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-18.57%
This Month
-16.99%
Year To Date
-87.7%
2 Years
-71.65%
5 Years
-67.99%
10 Years
-19.51%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities99.73%
- 💵 Cash0.22%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity99.73%
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 2.2/10
Beta
1.97
1.97
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-17.39
-17.39
-18
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.04
0.04
0
0.75
1.25
2
2
Information Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Calmar Ratio
-0.19
-0.19
-1
0.3
0.6
1
1
Beta
1.97
1.97
0
0.8
1.2
0
2
Sharpe Ratio
0.01
0.01
0
0.5
1
1.5
1.5
Sortino Ratio
0.02
0.02
0
1
2
3
3
Jensen's Alpha
-17.39
-17.39
-18
0
2
4.5
4.5
Omega Ratio
0.89
0.89
0
1
1.5
2.5
2.5
Treynor Ratio
0.04
0.04
0
0.75
1.25
2
2
Information Ratio
-0.14
-0.14
-1
0.3
0.6
1
1
Calmar Ratio
-0.19
-0.19
-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 |
|---|---|---|---|
-87.7% | Apr 2024 | - | 24 |
-57.51% | Nov 2021 | Feb 2024 | 27 |
-6.66% | Sep 2021 | Oct 2021 | 1 |
-6.08% | Jun 2021 | Aug 2021 | 2 |
-5.99% | Feb 2021 | Mar 2021 | 1 |