1D | -0.3 % |
1W | -0.9 % |
2W | -0.3 % |
1M | 0.6 % |
3M | -4.4 % |
6M | -4.0 % |
9M | 4.3 % |
1Y | 2.7 % |
Alpha
-6.2%
|
Beta
0.29
|
sharpe-R
0.4
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:46 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.26% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
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 |
---|---|---|---|---|---|---|
CBT Cabot Corporation | Buy | 5% | 3.32% | 2024-09-20 | ||
FRD Friedman Industries, Incorporated | Buy | 4.88% | 0.92% | 2024-09-24 | ||
HWKN Hawkins, Inc. | Buy | 5.16% | 6.81% | 2024-09-30 | ||
PLL Piedmont Lithium Inc. | Buy | 4.77% | -2.9% | 2024-10-07 | ||
OLN Olin Corporation | Buy | 4.86% | -1.15% | 2024-10-08 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 4.8% | -0.35% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 5.08% | 5.53% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 5% | 3.87% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 5.24% | 7.02% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.89% | 0% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 4.77% | -0.35% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 5.1% | 6.64% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 4.85% | 1.49% | 2024-09-30 |
TSE Trinseo PLC | Buy | 4.67% | -2.88% | 2024-10-03 |
PLL Piedmont Lithium Inc. | Buy | 5.68% | 16.77% | 2024-10-07 |
OLN Olin Corporation | Buy | 4.86% | 0% | 2024-10-08 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CBT Cabot Corporation | Buy | 4.79% | -0.64% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 5.05% | 4.87% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 4.81% | -0.2% | 2024-09-30 |
TSE Trinseo PLC | Buy | 4.98% | 2.88% | 2024-10-03 |
PLL Piedmont Lithium Inc. | Buy | 4.9% | 0% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
ALTO | Sell All | 15.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 5.59% | 12.5% | 2024-09-06 |
CBT Cabot Corporation | Buy | 4.8% | -0.54% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 5.11% | 5.92% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 4.91% | 1.88% | 2024-09-30 |
TSE Trinseo PLC | Buy | 4.85% | 0% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 5.56% | 11.81% | 2024-09-06 |
CBT Cabot Corporation | Buy | 4.85% | 0.52% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 5.09% | 5.39% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 4.9% | 1.62% | 2024-09-30 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | 8.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 5.65% | 13.89% | 2024-09-06 |
CBT Cabot Corporation | Buy | 4.8% | -0.32% | 2024-09-20 |
TSE Trinseo PLC | Buy | 5.62% | 16.81% | 2024-09-20 |
FRD Friedman Industries, Incorporated | Buy | 4.96% | 3.16% | 2024-09-24 |
HWKN Hawkins, Inc. | Buy | 4.81% | 0% | 2024-09-30 |