1D | -1.6 % |
1W | -2.9 % |
2W | -1.9 % |
1M | -0.2 % |
3M | -1.4 % |
6M | -0.1 % |
9M | -0.3 % |
1Y | -6.2 % |
Alpha
-13.0%
|
Beta
0.26
|
sharpe-R
-0.19
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:49 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -15.25% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 11.73% | 6.81% | 2024-09-30 | ||
PLL Piedmont Lithium Inc. | Buy | 12.27% | -2.9% | 2024-10-07 | ||
OLN Olin Corporation | Buy | 12.48% | -1.15% | 2024-10-08 | ||
HUN Huntsman Corporation | Sell | -6.36% | 0.93% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 11.67% | 7.01% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 12.93% | 2.98% | 2024-10-07 |
OLN Olin Corporation | Buy | 12.33% | -1.73% | 2024-10-08 |
HUN Huntsman Corporation | Sell | -6.33% | 0.76% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
SMID | Buy All | 2.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 11.19% | 3.61% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 13.95% | 12.23% | 2024-10-07 |
OLN Olin Corporation | Buy | 12.31% | -0.88% | 2024-10-08 |
SMID Smith-Midland Corporation | Sell | -5.56% | 4.71% | 2024-09-26 |
HUN Huntsman Corporation | Sell | -6.3% | 0.25% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
WDFC | Buy All | -0.9% |
FRD | Sell All | 0.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FRD Friedman Industries, Incorporated | Buy | 11.7% | 4.41% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 11.01% | 2.54% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 14.67% | 18.79% | 2024-10-07 |
OLN Olin Corporation | Buy | 12.05% | -2.31% | 2024-10-08 |
WDFC WD-40 Company | Sell | -5.78% | -0.23% | 2024-09-24 |
SMID Smith-Midland Corporation | Sell | -5.8% | 0% | 2024-09-26 |
HUN Huntsman Corporation | Sell | -6.29% | -0.17% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
CDE | Buy All | 6.98% |
CBT | Sell All | -0.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 10.38% | -0.35% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 11.86% | 5.53% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 11.18% | 3.87% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 13.25% | 7.02% | 2024-10-07 |
OLN Olin Corporation | Buy | 12.38% | 0% | 2024-10-08 |
WDFC WD-40 Company | Sell | -5.77% | 0.16% | 2024-09-24 |
SMID Smith-Midland Corporation | Sell | -5.55% | 4.6% | 2024-09-26 |
CDE Coeur Mining, Inc. | Sell | -5.55% | 10.03% | 2024-10-01 |
HUN Huntsman Corporation | Sell | -6.18% | 1.85% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 10.22% | -0.35% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 11.81% | 6.64% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 10.76% | 1.49% | 2024-09-30 |
TSE Trinseo PLC | Buy | 12.94% | -2.88% | 2024-10-03 |
PLL Piedmont Lithium Inc. | Buy | 14.24% | 16.77% | 2024-10-07 |
OLN Olin Corporation | Buy | 12.19% | 0% | 2024-10-08 |
WDFC WD-40 Company | Sell | -5.62% | 1.41% | 2024-09-24 |
SMID Smith-Midland Corporation | Sell | -5.53% | 3.44% | 2024-09-26 |
CDE Coeur Mining, Inc. | Sell | -5.47% | 10.03% | 2024-10-01 |
HUN Huntsman Corporation | Sell | -6.32% | -1.94% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 10.38% | -0.64% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 11.83% | 4.87% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 10.78% | -0.2% | 2024-09-30 |
TSE Trinseo PLC | Buy | 13.96% | 2.88% | 2024-10-03 |
PLL Piedmont Lithium Inc. | Buy | 12.43% | 0% | 2024-10-07 |
WDFC WD-40 Company | Sell | -5.81% | -0.05% | 2024-09-24 |
SMID Smith-Midland Corporation | Sell | -5.5% | 5.72% | 2024-09-26 |
CDE Coeur Mining, Inc. | Sell | -5.77% | 6.83% | 2024-10-01 |
HUN Huntsman Corporation | Sell | -6.45% | -2.07% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MTRN | Buy All | -8.75% |