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-3.03%
This Month
-2.3%
Year To Date
+29.71%
2 Years
+41.7%
5 Years
+145%
10 Years
-4.85%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology37.74%
- 💰 Finance14.91%
- 🖥️ Technology Services11.16%
- 🛍️ Retail Trade7.86%
- 🍞 Consumer Non Durables7.61%
- 🧬 Health Technology7.3%
- 💇♀️ Consumer Services3.69%
- 🛠️ Producer Manufacturing3.01%
- 💵 Cash2.17%
- 💼 Commercial Services1.95%
- 📦 Distribution Services1.65%
- 🪙 Cryptocurrencies0.85%
- 🏥 Health Services0.65%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq52.93%
- 🇺🇸 NYSE33.54%
- 🇩🇪 FRA3.62%
- 🇭🇰 Hong Kong Exchanges3.15%
- 🇫🇷 Euronext Paris2.53%
- 🇮🇹 Borsa Italiana1.76%
- 🌍 Digital Currency0.85%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States80.04%
- 🇨🇳 China7.47%
- 🇩🇪 Germany4.1%
- 🇫🇷 France2.53%
- 🇨🇭 Switzerland1.76%
- 🇹🇼 Taiwan1.63%
Dividends
Dividend Yield
1.67%
36 out of 49 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $AGNC (13.13%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 AGNC | 0.31% | 13.13% | $1.44 |
 O | 0.18% | 4.92% | $3.09 |
 ALV.DE | 0.17% | 4.77% | $13.8 |
 GIS | 0.1% | 5.6% | $2.36 |
 JNJ | 0.09% | 2.13% | $4.81 |
 MC.PA | 0.06% | 2.56% | $13 |
 SWKS | 0.05% | 5.04% | $2.72 |
 PEP | 0.05% | 3.49% | $5.15 |
 BLK | 0.05% | 2.05% | $20.2 |
 KO | 0.05% | 2.64% | $1.89 |
 CSCO | 0.04% | 2.05% | $1.58 |
 SBUX | 0.03% | 2.55% | $2.24 |
 MCD | 0.03% | 2.2% | $6.53 |
 FAST | 0.03% | 1.96% | $1.48 |
 QCOM | 0.03% | 2.58% | $3.25 |
 AMT | 0.03% | 3.62% | $6.56 |
 BABA | 0.03% | 0.79% | $0.98 |
 ADP | 0.03% | 3% | $5.45 |
 IBM | 0.03% | 2.7% | $6.65 |
 00285.HK | 0.03% | 2.11% | $0.59 |
 JD.US | 0.02% | 3.93% | $0.74 |
 AMGN | 0.02% | 2.57% | $8.76 |
 UNH | 0.02% | 3.04% | $7.74 |
 STMMI.MI | 0.02% | 1.05% | $0.28 |
 APH | 0.02% | 0.61% | $0.44 |
 V | 0.02% | 0.78% | $2.01 |
 MSFT | 0.02% | 0.86% | $3 |
 AVGO | 0.01% | 0.71% | $19.7 |
 AAPL | 0.01% | 0.4% | $0.97 |
 DIS | 0.01% | 1.46% | $0.75 |
 WMT | 0.01% | 0.78% | $0.81 |
 TSM | 0.01% | 0.78% | $1.74 |
 META | 0.01% | 0.32% | $1 |
 GOOG | 0.01% | 0.28% | $0.2 |
 PYPL | 0% | 0.6% | - |
 NVDA | 0% | 0.02% | $0.02 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 4.8/10
Beta
1.27
1.27
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.71
0.71
0
1
2
3
3
Jensen's Alpha
0.92
0.92
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
1
1
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
1.27
1.27
0
0.8
1.2
0
2
Sharpe Ratio
0.35
0.35
0
0.5
1
1.5
1.5
Sortino Ratio
0.71
0.71
0
1
2
3
3
Jensen's Alpha
0.92
0.92
-2
0
2
4.5
4.5
Omega Ratio
1.13
1.13
0
1
1.5
2.5
2.5
Treynor Ratio
1
1
0
0.75
1.25
2
2
Information Ratio
0.1
0.1
0
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
33.43
High:STMMI.MI
181.41STMMI.MILow:
MASI
-63.24MASIDetails
PEG Ratio
165.62
High:GIS
2,278.45GISLow:MASI
-123.19MASIDetails
Price/Book
14.11
High:AAPL
43.77AAPLLow:MCD
-131.7MCDDetails
Price/Sales
9.49
High:AVGO
24.3AVGOLow:JD.US
0.21JD.USDetails
Price/CF
30.14
High:
BNTX
121.06BNTXLow:ALV.DE
2.73ALV.DEDetails
Price/FCF
52.45
High:PEP
5,797.72PEPLow:ALV.DE
3.38ALV.DEDetails
P/E Ratio
33.43
High:STMMI.MI
181.41STMMI.MILow:MASI
-63.24MASIDetails
PEG Ratio
165.62
High:GIS
2,278.45GISLow:MASI
-123.19MASIDetails
Price/Book
14.11
High:AAPL
43.77AAPLLow:MCD
-131.7MCDDetails
Price/Sales
9.49
High:AVGO
24.3AVGOLow:JD.US
0.21JD.USDetails
Price/CF
30.14
High:BNTX
121.06BNTXLow:ALV.DE
2.73ALV.DEDetails
Price/FCF
52.45
High:PEP
5,797.72PEPLow:ALV.DE
3.38ALV.DEDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-62.41% | Jan 2018 | - | 99 |
-47.22% | Aug 2015 | Feb 2017 | 18 |
-13.15% | Jun 2017 | Aug 2017 | 2 |
-8.54% | Sep 2017 | Oct 2017 | 1 |
-3.94% | Apr 2015 | Jun 2015 | 2 |
-2.82% | Nov 2013 | Nov 2014 | 12 |
-2.62% | Jan 2015 | Feb 2015 | 1 |