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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HAIN The Hain Celestial Group, Inc. | Buy | 11.26% | 16.84% | 2024-08-27 |
POWL Powell Industries, Inc. | Sell | -6% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HAIN The Hain Celestial Group, Inc. | Buy | 9.8% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
PLPC | Buy All | 4.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PLPC Preformed Line Products Company | Sell | -5.87% | 3.01% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
HLF | Buy All | 24.76% |
SAM | Buy All | -1.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Sell | -5.89% | 1.35% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -4.08% | 31.7% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -5.7% | 5.17% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
LANC | Buy All | -4.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Sell | -5.74% | 4.33% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -4.88% | 18.61% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -5.76% | 4.69% | 2024-08-05 |
LANC Lancaster Colony Corporation | Sell | -6.88% | -2.74% | 2024-08-06 |
Asset | Action | Perf % |
---|---|---|
OESX | Sell All | -10.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OESX Orion Energy Systems, Inc. | Buy | 11.18% | -4.59% | 2024-08-02 |
SAM The Boston Beer Company, Inc. | Sell | -5.78% | 3.29% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.09% | 14.78% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -5.81% | 3.42% | 2024-08-05 |
LANC Lancaster Colony Corporation | Sell | -6.66% | 0% | 2024-08-06 |
Asset | Action | Perf % |
---|---|---|
SMPL | Buy All | 7.81% |
NUS | Sell All | -8.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NUS Nu Skin Enterprises, Inc. | Buy | 10.48% | -2.86% | 2024-07-31 |
OESX Orion Energy Systems, Inc. | Buy | 11.45% | -2.75% | 2024-08-02 |
SMPL The Simply Good Foods Company | Sell | -6.23% | 2.32% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -6.05% | -0.75% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.63% | 6.23% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -6.05% | 0% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
BMI | Sell All | -4.43% |
NAII | Sell All | -5.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BMI Badger Meter, Inc. | Buy | 12.81% | -1.16% | 2024-07-24 |
NAII Natural Alternatives International, Inc. | Buy | 10.92% | -4.19% | 2024-07-29 |
NUS Nu Skin Enterprises, Inc. | Buy | 10.49% | -2.06% | 2024-07-31 |
OESX Orion Energy Systems, Inc. | Buy | 11.69% | 0% | 2024-08-02 |
SMPL The Simply Good Foods Company | Sell | -6.16% | 2.63% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -5.96% | 0% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.96% | 0% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
FCEL | Buy All | 17.54% |