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Portfolio Ref: EQ2515LS1M
Performance in the last:
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1D -0.1 %
1W 2.3 %
2W 5.1 %
1M -7.6 %
3M -22.9 %
6M -25.0 %
9M -25.5 %
1Y -25.2 %
Alpha
-50.2%
Beta
0.77
sharpe-R
-0.79
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.97
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 2024-10-18 07:51:37
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -41.28%
Max. DrawDown Benchmark -8.41%

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 Consumer Discretionary 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
ANF Abercrombie & Fitch Co. Buy 16.33% 13.05%
VUZI Vuzix Corporation Buy 12.45% 13.91%
CNTY Century Casinos, Inc. Buy 12.41% 5.02%
SHAK Shake Shack Inc. Buy 12.89% -1.47%
CUK Carnival Corporation & plc Buy 15.57% 19.02%
VNCE Vince Holding Corp. Sell -6.42% -3.13%
BFAM Bright Horizons Family Solutions Inc. Sell -6% 3.6%
NEGG Newegg Commerce, Inc. Sell -4.82% 18.75%
PLOW Douglas Dynamics, Inc. Sell -8% 0.97%
The percentage of cash held in the portfolio is: 55.6%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANF Abercrombie & Fitch Co. Buy 15.52% 5.38%
VUZI Vuzix Corporation Buy 13.17% 18.26%
CNTY Century Casinos, Inc. Buy 12.37% 2.7%
SHAK Shake Shack Inc. Buy 13.07% -2.01%
CUK Carnival Corporation & plc Buy 15.27% 14.5%
VNCE Vince Holding Corp. Sell -6.61% -4.17%
BFAM Bright Horizons Family Solutions Inc. Sell -6.23% 1.73%
NEGG Newegg Commerce, Inc. Sell -5.37% 11.25%
PLOW Douglas Dynamics, Inc. Sell -7.86% 4.54%
The percentage of cash held in the portfolio is: 56.68%
New Assets Added
None
Assets Removed
Asset Action Perf %
TSLA Sell All -10.71%
Assets Rebalanced
None
2024-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
TSLA Tesla, Inc. Buy 13.98% -1.18%
ANF Abercrombie & Fitch Co. Buy 14.65% -0.87%
VUZI Vuzix Corporation Buy 12.84% 14.78%
CNTY Century Casinos, Inc. Buy 12.04% -0.39%
SHAK Shake Shack Inc. Buy 13.15% -1.81%
CUK Carnival Corporation & plc Buy 15.2% 13.52%
VNCE Vince Holding Corp. Sell -6.6% -3.65%
BFAM Bright Horizons Family Solutions Inc. Sell -6.32% 0.79%
NEGG Newegg Commerce, Inc. Sell -5.39% 11.25%
PLOW Douglas Dynamics, Inc. Sell -7.82% 5.48%
The percentage of cash held in the portfolio is: 44.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
QRTEA Sell All -14.71%
Assets Rebalanced
None
2024-10-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
TSLA Tesla, Inc. Buy 14.4% 0.24%
ANF Abercrombie & Fitch Co. Buy 15.04% 0.19%
VUZI Vuzix Corporation Buy 11.95% 5.22%
CNTY Century Casinos, Inc. Buy 12.18% -0.77%
SHAK Shake Shack Inc. Buy 13.4% -1.41%
QRTEA Qurate Retail, Inc. Buy 12.6% -7.35%
CUK Carnival Corporation & plc Buy 13.62% 0.18%
VNCE Vince Holding Corp. Sell -6.57% -1.56%
BFAM Bright Horizons Family Solutions Inc. Sell -6.45% 0.2%
NEGG Newegg Commerce, Inc. Sell -5.48% 11.25%
PLOW Douglas Dynamics, Inc. Sell -8.05% 4.14%
The percentage of cash held in the portfolio is: 33.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
AXL Sell All -6.27%
Assets Rebalanced
None
2024-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
TSLA Tesla, Inc. Buy 14.28% -1.27%
ANF Abercrombie & Fitch Co. Buy 14.79% -2.15%
VUZI Vuzix Corporation Buy 12.03% 5.22%
AXL American Axle & Manufacturing Holdings, Inc. Buy 11.84% -4.23%
CNTY Century Casinos, Inc. Buy 12.27% -0.77%
SHAK Shake Shack Inc. Buy 13.47% -1.61%
QRTEA Qurate Retail, Inc. Buy 12.68% -7.35%
CUK Carnival Corporation & plc Buy 13.71% 0.18%
VNCE Vince Holding Corp. Sell -6.78% -4.17%
BFAM Bright Horizons Family Solutions Inc. Sell -6.5% 0.2%
NEGG Newegg Commerce, Inc. Sell -5.59% 10%
PLOW Douglas Dynamics, Inc. Sell -8.19% 3.1%
The percentage of cash held in the portfolio is: 22%
New Assets Added
None
Assets Removed
Asset Action Perf %
VSTO Buy All -11.64%
SNBR Sell All -8.99%
VFC Sell All -6.9%
Assets Rebalanced
None
2024-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
TSLA Tesla, Inc. Buy 14.09% 2.53%
ANF Abercrombie & Fitch Co. Buy 14.78% 2.97%
VUZI Vuzix Corporation Buy 11.05% 1.74%
AXL American Axle & Manufacturing Holdings, Inc. Buy 11.52% -1.88%
CNTY Century Casinos, Inc. Buy 11.56% -1.54%
SNBR Sleep Number Corporation Buy 13% 0%
VFC V.F. Corporation Buy 13% 0%
SHAK Shake Shack Inc. Buy 13% 0%
QRTEA Qurate Retail, Inc. Buy 13% 0%
CUK Carnival Corporation & plc Buy 13% 0%
VNCE Vince Holding Corp. Sell -6.44% -4.17%
BFAM Bright Horizons Family Solutions Inc. Sell -6.17% 0.29%
VSTO Vista Outdoor Inc. Sell -5.96% -1.07%
NEGG Newegg Commerce, Inc. Sell -5.16% 12.5%
PLOW Douglas Dynamics, Inc. Sell -7.81% 2.74%
The percentage of cash held in the portfolio is: 3.54%
New Assets Added
  • SNBR
  • VFC
  • SHAK
  • QRTEA
  • CUK
Assets Removed
Asset Action Perf %
SPWH Sell All 24.27%
Assets Rebalanced
None
2024-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPWH Sportsman's Warehouse Holdings, Inc. Buy 19.83% 12.13%
TSLA Tesla, Inc. Buy 14.24% -1.34%
ANF Abercrombie & Fitch Co. Buy 14.23% -5.62%
VUZI Vuzix Corporation Buy 11.31% -0.87%
AXL American Axle & Manufacturing Holdings, Inc. Buy 11.8% -4.39%
CNTY Century Casinos, Inc. Buy 11.48% -6.95%
VNCE Vince Holding Corp. Sell -6.73% -3.65%
BFAM Bright Horizons Family Solutions Inc. Sell -6.56% -0.99%
VSTO Vista Outdoor Inc. Sell -6.2% 0.05%
NEGG Newegg Commerce, Inc. Sell -5.27% 15%
PLOW Douglas Dynamics, Inc. Sell -8.18% 3.1%
The percentage of cash held in the portfolio is: 50.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
WW Sell All -15.29%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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