| 1D | 0.1 % |
| 1W | -0.5 % |
| 2W | -1.3 % |
| 1M | -1.1 % |
| 3M | -4.2 % |
| 6M | -2.4 % |
| 9M | -5.7 % |
| 1Y | -7.4 % |
|
Alpha
-12.4%
|
Beta
0.14
|
sharpe-R
-0.89
|
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-10-18 07:50:25 |
| Launch Date | 2023-01-01 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -7.37% |
| Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
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 | 4.79% | -2.88% | 2024-10-02 | ||
| AMPY Amplify Energy Corp. | Buy | 4.9% | -0.74% | 2024-10-03 | ||
| SJT San Juan Basin Royalty Trust | Buy | 5.1% | 3.35% | 2024-10-07 | ||
| ARCH Arch Resources, Inc. | Buy | 4.84% | -1.45% | 2024-10-11 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APA APA Corporation | Buy | 5.1% | 4.05% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.02% | 2.52% | 2024-10-03 |
| SJT San Juan Basin Royalty Trust | Buy | 5.18% | 5.67% | 2024-10-07 |
| ARCH Arch Resources, Inc. | Buy | 4.92% | 0.9% | 2024-10-11 |
| Asset | Action | Perf % |
|---|---|---|
| NESR | Sell All | -5.98% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APA APA Corporation | Buy | 5.12% | 4.68% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.01% | 2.37% | 2024-10-03 |
| SJT San Juan Basin Royalty Trust | Buy | 4.98% | 1.8% | 2024-10-07 |
| NESR National Energy Services Reunited Corp. | Buy | 4.88% | 0% | 2024-10-11 |
| ARCH Arch Resources, Inc. | Buy | 4.88% | 0% | 2024-10-11 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APA APA Corporation | Buy | 5.02% | 2.34% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.11% | 4.01% | 2024-10-03 |
| SJT San Juan Basin Royalty Trust | Buy | 4.73% | -3.61% | 2024-10-07 |
| Asset | Action | Perf % |
|---|---|---|
| PARR | Sell All | -8.8% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APA APA Corporation | Buy | 5.13% | 5.11% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.22% | 7.12% | 2024-10-03 |
| PARR Par Pacific Holdings, Inc. | Buy | 4.72% | -3.21% | 2024-10-04 |
| SJT San Juan Basin Royalty Trust | Buy | 4.8% | -1.55% | 2024-10-07 |
| Asset | Action | Perf % |
|---|---|---|
| UUUU | Sell All | 1.89% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| UUUU Energy Fuels Inc. | Buy | 5.21% | 6.98% | 2024-09-23 |
| APA APA Corporation | Buy | 5.1% | 4.79% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.12% | 5.19% | 2024-10-03 |
| PARR Par Pacific Holdings, Inc. | Buy | 4.77% | -1.81% | 2024-10-04 |
| SJT San Juan Basin Royalty Trust | Buy | 4.86% | 0% | 2024-10-07 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| UUUU Energy Fuels Inc. | Buy | 5.17% | 5.85% | 2024-09-23 |
| APA APA Corporation | Buy | 5.03% | 3.39% | 2024-10-02 |
| AMPY Amplify Energy Corp. | Buy | 5.02% | 3.12% | 2024-10-03 |
| PARR Par Pacific Holdings, Inc. | Buy | 4.87% | 0% | 2024-10-04 |