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+78.25%
This Month
+1325.2%
Year To Date
+1896.16%
2 Years
+1618.34%
5 Years
-90.06%
10 Years
-21.74%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities98.23%
- 💵 Cash2.68%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity98.23%
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 6.2/10
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
1.05
1.05
0
1
2
3
3
Jensen's Alpha
76.85
76.85
-2
0
2
77
77
Omega Ratio
1.47
1.47
0
1
1.5
2.5
2.5
Treynor Ratio
7.71
7.71
0
0.75
1.25
8
8
Information Ratio
0.22
0.22
0
0.3
0.6
1
1
Calmar Ratio
-0.27
-0.27
-1
0.3
0.6
1
1
Beta
0.72
0.72
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
1.05
1.05
0
1
2
3
3
Jensen's Alpha
76.85
76.85
-2
0
2
77
77
Omega Ratio
1.47
1.47
0
1
1.5
2.5
2.5
Treynor Ratio
7.71
7.71
0
0.75
1.25
8
8
Information Ratio
0.22
0.22
0
0.3
0.6
1
1
Calmar Ratio
-0.27
-0.27
-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 |
|---|---|---|---|
-99.86% | Jun 2017 | - | 105 |
-13.43% | Nov 2016 | Dec 2016 | 1 |