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0%
This Month
+50.43%
Year To Date
-67.46%
2 Years
+25.19%
5 Years
-99.95%
10 Years
-76.63%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash76.72%
- 🌾 Commodities14.41%
- 🪙 Cryptocurrencies3%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity14.41%
- 🌍 Digital Currency3%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 4 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 2.8/10
Beta
1.19
1.19
0
0.8
1.2
0
2
Sharpe Ratio
0.04
0.04
0
0.5
1
1.5
1.5
Sortino Ratio
0.06
0.06
0
1
2
3
3
Jensen's Alpha
-8.25
-8.25
-9
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
-0.55
-0.55
-1
0.3
0.6
1
1
Beta
1.19
1.19
0
0.8
1.2
0
2
Sharpe Ratio
0.04
0.04
0
0.5
1
1.5
1.5
Sortino Ratio
0.06
0.06
0
1
2
3
3
Jensen's Alpha
-8.25
-8.25
-9
0
2
4.5
4.5
Omega Ratio
0.95
0.95
0
1
1.5
2.5
2.5
Treynor Ratio
0.35
0.35
0
0.75
1.25
2
2
Information Ratio
-0.05
-0.05
-1
0.3
0.6
1
1
Calmar Ratio
-0.55
-0.55
-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% | Jun 2013 | - | 155 |