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+2.21%
This Month
+11.54%
Year To Date
-4.29%
2 Years
-42.73%
5 Years
-51.23%
10 Years
-14.5%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities78.07%
- 📈 Indexes20.95%
- 💵 Cash1.63%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity78.07%
- 🌍 CFD20.95%
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 4.6/10
Beta
-1.6
-1.6
-2
0.8
1.2
-2
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.54
-0.54
-1
1
2
3
3
Jensen's Alpha
5.25
5.25
-2
0
2
6
6
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.61
0.61
0
0.75
1.25
2
2
Information Ratio
-0.53
-0.53
-1
0.3
0.6
1
1
Calmar Ratio
-0.2
-0.2
-1
0.3
0.6
1
1
Beta
-1.6
-1.6
-2
0.8
1.2
-2
2
Sharpe Ratio
-0.4
-0.4
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.54
-0.54
-1
1
2
3
3
Jensen's Alpha
5.25
5.25
-2
0
2
6
6
Omega Ratio
0.68
0.68
0
1
1.5
2.5
2.5
Treynor Ratio
0.61
0.61
0
0.75
1.25
2
2
Information Ratio
-0.53
-0.53
-1
0.3
0.6
1
1
Calmar Ratio
-0.2
-0.2
-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 |
|---|---|---|---|
-60.88% | Oct 2022 | - | 43 |
-35.51% | Mar 2021 | Sep 2022 | 18 |