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+40.65%
This Month
-98.95%
Year To Date
-99.28%
2 Years
-99.87%
5 Years
-99.83%
10 Years
-64.55%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash22.87%
- 🌾 Commodities22.54%
- 🪙 Cryptocurrencies0.05%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity22.54%
- 🌍 Digital Currency0.05%
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 2.5/10
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.28
-0.28
-1
1
2
3
3
Jensen's Alpha
-30.29
-30.29
-31
0
2
4.5
4.5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
-1.72
-1.72
-2
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
-0.61
-0.61
-1
0.3
0.6
1
1
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
-0.2
-0.2
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.28
-0.28
-1
1
2
3
3
Jensen's Alpha
-30.29
-30.29
-31
0
2
4.5
4.5
Omega Ratio
0.77
0.77
0
1
1.5
2.5
2.5
Treynor Ratio
-1.72
-1.72
-2
0.75
1.25
2
2
Information Ratio
-0.33
-0.33
-1
0.3
0.6
1
1
Calmar Ratio
-0.61
-0.61
-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 |
|---|---|---|---|
-99.95% | May 2021 | - | 67 |
-43.2% | Aug 2020 | Dec 2020 | 4 |
-1.14% | Jun 2020 | Jul 2020 | 1 |