1D | -0.1 % |
1W | 3.2 % |
2W | 2.6 % |
1M | -5.7 % |
3M | -15.7 % |
6M | -18.1 % |
9M | -23.7 % |
1Y | -27.0 % |
Alpha
-49.5%
|
Beta
0.66
|
sharpe-R
-0.91
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:35 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -33.94% |
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 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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
CNTY Century Casinos, Inc. | Buy | 13.98% | 5.02% | 2024-09-30 | ||
BLNK Blink Charging Co. | Buy | 15.35% | 15.34% | 2024-09-30 | ||
SHAK Shake Shack Inc. | Buy | 11.97% | -1.47% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CNTY Century Casinos, Inc. | Buy | 13.98% | 5.02% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.35% | 15.34% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 11.97% | -1.47% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
VUZI | Sell All | 13.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VUZI Vuzix Corporation | Buy | 17.62% | 20.87% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 12.94% | -2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.19% | 14.2% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.18% | 0.3% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
ANF | Sell All | 12.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 13.82% | 5.38% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.42% | 18.26% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.81% | 2.7% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.2% | 13.07% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.03% | -2.01% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
MLKN | Buy All | -2.15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ANF Abercrombie & Fitch Co. | Buy | 13.27% | 0.81% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.88% | 20.87% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 14.33% | 6.18% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 14.26% | 5.68% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.31% | -0.11% | 2024-10-07 |
MLKN MillerKnoll, Inc. | Sell | -6.97% | -0.49% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
NEGG | Buy All | NA |
TSLA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.37% | -1.18% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.28% | -0.87% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 17.27% | 14.78% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.68% | -0.39% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 15.21% | 10.8% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.31% | -1.81% | 2024-10-07 |
NEGG Newegg Commerce, Inc. | Sell | -5.82% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.27% | -3.04% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
VNCE | Buy All | -3.65% |
BFAM | Buy All | 0.79% |
QRTEA | Sell All | -14.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TSLA Tesla, Inc. | Buy | 11.6% | 0.24% | 2024-09-20 |
ANF Abercrombie & Fitch Co. | Buy | 13.49% | 0.19% | 2024-09-25 |
VUZI Vuzix Corporation | Buy | 15.92% | 5.22% | 2024-09-27 |
CNTY Century Casinos, Inc. | Buy | 13.7% | -0.77% | 2024-09-30 |
BLNK Blink Charging Co. | Buy | 14.99% | 8.52% | 2024-09-30 |
SHAK Shake Shack Inc. | Buy | 12.43% | -1.41% | 2024-10-07 |
QRTEA Qurate Retail, Inc. | Buy | 11.68% | -7.35% | 2024-10-07 |
VNCE Vince Holding Corp. | Sell | -6.69% | -1.56% | 2024-09-19 |
BFAM Bright Horizons Family Solutions Inc. | Sell | -6.57% | 0.2% | 2024-09-19 |
NEGG Newegg Commerce, Inc. | Sell | -5.85% | 11.25% | 2024-09-20 |
MLKN MillerKnoll, Inc. | Sell | -7.45% | -5.04% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
AXL | Sell All | -6.27% |