1D | -0.7 % |
1W | -2.9 % |
2W | -4.3 % |
1M | -5.6 % |
3M | -7.3 % |
6M | -14.1 % |
9M | -29.3 % |
1Y | -31.0 % |
Alpha
-35.9%
|
Beta
0.14
|
sharpe-R
-1.81
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:28 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -31.56% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
APA APA Corporation | Buy | 12.28% | -2.88% | 2024-10-02 | ||
AMPY Amplify Energy Corp. | Buy | 12.55% | -0.74% | 2024-10-03 | ||
SJT San Juan Basin Royalty Trust | Buy | 11.94% | 3.35% | 2024-10-07 | ||
ARCH Arch Resources, Inc. | Buy | 12.29% | -1.45% | 2024-10-11 | ||
SGU Star Group, L.P. | Sell | -6.7% | -5.5% | 2024-10-07 | ||
MUR Murphy Oil Corporation | Sell | -5.41% | 4.72% | 2024-10-09 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 12.22% | -3.35% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.31% | -2.67% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 11.94% | 3.35% | 2024-10-07 |
ARCH Arch Resources, Inc. | Buy | 12.53% | 0.43% | 2024-10-11 |
SGU Star Group, L.P. | Sell | -6.72% | -5.77% | 2024-10-07 |
MUR Murphy Oil Corporation | Sell | -5.35% | 5.81% | 2024-10-09 |
Asset | Action | Perf % |
---|---|---|
TDW | Buy All | 13.95% |
UUUU | Buy All | -22.22% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 12.84% | 4.05% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.65% | 2.52% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 11.91% | 5.67% | 2024-10-07 |
ARCH Arch Resources, Inc. | Buy | 12.29% | 0.9% | 2024-10-11 |
TDW Tidewater Inc. | Sell | -5.49% | 10.26% | 2024-09-26 |
SGU Star Group, L.P. | Sell | -6.33% | -2.22% | 2024-10-07 |
UUUU Energy Fuels Inc. | Sell | -6.56% | -6.3% | 2024-10-08 |
MUR Murphy Oil Corporation | Sell | -5.66% | -2.04% | 2024-10-09 |
Asset | Action | Perf % |
---|---|---|
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 12.85% | 4.68% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.56% | 2.37% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 11.42% | 1.8% | 2024-10-07 |
NESR National Energy Services Reunited Corp. | Buy | 12.11% | 0% | 2024-10-11 |
ARCH Arch Resources, Inc. | Buy | 12.11% | 0% | 2024-10-11 |
TDW Tidewater Inc. | Sell | -5.61% | 7.64% | 2024-09-26 |
SGU Star Group, L.P. | Sell | -6.22% | -0.98% | 2024-10-07 |
UUUU Energy Fuels Inc. | Sell | -6.14% | 0% | 2024-10-08 |
MUR Murphy Oil Corporation | Sell | -5.63% | -2.1% | 2024-10-09 |
Asset | Action | Perf % |
---|---|---|
NESR | Buy All | -0.22% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 12.66% | 2.34% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.86% | 4.01% | 2024-10-03 |
SJT San Juan Basin Royalty Trust | Buy | 10.89% | -3.61% | 2024-10-07 |
TDW Tidewater Inc. | Sell | -5.78% | 5.73% | 2024-09-26 |
NESR National Energy Services Reunited Corp. | Sell | -6.05% | 1.31% | 2024-09-26 |
SGU Star Group, L.P. | Sell | -6.22% | -0.18% | 2024-10-07 |
UUUU Energy Fuels Inc. | Sell | -6.4% | -3.52% | 2024-10-08 |
MUR Murphy Oil Corporation | Sell | -5.56% | 0% | 2024-10-09 |
Asset | Action | Perf % |
---|---|---|
PARR | Sell All | -8.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APA APA Corporation | Buy | 12.78% | 5.11% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 13.02% | 7.12% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 11.76% | -3.21% | 2024-10-04 |
SJT San Juan Basin Royalty Trust | Buy | 10.93% | -1.55% | 2024-10-07 |
TDW Tidewater Inc. | Sell | -5.74% | 4.63% | 2024-09-26 |
NESR National Energy Services Reunited Corp. | Sell | -5.97% | 0.87% | 2024-09-26 |
SGU Star Group, L.P. | Sell | -6.14% | -0.53% | 2024-10-07 |
UUUU Energy Fuels Inc. | Sell | -6.08% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
UUUU | Sell All | 1.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UUUU Energy Fuels Inc. | Buy | 12.34% | 6.98% | 2024-09-23 |
APA APA Corporation | Buy | 12.67% | 4.79% | 2024-10-02 |
AMPY Amplify Energy Corp. | Buy | 12.72% | 5.19% | 2024-10-03 |
PARR Par Pacific Holdings, Inc. | Buy | 11.87% | -1.81% | 2024-10-04 |
SJT San Juan Basin Royalty Trust | Buy | 11.05% | 0% | 2024-10-07 |
TDW Tidewater Inc. | Sell | -5.79% | 3.34% | 2024-09-26 |
NESR National Energy Services Reunited Corp. | Sell | -6% | -0.22% | 2024-09-26 |
SGU Star Group, L.P. | Sell | -6.07% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
MUR | Buy All | -4.77% |
SJT | Buy All | -2.11% |