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+0.48%
This Month
-5.69%
Year To Date
-26.43%
2 Years
-20.63%
5 Years
-73.83%
10 Years
-14.46%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash79.31%
- 🌾 Commodities9.71%
- 📊 ETFs8.65%
- ❓ Other2.19%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity9.71%
- 🇺🇸 NYSE8.65%
- Regular Trading Hours - RTH2.19%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 3 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 2.5/10
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
-0.55
-0.55
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.62
-0.62
-1
1
2
3
3
Jensen's Alpha
-18.23
-18.23
-19
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-2.07
-2.07
-3
0.75
1.25
2
2
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.17
-0.17
-1
0.3
0.6
1
1
Beta
0.56
0.56
0
0.8
1.2
0
2
Sharpe Ratio
-0.55
-0.55
-1
0.5
1
1.5
1.5
Sortino Ratio
-0.62
-0.62
-1
1
2
3
3
Jensen's Alpha
-18.23
-18.23
-19
0
2
4.5
4.5
Omega Ratio
0.41
0.41
0
1
1.5
2.5
2.5
Treynor Ratio
-2.07
-2.07
-3
0.75
1.25
2
2
Information Ratio
-1.02
-1.02
-2
0.3
0.6
1
1
Calmar Ratio
-0.17
-0.17
-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 |
|---|---|---|---|
-81.23% | Jan 2018 | - | 100 |
-6.2% | Oct 2017 | Nov 2017 | 1 |