+1.42%
Today
+37.47%
This Month
+149.54%
Year To Date
+65.75%
2 Years
-25.06%
5 Years
-7.91%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities68.92%
- 💵 Cash38.72%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity68.92%
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
Instrument | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 2.8/10
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-3.41
-3.41
-4
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Beta
2.16
2.16
0
0.8
1.2
0
3
Sharpe Ratio
0.19
0.19
0
0.5
1
1.5
1.5
Sortino Ratio
0.33
0.33
0
1
2
3
3
Jensen's Alpha
-3.41
-3.41
-4
0
2
4.5
4.5
Omega Ratio
1.09
1.09
0
1
1.5
2.5
2.5
Treynor Ratio
0.64
0.64
0
0.75
1.25
2
2
Information Ratio
0.09
0.09
0
0.3
0.6
1
1
Calmar Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-82% | Sep 2021 | - | 43 |
-7.86% | May 2021 | Aug 2021 | 3 |