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Portfolio Ref: EQ105LO2W
Performance in the last:
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1D 1.3 %
1W -3.6 %
2W -4.3 %
1M -4.4 %
3M -8.3 %
6M -6.1 %
9M -0.1 %
1Y -8.7 %
Alpha
-15.0%
Beta
0.21
sharpe-R
-0.5
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:28:09
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -15.27%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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
CRK Comstock Resources, Inc. Buy 23.49% 14.68%
KOS Kosmos Energy Ltd. Buy 19.99% 0.26%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.53% -0.53%
VTNR Vertex Energy, Inc. Buy 18.53% 0.27%
The percentage of cash held in the portfolio is: 20.45%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 22.32% 7.34%
KOS Kosmos Energy Ltd. Buy 20.35% 0.51%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.79% -0.62%
VTNR Vertex Energy, Inc. Buy 18.77% 0%
The percentage of cash held in the portfolio is: 20.77%
New Assets Added
  • VTNR
Assets Removed
None
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 22.03% 6.19%
KOS Kosmos Energy Ltd. Buy 20.98% 3.86%
CLMT Calumet Specialty Products Partners, L.P. Buy 17.55% -1.67%
The percentage of cash held in the portfolio is: 39.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 21.45% 2.22%
HNRG Hallador Energy Company Buy 20% -2.13%
KOS Kosmos Energy Ltd. Buy 20.43% 0%
CLMT Calumet Specialty Products Partners, L.P. Buy 18.06% 0%
The percentage of cash held in the portfolio is: 20.06%
New Assets Added
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 21.33% 5.35%
LEU Centrus Energy Corp. Buy 17.52% -11.07%
HNRG Hallador Energy Company Buy 19.71% 0%
KOS Kosmos Energy Ltd. Buy 19.71% 0%
The percentage of cash held in the portfolio is: 21.71%
New Assets Added
  • HNRG
  • KOS
Assets Removed
None
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 20.18% 0.92%
LEU Centrus Energy Corp. Buy 19.46% 0%
The percentage of cash held in the portfolio is: 60.37%
New Assets Added
  • LEU
Assets Removed
Asset Action Perf %
REI Sell All -10.92%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 19.6% 0%
REI Ring Energy, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • CRK
  • REI
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

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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