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+1%
This Month
-18.87%
Year To Date
-37.37%
2 Years
-86.95%
5 Years
-99.94%
10 Years
-100%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 🌾 Commodities22.09%
- 📈 Indexes18.81%
- 💵 Cash1.18%
Exchanges Breakdown
- Exchange
- Total
- 🌍 Commodity22.09%
- 🌍 CFD18.81%
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 5.4/10
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.47
0.47
0
1
2
3
3
Jensen's Alpha
27.6
27.6
-2
0
2
28
28
Omega Ratio
1.18
1.18
0
1
1.5
2.5
2.5
Treynor Ratio
2.46
2.46
0
0.75
1.25
3
3
Information Ratio
0.19
0.19
0
0.3
0.6
1
1
Calmar Ratio
-0.52
-0.52
-1
0.3
0.6
1
1
Beta
1.36
1.36
0
0.8
1.2
0
2
Sharpe Ratio
0.26
0.26
0
0.5
1
1.5
1.5
Sortino Ratio
0.47
0.47
0
1
2
3
3
Jensen's Alpha
27.6
27.6
-2
0
2
28
28
Omega Ratio
1.18
1.18
0
1
1.5
2.5
2.5
Treynor Ratio
2.46
2.46
0
0.75
1.25
3
3
Information Ratio
0.19
0.19
0
0.3
0.6
1
1
Calmar Ratio
-0.52
-0.52
-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 2012 | - | 166 |