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+33.05%
This Month
+47.57%
Year To Date
+54.05%
2 Years
+222.13%
5 Years
+90.85%
10 Years
+12.47%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash43.14%
- 🌾 Commodities17.14%
- 📊 ETFs9.93%
- 🪙 Cryptocurrencies2.68%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity17.14%
- 🇺🇸 NYSE9.93%
- 🌍 Digital Currency2.68%
Countries Breakdown
- Country
- Total
Dividends
Dividend Yield
0%
0 out of 5 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 5.8/10
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
11.16
11.16
-2
0
2
12
12
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
2.78
2.78
0
0.75
1.25
3
3
Information Ratio
0.07
0.07
0
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
0.3
0.6
1
1
Beta
0.53
0.53
0
0.8
1.2
0
2
Sharpe Ratio
0.28
0.28
0
0.5
1
1.5
1.5
Sortino Ratio
0.69
0.69
0
1
2
3
3
Jensen's Alpha
11.16
11.16
-2
0
2
12
12
Omega Ratio
1.08
1.08
0
1
1.5
2.5
2.5
Treynor Ratio
2.78
2.78
0
0.75
1.25
3
3
Information Ratio
0.07
0.07
0
0.3
0.6
1
1
Calmar Ratio
0.1
0.1
0
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 |
|---|---|---|---|
-58.97% | May 2020 | Oct 2021 | 17 |
-43.68% | Nov 2022 | Mar 2026 | 40 |
-25.25% | Nov 2021 | Jun 2022 | 7 |
-7.6% | Jul 2022 | Sep 2022 | 2 |