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-40.31%
This Month
-43.23%
Year To Date
-60.72%
2 Years
+66.09%
5 Years
+45.91%
10 Years
+7.34%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities82.11%
- 💵 Cash24.95%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity82.11%
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 6.7/10
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
41.59
41.59
-2
0
2
42
42
Omega Ratio
1.54
1.54
0
1
1.5
2.5
2.5
Treynor Ratio
4.76
4.76
0
0.75
1.25
5
5
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
0.21
0.21
0
0.3
0.6
1
1
Beta
0.76
0.76
0
0.8
1.2
0
2
Sharpe Ratio
0.57
0.57
0
0.5
1
1.5
1.5
Sortino Ratio
1.04
1.04
0
1
2
3
3
Jensen's Alpha
41.59
41.59
-2
0
2
42
42
Omega Ratio
1.54
1.54
0
1
1.5
2.5
2.5
Treynor Ratio
4.76
4.76
0
0.75
1.25
5
5
Information Ratio
0.44
0.44
0
0.3
0.6
1
1
Calmar Ratio
0.21
0.21
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 |
|---|---|---|---|
-86.53% | Apr 2024 | - | 24 |
-18.36% | Feb 2021 | Jan 2024 | 35 |