1D | 0.1 % |
1W | 0.1 % |
2W | 0.1 % |
1M | -0.1 % |
3M | -0.2 % |
6M | 6.5 % |
9M | 4.8 % |
1Y | 2.9 % |
Alpha
0.7%
|
Beta
0.07
|
sharpe-R
0.31
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:56 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -6.32% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Equity asset class. This portfolio focuses only on companies in the Consumer Staples 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 | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 9.8% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
SANW | Buy All | -18.18% |
FLUX | Buy All | 1.29% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SANW S&W Seed Company | Sell | -7.08% | -13.64% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -6.55% | -5.14% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
POWL | Buy All | -2.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
POWL Powell Industries, Inc. | Sell | -6.01% | 0.17% | 2024-08-30 |
SANW S&W Seed Company | Sell | -6.42% | -4.55% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -5.81% | 5.47% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.42% | 0.6% | 2024-09-02 |
POWL Powell Industries, Inc. | Sell | -5.62% | 5.88% | 2024-08-30 |
SANW S&W Seed Company | Sell | -6.09% | 0% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -6.09% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.42% | 0% | 2024-09-02 |
POWL Powell Industries, Inc. | Sell | -6.18% | -2.85% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
HAIN | Sell All | 17.13% |