1D | 0.1 % |
1W | 0.1 % |
2W | 0.1 % |
1M | -0.8 % |
3M | -1.2 % |
6M | 3.1 % |
9M | 2.6 % |
1Y | 4.7 % |
Alpha
-3.0%
|
Beta
0.22
|
sharpe-R
0.36
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:57 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -5.26% |
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 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 % |
---|---|---|
FLUX | Buy All | 0.96% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FLUX Flux Power Holdings, Inc. | Sell | -6.19% | 1.29% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
SANW | Buy All | -22.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SANW S&W Seed Company | Sell | -7.39% | -18.18% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -6.17% | 1.29% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
POWL | Buy All | -11.01% |
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 % |
---|---|---|
SAM | Buy All | 0.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Sell | -6.81% | -1.28% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
HLF | Buy All | 24.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Sell | -6.42% | 3.9% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -4.82% | 27.87% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
SMPL | Buy All | 7.87% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SMPL The Simply Good Foods Company | Sell | -5.84% | 8.38% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -6.54% | 2.71% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.46% | 18.79% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
FCEL | Buy All | 17.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FCEL FuelCell Energy, Inc. | Sell | -4.83% | 21.05% | 2024-07-19 |
SMPL The Simply Good Foods Company | Sell | -5.88% | 7.47% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -6.42% | 4.33% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.46% | 18.61% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
OESX | Sell All | -10.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OESX Orion Energy Systems, Inc. | Buy | 12.94% | -2.75% | 2024-08-02 |
FCEL FuelCell Energy, Inc. | Sell | -5.24% | 14.04% | 2024-07-19 |
SMPL The Simply Good Foods Company | Sell | -5.82% | 8.13% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -6.42% | 3.97% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -5.68% | 15.05% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ELF | Buy All | 2.79% |