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-0.07%
This Month
+0.63%
Year To Date
+57%
2 Years
+88.29%
5 Years
+213.47%
10 Years
+22.71%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash97.96%
- 🌾 Commodities1.98%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity1.98%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 1 instruments pay dividend.
0 dividend payments in the next 30 days.
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.7/10
Beta
2.06
2.06
0
0.8
1.2
0
3
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.03
1.03
0
1
2
3
3
Jensen's Alpha
4.29
4.29
-2
0
2
5
5
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
1.25
1.25
0
0.75
1.25
2
2
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Beta
2.06
2.06
0
0.8
1.2
0
3
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.03
1.03
0
1
2
3
3
Jensen's Alpha
4.29
4.29
-2
0
2
5
5
Omega Ratio
1.36
1.36
0
1
1.5
2.5
2.5
Treynor Ratio
1.25
1.25
0
0.75
1.25
2
2
Information Ratio
0.38
0.38
0
0.3
0.6
1
1
Calmar Ratio
0.3
0.3
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
N/A
Details
PEG Ratio
N/A
Details
Price/Book
N/A
Details
Price/Sales
N/A
Details
Price/CF
N/A
Details
Price/FCF
N/A
Details
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-72.48% | Nov 2021 | May 2024 | 30 |
-29.53% | Jul 2020 | Dec 2020 | 5 |
-23.96% | Jun 2024 | Nov 2024 | 5 |
-12.6% | May 2021 | Aug 2021 | 3 |
-12.25% | Dec 2024 | Jul 2025 | 7 |
-10.23% | Sep 2021 | Oct 2021 | 1 |
-0.23% | Feb 2021 | Mar 2021 | 1 |
-0.18% | Feb 2026 | Mar 2026 | 1 |
-0.07% | Apr 2026 | - | 1 |