Subscribe to any of the portfolios below to receive alerts whenever new assets are added or removed.
Try Our Peformance Checker Tool to see how your investment would have grown over any period of time in any of our portfolios.
| Reference | Asset Class | 1W | 1M | 3M | 6M | 9M | 1Y | Beta | sharpe-R | MDD | Infos |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CO5LO1WS2 | Commodity | -0.6% | -3.5% | 0.7% | 0.2% | -0 | -0.24 | -4.2% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1WS2 | Commodity | 0.0% | 0.2% | 1.6% | 0.9% | -0.02 | -0.34 | -2.5% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1WS2 | Commodity | -0.3% | -7.7% | 0.2% | -0.2% | 0.02 | -0.05 | -8.1% | {"direction": "L", "max_assets": "5", "holding_period": "1W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO2WS2 | Commodity | -1.4% | -3.7% | 0.0% | -1.2% | -0 | -0.53 | -5.2% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG2WS2 | Commodity | 0.0% | 0.8% | 2.0% | 0.9% | -0.02 | -0.53 | -4.6% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP2WS2 | Commodity | -1.7% | -8.7% | -1.4% | -2.3% | 0.03 | -0.18 | -10.1% | {"direction": "L", "max_assets": "5", "holding_period": "2W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO3WS2 | Commodity | -0.7% | -2.1% | 0.0% | -2.6% | 0.01 | -0.25 | -4.7% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG3WS2 | Commodity | 0.7% | 2.4% | 4.1% | 2.3% | -0.03 | 0.31 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP3WS2 | Commodity | -1.2% | -7.5% | -4.7% | -6.4% | 0.07 | -0.23 | -13.3% | {"direction": "L", "max_assets": "5", "holding_period": "3W", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5LO1MS2 | Commodity | -1.7% | 0.9% | 9.8% | 6.9% | 0.01 | 1.07 | -4.3% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5AG1MS2 | Commodity | -0.3% | 5.7% | 7.4% | 5.5% | -0.02 | 0.84 | -3.7% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["AG"], "cc_categories": ["X"], "algorithms": ["SR"]} | ||
| CO5SP1MS2 | Commodity | -2.0% | -5.3% | 12.0% | 10.0% | 0.06 | 1.13 | -8.0% | {"direction": "L", "max_assets": "5", "holding_period": "1M", "asset_class": "CO", "sectors": ["X"], "categories": ["X"], "cc_categories": ["X"], "algorithms": ["SR"]} |