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Portfolio Ref: EQ1515LS1M
Performance in the last:
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1D -0.8 %
1W -2.6 %
2W -1.2 %
1M 0.1 %
3M -10.2 %
6M -10.6 %
9M -14.7 %
1Y -16.4 %
Alpha
-29.0%
Beta
0.41
sharpe-R
-0.69
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 07:50:51
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.35%
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 Materials 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
CBT Cabot Corporation Buy 11.61% 3.32%
FRD Friedman Industries, Incorporated Buy 12.16% 0.92%
HWKN Hawkins, Inc. Buy 10.29% 6.81%
PLL Piedmont Lithium Inc. Buy 12.25% -2.9%
OLN Olin Corporation Buy 12.46% -1.15%
SMID Smith-Midland Corporation Sell -5.22% 5.2%
HUN Huntsman Corporation Sell -6.49% 0.93%
The percentage of cash held in the portfolio is: 52.95%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.61% 3.32%
FRD Friedman Industries, Incorporated Buy 12.16% 0.92%
HWKN Hawkins, Inc. Buy 10.29% 6.81%
PLL Piedmont Lithium Inc. Buy 12.25% -2.9%
OLN Olin Corporation Buy 12.46% -1.15%
SMID Smith-Midland Corporation Sell -5.22% 5.2%
HUN Huntsman Corporation Sell -6.49% 0.93%
The percentage of cash held in the portfolio is: 52.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
WDFC Buy All -3.16%
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 10.98% -0.38%
FRD Friedman Industries, Incorporated Buy 12.34% 4.41%
HWKN Hawkins, Inc. Buy 9.69% 2.54%
PLL Piedmont Lithium Inc. Buy 14.69% 18.79%
OLN Olin Corporation Buy 12.07% -2.31%
WDFC WD-40 Company Sell -5.55% -0.23%
SMID Smith-Midland Corporation Sell -5.4% 0%
HUN Huntsman Corporation Sell -6.44% -0.17%
The percentage of cash held in the portfolio is: 57.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDE Buy All 6.98%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.02% -0.35%
FRD Friedman Industries, Incorporated Buy 12.51% 5.53%
HWKN Hawkins, Inc. Buy 9.84% 3.87%
PLL Piedmont Lithium Inc. Buy 13.28% 7.02%
OLN Olin Corporation Buy 12.4% 0%
WDFC WD-40 Company Sell -5.55% 0.16%
SMID Smith-Midland Corporation Sell -5.17% 4.6%
CDE Coeur Mining, Inc. Sell -5.69% 10.03%
HUN Huntsman Corporation Sell -6.33% 1.85%
The percentage of cash held in the portfolio is: 63.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSE Sell All -7.88%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 10.85% -0.35%
FRD Friedman Industries, Incorporated Buy 12.45% 6.64%
HWKN Hawkins, Inc. Buy 9.47% 1.49%
TSE Trinseo PLC Buy 12.53% -2.88%
PLL Piedmont Lithium Inc. Buy 14.27% 16.77%
OLN Olin Corporation Buy 12.21% 0%
WDFC WD-40 Company Sell -5.4% 1.41%
SMID Smith-Midland Corporation Sell -5.15% 3.44%
CDE Coeur Mining, Inc. Sell -5.6% 10.03%
HUN Huntsman Corporation Sell -6.47% -1.94%
The percentage of cash held in the portfolio is: 50.84%
New Assets Added
  • OLN
Assets Removed
None
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
CBT Cabot Corporation Buy 11.02% -0.64%
FRD Friedman Industries, Incorporated Buy 12.47% 4.87%
HWKN Hawkins, Inc. Buy 9.49% -0.2%
TSE Trinseo PLC Buy 13.53% 2.88%
PLL Piedmont Lithium Inc. Buy 12.45% 0%
WDFC WD-40 Company Sell -5.58% -0.05%
SMID Smith-Midland Corporation Sell -5.13% 5.72%
CDE Coeur Mining, Inc. Sell -5.91% 6.83%
HUN Huntsman Corporation Sell -6.6% -2.07%
The percentage of cash held in the portfolio is: 64.25%
New Assets Added
  • PLL
Assets Removed
Asset Action Perf %
MTRN Buy All -8.75%
ALTO Sell All 15.28%
Assets Rebalanced
None
2024-10-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ALTO Alto Ingredients, Inc. Buy 15.62% 12.5%
CBT Cabot Corporation Buy 11.05% -0.54%
FRD Friedman Industries, Incorporated Buy 12.62% 5.92%
HWKN Hawkins, Inc. Buy 9.7% 1.88%
TSE Trinseo PLC Buy 13.17% 0%
WDFC WD-40 Company Sell -5.63% -0.82%
SMID Smith-Midland Corporation Sell -4.92% 9.62%
CDE Coeur Mining, Inc. Sell -6.49% -2.18%
HUN Huntsman Corporation Sell -6.48% 0%
MTRN Materion Corporation Sell -6.48% 0%
The percentage of cash held in the portfolio is: 67.85%
New Assets Added
  • HUN
  • MTRN
  • TSE
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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