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-31.93%
This Month
-46.49%
Year To Date
-93.48%
2 Years
-99.9%
5 Years
-100%
10 Years
-93.36%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities51.87%
- 💵 Cash48.27%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity51.87%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 3 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 3.6/10
Beta
-0.53
-0.53
-1
0.8
1.2
-1
2
Sharpe Ratio
-1.65
-1.65
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.7
-1.7
-2
1
2
3
3
Jensen's Alpha
-82.8
-82.8
-83
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
26.76
26.76
0
0.75
1.25
27
27
Information Ratio
-1.72
-1.72
-2
0.3
0.6
1
1
Calmar Ratio
-0.94
-0.94
-1
0.3
0.6
1
1
Beta
-0.53
-0.53
-1
0.8
1.2
-1
2
Sharpe Ratio
-1.65
-1.65
-2
0.5
1
1.5
1.5
Sortino Ratio
-1.7
-1.7
-2
1
2
3
3
Jensen's Alpha
-82.8
-82.8
-83
0
2
4.5
4.5
Omega Ratio
0.26
0.26
0
1
1.5
2.5
2.5
Treynor Ratio
26.76
26.76
0
0.75
1.25
27
27
Information Ratio
-1.72
-1.72
-2
0.3
0.6
1
1
Calmar Ratio
-0.94
-0.94
-1
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 |
|---|---|---|---|
-100% | Dec 2015 | - | 124 |