 🇫🇷 France0.4%
- 🇬🇧 United Kingdom0%
Dividends
Dividend Yield
0.11%
9 out of 21 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $RNO.PA (6.74%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.7/10
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
1.37
1.37
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
1.13
1.13
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Beta
0.84
0.84
0
0.8
1.2
0
2
Sharpe Ratio
0.24
0.24
0
0.5
1
1.5
1.5
Sortino Ratio
0.37
0.37
0
1
2
3
3
Jensen's Alpha
1.37
1.37
-2
0
2
4.5
4.5
Omega Ratio
0.99
0.99
0
1
1.5
2.5
2.5
Treynor Ratio
1.13
1.13
0
0.75
1.25
2
2
Information Ratio
-0.01
-0.01
-1
0.3
0.6
1
1
Calmar Ratio
0.03
0.03
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
-19.15
High:
BAS.DE
142.6BAS.DELow:
PSKY
-44.27PSKYDetails
PEG Ratio
23.56
High:
LVS
258.9LVSLow:PSKY
-45.6PSKYDetails
Price/Book
14.18
High:LVS
25.26LVSLow:
BA
-22.91BADetails
Price/Sales
1.44
High:
SPCE
107.02SPCELow:
FTCHQ
-FTCHQDetails
Price/CF
17.95
High:FTCHQ
331.51FTCHQLow:
LHA.DE
2.14LHA.DEDetails
Price/FCF
74.06
High:BAS.DE
656.13BAS.DELow:
RNO.PA
5.49RNO.PADetails
P/E Ratio
-19.15
High:BAS.DE
142.6BAS.DELow:PSKY
-44.27PSKYDetails
PEG Ratio
23.56
High:LVS
258.9LVSLow:PSKY
-45.6PSKYDetails
Price/Book
14.18
High:LVS
25.26LVSLow:BA
-22.91BADetails
Price/Sales
1.44
High:SPCE
107.02SPCELow:FTCHQ
-FTCHQDetails
Price/CF
17.95
High:FTCHQ
331.51FTCHQLow:LHA.DE
2.14LHA.DEDetails
Price/FCF
74.06
High:BAS.DE
656.13BAS.DELow:RNO.PA
5.49RNO.PADetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-96.82% | Aug 2011 | - | 174 |