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+42.21%
This Month
+82.25%
Year To Date
+304.19%
2 Years
-80.68%
5 Years
-100%
10 Years
-81.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash76.2%
- 💹 Forex6.8%
- 🌾 Commodities1.86%
Exchanges Breakdown
- Exchange
- Total
- 🌍 FX6.8%
- 🌍 Commodity1.86%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 2 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 2.6/10
Beta
0.52
0.52
0
0.8
1.2
0
2
Sharpe Ratio
-0.75
-0.75
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.9
-0.9
-1
1
2
3
3
Jensen's Alpha
-59.03
-59.03
-60
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-12.74
-12.74
-13
0.75
1.25
2
2
Information Ratio
-0.86
-0.86
-1
0.3
0.6
1
1
Calmar Ratio
-0.83
-0.83
-1
0.3
0.6
1
1
Beta
0.52
0.52
0
0.8
1.2
0
2
Sharpe Ratio
-0.75
-0.75
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.9
-0.9
-1
1
2
3
3
Jensen's Alpha
-59.03
-59.03
-60
0
2
4.5
4.5
Omega Ratio
0.52
0.52
0
1
1.5
2.5
2.5
Treynor Ratio
-12.74
-12.74
-13
0.75
1.25
2
2
Information Ratio
-0.86
-0.86
-1
0.3
0.6
1
1
Calmar Ratio
-0.83
-0.83
-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 |
|---|---|---|---|
-100% | Dec 2018 | - | 88 |