1D | 0.1 % |
1W | 0.1 % |
2W | 0.1 % |
1M | 0.1 % |
3M | -3.1 % |
6M | 3.1 % |
9M | 2.8 % |
1Y | 7.1 % |
Alpha
-0.2%
|
Beta
0.23
|
sharpe-R
0.82
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:51:53 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -5.69% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.97% | 1.51% | 2024-10-17 | ||
UVV Universal Corporation | Buy | 4.9% | 0% | 2024-10-18 | ||
NATR Nature's Sunshine Products, Inc. | Buy | 4.9% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.97% | 1.51% | 2024-10-17 |
UVV Universal Corporation | Buy | 4.9% | 0% | 2024-10-18 |
NATR Nature's Sunshine Products, Inc. | Buy | 4.9% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KE Kimball Electronics, Inc. | Buy | 4.9% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
STKL | Sell All | 21.53% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
STKL SunOpta Inc. | Buy | 5.79% | 18.86% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
BGS | Sell All | 3.21% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BGS B&G Foods, Inc. | Buy | 5.12% | 5.27% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 5.82% | 19.75% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
WMK | Sell All | 5.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WMK Weis Markets, Inc. | Buy | 4.91% | 0.41% | 2024-08-28 |
BGS B&G Foods, Inc. | Buy | 4.71% | -4.12% | 2024-09-06 |
STKL SunOpta Inc. | Buy | 5.47% | 11.21% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |