1D | 0.0 % |
1W | 0.5 % |
2W | 1.4 % |
1M | 3.1 % |
3M | -3.9 % |
6M | -0.2 % |
9M | 15.5 % |
1Y | 11.0 % |
Alpha
-3.4%
|
Beta
0.41
|
sharpe-R
0.66
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:38 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.8% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. This portfolio focuses only on companies in the Materials sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
OLN | Sell All | -0.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OLN Olin Corporation | Buy | 9.51% | -1.15% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TG | Sell All | -0.96% |
AVD | Sell All | -0.77% |
SMID | Sell All | 6.1% |
OI | Sell All | 0.91% |
PLL | Sell All | 21.56% |
MTRN | Sell All | -0.29% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TG Tredegar Corporation | Buy | 9.75% | -0.55% | 2024-10-07 |
AVD American Vanguard Corporation | Buy | 9.82% | 0.19% | 2024-10-07 |
SMID Smith-Midland Corporation | Buy | 9.92% | 1.2% | 2024-10-07 |
OI O-I Glass, Inc. | Buy | 9.69% | -1.14% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 10.49% | 7.02% | 2024-10-07 |
MTRN Materion Corporation | Buy | 9.78% | -0.22% | 2024-10-07 |
OLN Olin Corporation | Buy | 9.79% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSE Trinseo PLC | Buy | 9.54% | -2.88% | 2024-10-03 |
TG Tredegar Corporation | Buy | 9.51% | -1.79% | 2024-10-07 |
AVD American Vanguard Corporation | Buy | 9.51% | -1.73% | 2024-10-07 |
SMID Smith-Midland Corporation | Buy | 9.91% | 2.42% | 2024-10-07 |
OI O-I Glass, Inc. | Buy | 9.67% | -0.15% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 11.3% | 16.77% | 2024-10-07 |
MTRN Materion Corporation | Buy | 9.53% | -1.52% | 2024-10-07 |
OLN Olin Corporation | Buy | 9.68% | 0% | 2024-10-08 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSE Trinseo PLC | Buy | 10.18% | 2.88% | 2024-10-03 |
TG Tredegar Corporation | Buy | 9.76% | 0% | 2024-10-07 |
AVD American Vanguard Corporation | Buy | 9.76% | 0% | 2024-10-07 |
SMID Smith-Midland Corporation | Buy | 9.76% | 0% | 2024-10-07 |
OI O-I Glass, Inc. | Buy | 9.76% | 0% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 9.76% | 0% | 2024-10-07 |
MTRN Materion Corporation | Buy | 9.76% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
HWKN | Sell All | -0.2% |
IOSP | Sell All | -1.59% |
GPK | Sell All | -2.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 9.75% | -1.86% | 2024-09-30 |
IOSP Innospec Inc. | Buy | 9.58% | -3.53% | 2024-09-30 |
GPK Graphic Packaging Holding Company | Buy | 9.64% | -2.98% | 2024-09-30 |
TSE Trinseo PLC | Buy | 9.67% | -3.33% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
NTIC | Sell All | -3.49% |
OI | Sell All | -3.17% |