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Portfolio Ref: EQ1515LS2W
Performance in the last:
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1D 0.4 %
1W 1.0 %
2W 1.3 %
1M -1.8 %
3M -4.2 %
6M -1.0 %
9M 11.2 %
1Y 3.8 %
Alpha
-2.3%
Beta
0.19
sharpe-R
0.24
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:15:04
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -12.33%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
OLN Olin Corporation Buy 9.43% 1.35%
TSE Trinseo PLC Buy 9.89% 6.33%
GPK Graphic Packaging Holding Company Buy 9.52% 2.3%
FRD Friedman Industries, Incorporated Buy 10.25% 10.13%
SMG The Scotts Miracle-Gro Company Sell -6.07% -1.54%
The percentage of cash held in the portfolio is: 66.97%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
OLN Olin Corporation Buy 9.28% -0.65%
TSE Trinseo PLC Buy 10.67% 14.25%
GPK Graphic Packaging Holding Company Buy 9.5% 1.66%
FRD Friedman Industries, Incorporated Buy 9.42% 0.86%
SMG The Scotts Miracle-Gro Company Sell -6.1% -1.7%
The percentage of cash held in the portfolio is: 67.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
CMT Sell All -5.49%
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
OLN Olin Corporation Buy 9.31% -0.4%
CMT Core Molding Technologies, Inc. Buy 8.87% -5.09%
TSE Trinseo PLC Buy 10.75% 15.04%
GPK Graphic Packaging Holding Company Buy 9.48% 1.39%
FRD Friedman Industries, Incorporated Buy 9.16% -1.99%
SMG The Scotts Miracle-Gro Company Sell -6% 0%
The percentage of cash held in the portfolio is: 58.43%
New Assets Added
  • SMG
Assets Removed
Asset Action Perf %
HDSN Sell All -6.52%
Assets Rebalanced
None
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HDSN Hudson Technologies, Inc. Buy 12.95% -6.68%
OLN Olin Corporation Buy 9.12% -1.89%
CMT Core Molding Technologies, Inc. Buy 9.28% -0.11%
TSE Trinseo PLC Buy 10.89% 17.15%
GPK Graphic Packaging Holding Company Buy 9.3% 0.03%
FRD Friedman Industries, Incorporated Buy 9.29% 0%
The percentage of cash held in the portfolio is: 39.17%
New Assets Added
  • FRD
Assets Removed
None
Assets Rebalanced
None
2024-11-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
HDSN Hudson Technologies, Inc. Buy 13.41% -4.13%
OLN Olin Corporation Buy 9.52% 1.68%
CMT Core Molding Technologies, Inc. Buy 9.51% 1.54%
TSE Trinseo PLC Buy 9.37% 0%
GPK Graphic Packaging Holding Company Buy 9.37% 0%
The percentage of cash held in the portfolio is: 48.83%
New Assets Added
  • TSE
  • GPK
Assets Removed
None
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
HDSN Hudson Technologies, Inc. Buy 13.41% -4.45%
OLN Olin Corporation Buy 9.4% 0%
CMT Core Molding Technologies, Inc. Buy 9.4% 0%
The percentage of cash held in the portfolio is: 67.79%
New Assets Added
  • OLN
  • CMT
Assets Removed
Asset Action Perf %
SEE Buy All -1.41%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
HDSN Hudson Technologies, Inc. Buy 13.44% -4.13%
SEE Sealed Air Corporation Sell -6.78% -0.37%
The percentage of cash held in the portfolio is: 93.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
CMT Buy All -2.86%
CDE Sell All 0.61%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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