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-1.31%
Today
-16.73%
This Month
-42%
Year To Date
+9.29%
2 Years
+231.64%
5 Years
+28.24%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities64.65%
- 💵 Cash1.01%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity64.65%
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 7.5/10
Beta
0.02
0.02
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
47.39
47.39
-2
0
2
48
48
Omega Ratio
1.52
1.52
0
1
1.5
2.5
2.5
Treynor Ratio
158.69
158.69
0
0.75
1.25
159
159
Information Ratio
0.52
0.52
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
0
0.3
0.6
1
1
Beta
0.02
0.02
0
0.8
1.2
0
2
Sharpe Ratio
0.75
0.75
0
0.5
1
1.5
1.5
Sortino Ratio
1.18
1.18
0
1
2
3
3
Jensen's Alpha
47.39
47.39
-2
0
2
48
48
Omega Ratio
1.52
1.52
0
1
1.5
2.5
2.5
Treynor Ratio
158.69
158.69
0
0.75
1.25
159
159
Information Ratio
0.52
0.52
0
0.3
0.6
1
1
Calmar Ratio
0.46
0.46
0
0.3
0.6
1
1
Portfolio Valuation
Based on weighted open stock 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 |
|---|---|---|---|
-68.08% | Jun 2018 | May 2022 | 47 |
-45.91% | Jun 2025 | - | 2 |
-25.12% | Nov 2022 | Feb 2023 | 3 |
-24.24% | Jan 2018 | Mar 2018 | 2 |
-8.6% | May 2024 | Jun 2024 | 1 |
-7.42% | Jul 2022 | Aug 2022 | 1 |
-4.22% | Feb 2024 | Mar 2024 | 1 |
-2.22% | Dec 2024 | Feb 2025 | 2 |
-1.14% | Mar 2023 | May 2023 | 2 |