1D | -1.1 % |
1W | -1.7 % |
2W | -1.1 % |
1M | -0.9 % |
3M | -1.6 % |
6M | -2.5 % |
9M | -3.8 % |
1Y | -7.6 % |
Alpha
-8.8%
|
Beta
0.07
|
sharpe-R
-0.74
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:50:52 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.23% |
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 25.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PLL Piedmont Lithium Inc. | Buy | 6.96% | -2.9% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.83% | -1.15% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
OI | Buy All | -2.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PLL Piedmont Lithium Inc. | Buy | 7.35% | 2.98% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.75% | -1.73% | 2024-10-08 |
OI O-I Glass, Inc. | Sell | -3.69% | 0.62% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
HUN | Buy All | 0.76% |
CMC | Buy All | -0.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PLL Piedmont Lithium Inc. | Buy | 8.58% | 21.56% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.72% | -1.15% | 2024-10-08 |
HUN Huntsman Corporation | Sell | -3.82% | -0.93% | 2024-10-03 |
CMC Commercial Metals Company | Sell | -3.81% | -0.62% | 2024-10-03 |
OI O-I Glass, Inc. | Sell | -3.81% | -3.9% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
HWKN | Sell All | 4.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 6.31% | 2.54% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 8.4% | 18.79% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.65% | -2.31% | 2024-10-08 |
HUN Huntsman Corporation | Sell | -3.8% | -0.17% | 2024-10-03 |
CMC Commercial Metals Company | Sell | -3.78% | 0.39% | 2024-10-03 |
OI O-I Glass, Inc. | Sell | -3.73% | -1.33% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
CDE | Buy All | 6.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 6.44% | 4.99% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 8.37% | 18.79% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.63% | -2.31% | 2024-10-08 |
CDE Coeur Mining, Inc. | Sell | -3.39% | 9.74% | 2024-10-01 |
HUN Huntsman Corporation | Sell | -3.75% | 0.89% | 2024-10-03 |
CMC Commercial Metals Company | Sell | -3.74% | 1.13% | 2024-10-03 |
OI O-I Glass, Inc. | Sell | -3.72% | -1.33% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
SMID | Buy All | 0.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HWKN Hawkins, Inc. | Buy | 6.42% | 3.87% | 2024-09-30 |
PLL Piedmont Lithium Inc. | Buy | 7.59% | 7.02% | 2024-10-07 |
OLN Olin Corporation | Buy | 6.83% | 0% | 2024-10-08 |
SMID Smith-Midland Corporation | Sell | -3.55% | 4.6% | 2024-09-26 |
CDE Coeur Mining, Inc. | Sell | -3.4% | 10.03% | 2024-10-01 |
HUN Huntsman Corporation | Sell | -3.74% | 1.85% | 2024-10-03 |
CMC Commercial Metals Company | Sell | -3.81% | -0.15% | 2024-10-03 |
OI O-I Glass, Inc. | Sell | -3.76% | -1.8% | 2024-10-04 |
Asset | Action | Perf % |
---|---|---|
TSE | Sell All | -7.88% |