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Portfolio Ref: EQ1015LS1M
Performance in the last:
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1D -0.5 %
1W -2.6 %
2W -3.5 %
1M -0.7 %
3M -1.9 %
6M -3.1 %
9M -21.8 %
1Y -24.0 %
Alpha
-28.4%
Beta
0.13
sharpe-R
-1.31
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.97
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-10-18 07:50:29
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -24.75%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Energy sector. The maximum number of assets that can be allocated in this strategy is 15.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
APA APA Corporation Buy 12.19% -2.88%
AMPY Amplify Energy Corp. Buy 12.45% -0.74%
SJT San Juan Basin Royalty Trust Buy 12.5% 3.35%
ARCH Arch Resources, Inc. Buy 11.83% -1.45%
TDW Tidewater Inc. Sell -7.43% 13.51%
SGU Star Group, L.P. Sell -5.01% -5.5%
MUR Murphy Oil Corporation Sell -4.04% 4.72%
The percentage of cash held in the portfolio is: 67.52%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 12.13% -3.35%
AMPY Amplify Energy Corp. Buy 12.21% -2.67%
SJT San Juan Basin Royalty Trust Buy 12.5% 3.35%
ARCH Arch Resources, Inc. Buy 12.05% 0.43%
TDW Tidewater Inc. Sell -7.4% 13.95%
SGU Star Group, L.P. Sell -5.02% -5.77%
MUR Murphy Oil Corporation Sell -4% 5.81%
The percentage of cash held in the portfolio is: 67.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
UUUU Buy All -22.22%
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 12.78% 4.05%
AMPY Amplify Energy Corp. Buy 12.59% 2.52%
SJT San Juan Basin Royalty Trust Buy 12.51% 5.67%
ARCH Arch Resources, Inc. Buy 11.85% 0.9%
TDW Tidewater Inc. Sell -7.55% 10.26%
SGU Star Group, L.P. Sell -4.75% -2.22%
UUUU Energy Fuels Inc. Sell -4.95% -6.3%
MUR Murphy Oil Corporation Sell -4.24% -2.04%
The percentage of cash held in the portfolio is: 71.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
NESR Sell All -5.98%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 12.81% 4.68%
AMPY Amplify Energy Corp. Buy 12.53% 2.37%
SJT San Juan Basin Royalty Trust Buy 12.01% 1.8%
NESR National Energy Services Reunited Corp. Buy 11.7% 0%
ARCH Arch Resources, Inc. Buy 11.7% 0%
TDW Tidewater Inc. Sell -7.74% 7.64%
SGU Star Group, L.P. Sell -4.67% -0.98%
UUUU Energy Fuels Inc. Sell -4.64% 0%
MUR Murphy Oil Corporation Sell -4.23% -2.1%
The percentage of cash held in the portfolio is: 60.52%
New Assets Added
  • NESR
  • ARCH
Assets Removed
Asset Action Perf %
NESR Buy All -0.22%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 12.63% 2.34%
AMPY Amplify Energy Corp. Buy 12.83% 4.01%
SJT San Juan Basin Royalty Trust Buy 11.46% -3.61%
TDW Tidewater Inc. Sell -7.97% 5.73%
NESR National Energy Services Reunited Corp. Sell -8.34% 1.31%
SGU Star Group, L.P. Sell -4.67% -0.18%
UUUU Energy Fuels Inc. Sell -4.84% -3.52%
MUR Murphy Oil Corporation Sell -4.17% 0%
The percentage of cash held in the portfolio is: 93.08%
New Assets Added
  • MUR
Assets Removed
Asset Action Perf %
PARR Sell All -8.8%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
APA APA Corporation Buy 12.76% 5.11%
AMPY Amplify Energy Corp. Buy 13% 7.12%
PARR Par Pacific Holdings, Inc. Buy 10.89% -3.21%
SJT San Juan Basin Royalty Trust Buy 11.52% -1.55%
TDW Tidewater Inc. Sell -7.93% 4.63%
NESR National Energy Services Reunited Corp. Sell -8.24% 0.87%
SGU Star Group, L.P. Sell -4.62% -0.53%
UUUU Energy Fuels Inc. Sell -4.6% 0%
The percentage of cash held in the portfolio is: 77.22%
New Assets Added
  • UUUU
Assets Removed
Asset Action Perf %
UUUU Sell All 1.89%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
UUUU Energy Fuels Inc. Buy 12.64% 6.98%
APA APA Corporation Buy 12.66% 4.79%
AMPY Amplify Energy Corp. Buy 12.71% 5.19%
PARR Par Pacific Holdings, Inc. Buy 10.99% -1.81%
SJT San Juan Basin Royalty Trust Buy 11.64% 0%
TDW Tidewater Inc. Sell -8% 3.34%
NESR National Energy Services Reunited Corp. Sell -8.29% -0.22%
SGU Star Group, L.P. Sell -4.57% 0%
The percentage of cash held in the portfolio is: 60.22%
New Assets Added
  • SGU
  • SJT
Assets Removed
Asset Action Perf %
SJT Buy All -2.11%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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