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-18.27%
This Month
-76.84%
Year To Date
-76.07%
2 Years
-82.8%
5 Years
-92.68%
10 Years
-29.16%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities45.79%
- 💰 Finance23.61%
- 🪙 Cryptocurrencies15.1%
- 📊 ETFs4.11%
- 🚗 Consumer Durables3.13%
- 🧬 Health Technology2.9%
- 💻 Electronic Technology2.37%
- 🖥️ Technology Services1.49%
- 💼 Commercial Services0.87%
- 🪨 Non Energy Minerals0.47%
- 🛠️ Producer Manufacturing0.17%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity45.79%
- 🇺🇸 NYSE31.5%
- 🌍 Digital Currency15.1%
- 🇺🇸 Nasdaq5.54%
- 🇺🇸 Chicago Board Options Exchange0.92%
- 🇭🇰 Hong Kong Exchanges0.58%
- 🇪🇸 Bolsa De Madrid0.57%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States30.07%
- 🇨🇳 China3.23%
- 🇨🇦 Canada0.95%
- 🇪🇸 Spain0.57%
- 🇮🇱 Israel0.17%
Dividends
Performance Metrics
Score 2.4/10
Beta
2.22
2.22
0
0.8
1.2
0
3
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-18.02
-18.02
-19
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Beta
2.22
2.22
0
0.8
1.2
0
3
Sharpe Ratio
0.09
0.09
0
0.5
1
1.5
1.5
Sortino Ratio
0.13
0.13
0
1
2
3
3
Jensen's Alpha
-18.02
-18.02
-19
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.19
0.19
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
-0.1
-0.1
-1
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
15.56
High:
LI
132.88LILow:
CRON
-102.85CRONDetails
PEG Ratio
-4.48
High:
GRF.MC
9.98GRF.MCLow:
NIO
-17.86NIODetails
Price/Book
1.44
High:NIO
27.43NIOLow:CRON
0.88CRONDetails
Price/Sales
2.76
High:CRON
6.6CRONLow:
LAC
-LACDetails
Price/CF
23.34
High:
03690.HK
64.3903690.HKLow:GRF.MC
6.96GRF.MCDetails
Price/FCF
43.51
High:CRON
6,729.01CRONLow:GRF.MC
11.13GRF.MCDetails
P/E Ratio
15.56
High:LI
132.88LILow:CRON
-102.85CRONDetails
PEG Ratio
-4.48
High:GRF.MC
9.98GRF.MCLow:NIO
-17.86NIODetails
Price/Book
1.44
High:NIO
27.43NIOLow:CRON
0.88CRONDetails
Price/Sales
2.76
High:CRON
6.6CRONLow:LAC
-LACDetails
Price/CF
23.34
High:03690.HK
64.3903690.HKLow:GRF.MC
6.96GRF.MCDetails
Price/FCF
43.51
High:CRON
6,729.01CRONLow:GRF.MC
11.13GRF.MCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-95.01% | Sep 2018 | - | 92 |