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-4.14%
This Month
-0.23%
Year To Date
-49.6%
2 Years
+25.35%
5 Years
+25.35%
10 Years
+10.56%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash73.4%
- 🌾 Commodities5.27%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity5.27%
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
-1.47
-1.47
-2
0.8
1.2
-2
2
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.37
1.37
0
1
2
3
3
Jensen's Alpha
213.48
213.48
-2
0
2
214
214
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
-5.62
-5.62
-6
0.75
1.25
2
2
Information Ratio
0.6
0.6
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
0.3
0.6
1
1
Beta
-1.47
-1.47
-2
0.8
1.2
-2
2
Sharpe Ratio
0.7
0.7
0
0.5
1
1.5
1.5
Sortino Ratio
1.37
1.37
0
1
2
3
3
Jensen's Alpha
213.48
213.48
-2
0
2
214
214
Omega Ratio
1.63
1.63
0
1
1.5
2.5
2.5
Treynor Ratio
-5.62
-5.62
-6
0.75
1.25
2
2
Information Ratio
0.6
0.6
0
0.3
0.6
1
1
Calmar Ratio
0.14
0.14
0
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 |
|---|---|---|---|
-92.95% | May 2024 | - | 23 |