1D | -1.3 % |
1W | -2.0 % |
2W | 1.4 % |
1M | -2.7 % |
3M | -0.5 % |
6M | 1.1 % |
9M | 12.7 % |
1Y | 17.5 % |
Alpha
11.7%
|
Beta
0.33
|
sharpe-R
1.16
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
1.64
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-07-26 07:47:32 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -11.03% |
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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
EVI EVI Industries, Inc. | Buy | 10.57% | 6.51% | 2024-07-12 | ||
WMS Advanced Drainage Systems, Inc. | Buy | 10.18% | 3.4% | 2024-07-12 | ||
PTSI P.A.M. Transportation Services, Inc. | Buy | 11.62% | 19.24% | 2024-07-12 | ||
SXI Standex International Corporation | Buy | 10.66% | 5.3% | 2024-07-15 | ||
URI United Rentals, Inc. | Buy | 11.23% | 10.99% | 2024-07-15 | ||
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.33% | -17.75% | 2024-07-15 | ||
SSD Simpson Manufacturing Co., Inc. | Buy | 16.35% | 0% | 2024-07-26 | ||
ROK Rockwell Automation, Inc. | Sell | -5.95% | 0.54% | 2024-07-19 | ||
ERII Energy Recovery, Inc. | Sell | -6.2% | -3.85% | 2024-07-22 | ||
MRTN Marten Transport, Ltd. | Sell | -5.99% | -3.11% | 2024-07-23 | ||
STRL Sterling Infrastructure, Inc. | Sell | -5.93% | 0% | 2024-07-26 | ||
HLIO Helios Technologies, Inc. | Sell | -5.93% | 0% | 2024-07-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVI EVI Industries, Inc. | Buy | 10.57% | 6.51% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10.18% | 3.4% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 11.62% | 19.24% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.66% | 5.3% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 11.23% | 10.99% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.33% | -17.75% | 2024-07-15 |
SSD Simpson Manufacturing Co., Inc. | Buy | 16.35% | 0% | 2024-07-26 |
ROK Rockwell Automation, Inc. | Sell | -5.95% | 0.54% | 2024-07-19 |
ERII Energy Recovery, Inc. | Sell | -6.2% | -3.85% | 2024-07-22 |
MRTN Marten Transport, Ltd. | Sell | -5.99% | -3.11% | 2024-07-23 |
STRL Sterling Infrastructure, Inc. | Sell | -5.93% | 0% | 2024-07-26 |
HLIO Helios Technologies, Inc. | Sell | -5.93% | 0% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
VVI | Sell All | -5.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
EVI EVI Industries, Inc. | Buy | 10.1% | 0.6% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10% | 0.46% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.8% | 9.57% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.64% | 3.93% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 10.78% | 5.33% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.09% | -20.93% | 2024-07-15 |
VVI Viad Corp | Buy | 11.47% | 4.14% | 2024-07-16 |
ROK Rockwell Automation, Inc. | Sell | -5.85% | 3.45% | 2024-07-19 |
ERII Energy Recovery, Inc. | Sell | -6.05% | -0.21% | 2024-07-22 |
MRTN Marten Transport, Ltd. | Sell | -5.76% | 1.92% | 2024-07-23 |
Asset | Action | Perf % |
---|---|---|
MRCY | Sell All | 23.31% |
ATSG | Sell All | 17.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 11.11% | 24.8% | 2024-06-25 |
ATSG Air Transport Services Group, Inc. | Buy | 10.6% | 21.04% | 2024-06-25 |
EVI EVI Industries, Inc. | Buy | 10.03% | 2.45% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10.22% | 5.16% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.83% | 12.66% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.45% | 4.65% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 10.93% | 9.47% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.39% | -16.03% | 2024-07-15 |
VVI Viad Corp | Buy | 11.77% | 9.55% | 2024-07-16 |
ROK Rockwell Automation, Inc. | Sell | -5.9% | 0.11% | 2024-07-19 |
ERII Energy Recovery, Inc. | Sell | -6.05% | -2.73% | 2024-07-22 |
MRTN Marten Transport, Ltd. | Sell | -5.77% | -0.74% | 2024-07-23 |
Asset | Action | Perf % |
---|---|---|
REVG | Buy All | -7.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 10.85% | 21.19% | 2024-06-25 |
ATSG Air Transport Services Group, Inc. | Buy | 10.56% | 19.82% | 2024-06-25 |
EVI EVI Industries, Inc. | Buy | 9.96% | 1.05% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10.31% | 5.46% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.62% | 9.73% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.62% | 5.69% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 10.92% | 8.65% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.66% | -13.83% | 2024-07-15 |
VVI Viad Corp | Buy | 11.6% | 7.29% | 2024-07-16 |
REVG REV Group, Inc. | Sell | -6.45% | -5.32% | 2024-06-25 |
ROK Rockwell Automation, Inc. | Sell | -6.02% | -1.2% | 2024-07-19 |
ERII Energy Recovery, Inc. | Sell | -6.01% | -1.4% | 2024-07-22 |
MRTN Marten Transport, Ltd. | Sell | -5.76% | 0% | 2024-07-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 10.76% | 18.49% | 2024-06-25 |
ATSG Air Transport Services Group, Inc. | Buy | 10.66% | 19.28% | 2024-06-25 |
EVI EVI Industries, Inc. | Buy | 9.98% | -0.1% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10.16% | 2.47% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.75% | 9.62% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.53% | 3.32% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 10.77% | 5.75% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.06% | -20.93% | 2024-07-15 |
VVI Viad Corp | Buy | 11.61% | 5.93% | 2024-07-16 |
REVG REV Group, Inc. | Sell | -6.01% | 3.19% | 2024-06-25 |
ROK Rockwell Automation, Inc. | Sell | -5.97% | 0.99% | 2024-07-19 |
ERII Energy Recovery, Inc. | Sell | -6.01% | 0% | 2024-07-22 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MRCY Mercury Systems, Inc. | Buy | 10.45% | 14.83% | 2024-06-25 |
ATSG Air Transport Services Group, Inc. | Buy | 10.64% | 18.82% | 2024-06-25 |
EVI EVI Industries, Inc. | Buy | 10.1% | 0.95% | 2024-07-12 |
WMS Advanced Drainage Systems, Inc. | Buy | 10.32% | 3.96% | 2024-07-12 |
PTSI P.A.M. Transportation Services, Inc. | Buy | 10.48% | 6.63% | 2024-07-12 |
SXI Standex International Corporation | Buy | 10.51% | 2.95% | 2024-07-15 |
URI United Rentals, Inc. | Buy | 10.94% | 7.19% | 2024-07-15 |
SPCE Virgin Galactic Holdings, Inc. | Buy | 8.2% | -19.71% | 2024-07-15 |
VVI Viad Corp | Buy | 11.53% | 4.94% | 2024-07-16 |
REVG REV Group, Inc. | Sell | -5.85% | 5.87% | 2024-06-25 |
ROK Rockwell Automation, Inc. | Sell | -6.04% | 0% | 2024-07-19 |
Asset | Action | Perf % |
---|---|---|
JBLU | Sell All | 4.88% |