P&L Chart
7.86%
$78,592

Key statistics

Live Research Bloomberg Commodity Index LMEX
Annual Sharpe Ratio (adj) 0.00 2.44 1.18 0.67
Annual Return 0.00% 29.56% 24.94% 15.98%
Annual Volatility 0.00% 10.62% 18.06% 18.34%
Max Drawdown 0.00% 3.86% 7.44% 8.79%
Avg Turnover 0.00% 3.04% 0.00% 0.00%
Correlation with Benchmarks 0.00 1.0 0.11 0.02

Risk Metrics

VaR (95%) CVaR (95%) VaR (99%) CVaR (99%)
0.80% 1.11% 1.44% 1.44%
VaR (Value at Risk): Estimate of maximum expected daily loss at a given confidence level.
CVaR (Conditional Value at Risk): Average loss when losses exceed VaR. Also known as Expected Shortfall.

Research Monthly P&L

2026 Mar
3.43%
$34,297
2026 Apr
-1.53%
-$15,278
2026 May
4.86%
$48,587
2026 Jun
1.10%
$10,986

Research P&L by Metals

Aluminium
CMAL3, LME
3.11%
$31,084
Copper
CMCU3, LME
-1.35%
-$13,528
Nickel
CMNI3, LME
-1.31%
-$13,141
Lead
CMPB3, LME
-1.36%
-$13,579
Tin
CMSN3, LME
9.10%
$91,047
Zinc
CMZN3, LME
-0.33%
-$3,291

Target Lots

Date Aluminium Copper Nickel Lead Tin Zinc
02 June 3 0 6 0 -2 -2
03 June 2 0 4 5 -2 -3
04 June 1 0 4 6 -2 1
05 June 1 0 4 3 -2 3
08 June 1 1 4 1 -1 4
* We have an execution delay of 1 day. Positions generated on the day "t" will be executed on the day "t+1".

Target positions

Date Aluminium Copper Nickel Lead Tin Zinc
02 June
$315,524
-$144,045
$677,828
$7,768
-$689,237
-$139,099
03 June
$149,630
$73,674
$498,867
$228,302
-$689,237
-$241,051
04 June
$69,184
-$55,099
$440,875
$280,289
-$689,237
$81,113
05 June
$91,721
-$84,974
$487,861
$171,380
-$554,124
$242,580
08 June
$77,864
$267,502
$487,861
$55,772
-$218,813
$377,982
* Target positions calculated in OpenSim platform, real dollar positions could differ due to lot roundings.

Daily P&L

Date Live Net P&L Research Net P&L
08 June 2026
0.00%
$0
-0.12%
-$1,157
05 June 2026
0.00%
$0
2.44%
$24,398
04 June 2026
0.00%
$0
0.80%
$8,016
03 June 2026
0.00%
$0
-0.72%
-$7,167
02 June 2026
0.00%
$0
-0.98%
-$9,820
01 June 2026
0.00%
$0
-0.33%
-$3,282
29 May 2026
0.00%
$0
-0.29%
-$2,869
28 May 2026
0.00%
$0
-0.31%
-$3,055
27 May 2026
0.00%
$0
-0.30%
-$2,959
26 May 2026
0.00%
$0
0.00%
-$27
22 May 2026
0.00%
$0
-0.73%
-$7,314
21 May 2026
0.00%
$0
0.59%
$5,856
20 May 2026
0.00%
$0
-0.80%
-$7,980
19 May 2026
0.00%
$0
1.33%
$13,285
18 May 2026
0.00%
$0
-0.02%
-$217
15 May 2026
0.00%
$0
-0.67%
-$6,705
14 May 2026
0.00%
$0
0.65%
$6,493
13 May 2026
0.00%
$0
1.20%
$11,971
12 May 2026
0.00%
$0
-0.19%
-$1,901
11 May 2026
0.00%
$0
0.92%
$9,234
08 May 2026
0.00%
$0
0.00%
$48
07 May 2026
0.00%
$0
-0.03%
-$305
06 May 2026
0.00%
$0
1.73%
$17,331
05 May 2026
0.00%
$0
0.89%
$8,858
01 May 2026
0.00%
$0
0.88%
$8,843
30 April 2026
0.00%
$0
-0.26%
-$2,596
29 April 2026
0.00%
$0
-1.44%
-$14,412
28 April 2026
0.00%
$0
-0.48%
-$4,758
27 April 2026
0.00%
$0
-0.18%
-$1,785
24 April 2026
0.00%
$0
-0.20%
-$1,971
23 April 2026
0.00%
$0
0.42%
$4,220
22 April 2026
0.00%
$0
0.77%
$7,718
21 April 2026
0.00%
$0
-0.19%
-$1,861
20 April 2026
0.00%
$0
0.06%
$638
17 April 2026
0.00%
$0
-0.43%
-$4,330
16 April 2026
0.00%
$0
0.07%
$719
15 April 2026
0.00%
$0
-0.33%
-$3,280
14 April 2026
0.00%
$0
-0.38%
-$3,781
13 April 2026
0.00%
$0
0.49%
$4,946
10 April 2026
0.00%
$0
0.39%
$3,912
09 April 2026
0.00%
$0
0.38%
$3,835
08 April 2026
0.00%
$0
-0.25%
-$2,469
07 April 2026
0.00%
$0
0.13%
$1,339
02 April 2026
0.00%
$0
-0.26%
-$2,599
01 April 2026
0.00%
$0
0.12%
$1,238
31 March 2026
0.00%
$0
0.58%
$5,847
30 March 2026
0.00%
$0
0.71%
$7,076
27 March 2026
0.00%
$0
0.23%
$2,345
26 March 2026
0.00%
$0
0.05%
$455
25 March 2026
0.00%
$0
-0.30%
-$2,975
24 March 2026
0.00%
$0
-0.28%
-$2,760
23 March 2026
0.00%
$0
0.04%
$351
20 March 2026
0.00%
$0
-0.11%
-$1,150
19 March 2026
0.00%
$0
-0.09%
-$889
18 March 2026
0.00%
$0
0.55%
$5,460
17 March 2026
0.00%
$0
0.44%
$4,413
16 March 2026
0.00%
$0
-1.20%
-$12,012
13 March 2026
0.00%
$0
0.80%
$7,979
12 March 2026
0.00%
$0
0.36%
$3,605
11 March 2026
0.00%
$0
0.51%
$5,060
10 March 2026
0.00%
$0
0.25%
$2,549
09 March 2026
0.00%
$0
-0.45%
-$4,536
06 March 2026
0.00%
$0
1.62%
$16,218
05 March 2026
0.00%
$0
-0.21%
-$2,070
04 March 2026
0.00%
$0
0.00%
-$33
03 March 2026
0.00%
$0
-0.06%
-$636
02 March 2026
0.00%
$0
0.00%
$0