1D | 1.7 % |
1W | 0.5 % |
2W | 5.6 % |
1M | 3.7 % |
3M | -5.1 % |
6M | -6.7 % |
9M | -6.3 % |
1Y | 2.7 % |
Alpha
-10.8%
|
Beta
0.34
|
sharpe-R
0.09
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:12 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.05% |
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 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 |
---|---|---|---|---|---|---|
TNET TriNet Group, Inc. | Buy | 12.81% | -1.29% | 2024-10-07 | ||
FWRD Forward Air Corporation | Buy | 13.56% | 6.67% | 2024-10-08 | ||
CIX CompX International Inc. | Buy | 13.12% | 1.7% | 2024-10-10 | ||
PRLB Proto Labs, Inc. | Sell | -6.19% | -4.03% | 2024-10-03 | ||
IIIN Insteel Industries, Inc. | Sell | -7.36% | 4.79% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TNET TriNet Group, Inc. | Buy | 12.9% | -1.85% | 2024-10-07 |
FWRD Forward Air Corporation | Buy | 12.94% | 0.48% | 2024-10-08 |
CIX CompX International Inc. | Buy | 13.24% | 1.34% | 2024-10-10 |
PRLB Proto Labs, Inc. | Sell | -6.26% | -3.89% | 2024-10-03 |
IIIN Insteel Industries, Inc. | Sell | -7.84% | -0.14% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
FORR | Buy All | 4.91% |
WCC | Buy All | -6.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TNET TriNet Group, Inc. | Buy | 13.04% | -0.71% | 2024-10-07 |
FWRD Forward Air Corporation | Buy | 12.55% | -2.47% | 2024-10-08 |
CIX CompX International Inc. | Buy | 13.27% | 1.67% | 2024-10-10 |
FORR Forrester Research, Inc. | Sell | -5.27% | 5.26% | 2024-09-26 |
WCC WESCO International, Inc. | Sell | -5.71% | -4.01% | 2024-10-01 |
PRLB Proto Labs, Inc. | Sell | -6.11% | -1.43% | 2024-10-03 |
IIIN Insteel Industries, Inc. | Sell | -7.87% | -0.68% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
MTW | Buy All | -1.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TNET TriNet Group, Inc. | Buy | 12.97% | -1.57% | 2024-10-07 |
FWRD Forward Air Corporation | Buy | 12.21% | -5.39% | 2024-10-08 |
CIX CompX International Inc. | Buy | 12.71% | -2.91% | 2024-10-10 |
MTW The Manitowoc Company, Inc. | Sell | -5.47% | 3.44% | 2024-09-23 |
FORR Forrester Research, Inc. | Sell | -5.19% | 7.08% | 2024-09-26 |
WCC WESCO International, Inc. | Sell | -5.47% | 0.73% | 2024-10-01 |
PRLB Proto Labs, Inc. | Sell | -6.11% | -1.25% | 2024-10-03 |
IIIN Insteel Industries, Inc. | Sell | -7.79% | 0.75% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
FIX | Sell All | 7.11% |
BECN | Sell All | -4.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FIX Comfort Systems USA, Inc. | Buy | 12.35% | 7.99% | 2024-09-20 |
TNET TriNet Group, Inc. | Buy | 12.96% | -0.63% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 12.65% | -0.97% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 12.25% | -4.17% | 2024-10-08 |
CIX CompX International Inc. | Buy | 12.97% | 0% | 2024-10-10 |
MTW The Manitowoc Company, Inc. | Sell | -5.5% | 1.98% | 2024-09-23 |
FORR Forrester Research, Inc. | Sell | -5.27% | 4.62% | 2024-09-26 |
WCC WESCO International, Inc. | Sell | -5.41% | 0.82% | 2024-10-01 |
PRLB Proto Labs, Inc. | Sell | -6.05% | -1.25% | 2024-10-03 |
IIIN Insteel Industries, Inc. | Sell | -7.77% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
LNN | Sell All | -2.15% |
HEES | Sell All | 11.15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LNN Lindsay Corporation | Buy | 10.26% | -3.18% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 11.62% | 9.59% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 12.16% | 6.58% | 2024-09-20 |
TNET TriNet Group, Inc. | Buy | 12.79% | -1.71% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 12.71% | -0.27% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 12.69% | -0.42% | 2024-10-08 |
MTW The Manitowoc Company, Inc. | Sell | -5.42% | 3.03% | 2024-09-23 |
FORR Forrester Research, Inc. | Sell | -5.18% | 5.96% | 2024-09-26 |
WCC WESCO International, Inc. | Sell | -5.34% | 1.96% | 2024-10-01 |
PRLB Proto Labs, Inc. | Sell | -6% | -0.5% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
EVA | Buy All | 93.22% |
AMRC | Sell All | -7.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.25% | -3.89% | 2024-09-18 |
LNN Lindsay Corporation | Buy | 10.39% | -2.19% | 2024-09-19 |
HEES H&E Equipment Services, Inc. | Buy | 11.52% | 8.46% | 2024-09-19 |
FIX Comfort Systems USA, Inc. | Buy | 12.22% | 6.92% | 2024-09-20 |
TNET TriNet Group, Inc. | Buy | 12.84% | -1.57% | 2024-10-07 |
BECN Beacon Roofing Supply, Inc. | Buy | 12.78% | 0% | 2024-10-08 |
FWRD Forward Air Corporation | Buy | 12.78% | 0% | 2024-10-08 |
EVA Enviva Inc. | Sell | -1.06% | 81.02% | 2024-09-23 |
MTW The Manitowoc Company, Inc. | Sell | -5.52% | 1.46% | 2024-09-23 |
FORR Forrester Research, Inc. | Sell | -5.22% | 5.44% | 2024-09-26 |
WCC WESCO International, Inc. | Sell | -5.33% | 2.3% | 2024-10-01 |
PRLB Proto Labs, Inc. | Sell | -5.97% | 0.21% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MATX | Sell All | -5.25% |