Get the composition of our in-house portfolios

Portfolio Ref: EQ2015LS1M
Performance in the last:
1D -0.5 %
1W -1.4 %
2W -1.2 %
1M -5.3 %
3M -0.2 %
6M 3.2 %
9M 17.6 %
1Y 24.3 %
Alpha
18.7%
Beta
0.26
sharpe-R
1.74
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2
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 2024-06-14 07:52:30
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -7.17%
Max. DrawDown Benchmark -10.29%

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 Industrials 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
SHYF The Shyft Group, Inc. Sell -6.88% 0.88%
The percentage of cash held in the portfolio is: 106.88%
** The description of each asset is available Here

The latest 5 Compositions change

2024-06-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SHYF The Shyft Group, Inc. Sell -6.88% 0.88%
The percentage of cash held in the portfolio is: 106.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
MRCY Sell All -7.72%
Assets Rebalanced
None
2024-06-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
MRCY Mercury Systems, Inc. Buy 14.13% -3.36%
SHYF The Shyft Group, Inc. Sell -7.01% -1.45%
The percentage of cash held in the portfolio is: 92.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
BLD Sell All -4.84%
Assets Rebalanced
None
2024-06-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BLD TopBuild Corp. Buy 23.45% -2.98%
MRCY Mercury Systems, Inc. Buy 14.1% -3.2%
SHYF The Shyft Group, Inc. Sell -7.07% -2.65%
The percentage of cash held in the portfolio is: 69.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
VVX Buy All 4.88%
CIX Buy All 6.97%
Assets Rebalanced
None
2024-06-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BLD TopBuild Corp. Buy 23.85% -1.02%
MRCY Mercury Systems, Inc. Buy 14.03% -3.39%
VVX V2X, Inc. Sell -6.35% 4.53%
CIX CompX International Inc. Sell -6.19% 7.01%
SHYF The Shyft Group, Inc. Sell -7.17% -4.42%
The percentage of cash held in the portfolio is: 81.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
INSW Sell All 10.38%
Assets Rebalanced
None
2024-06-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
INSW International Seaways, Inc. Buy 5.17% 11.47%
BLD TopBuild Corp. Buy 24.01% -0.18%
MRCY Mercury Systems, Inc. Buy 14.1% -2.72%
VVX V2X, Inc. Sell -6.48% 2.5%
CIX CompX International Inc. Sell -6.36% 4.24%
SHYF The Shyft Group, Inc. Sell -6.99% -2.01%
The percentage of cash held in the portfolio is: 76.55%
New Assets Added
None
Assets Removed
Asset Action Perf %
WCC Sell All 2.94%
Assets Rebalanced
None
2024-06-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
WCC WESCO International, Inc. Buy 11.1% -0.17%
INSW International Seaways, Inc. Buy 5.13% 9.87%
BLD TopBuild Corp. Buy 23.32% -3.63%
MRCY Mercury Systems, Inc. Buy 14.17% -2.88%
VVX V2X, Inc. Sell -6.36% 4.75%
CIX CompX International Inc. Sell -6.03% 9.7%
SHYF The Shyft Group, Inc. Sell -6.89% 0.08%
The percentage of cash held in the portfolio is: 65.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
B Sell All 3.39%
Assets Rebalanced
None

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