1D | 0.1 % |
1W | 0.1 % |
2W | -0.3 % |
1M | -0.7 % |
3M | -2.1 % |
6M | 1.9 % |
9M | 3.0 % |
1Y | 4.5 % |
Alpha
-1.0%
|
Beta
0.17
|
sharpe-R
0.6
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:03 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -4.45% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 25.
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 | 5.76% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
FLUX | Buy All | -5.47% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FLUX Flux Power Holdings, Inc. | Sell | -3.8% | 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 | -4.54% | -18.18% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -3.79% | 1.29% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
POWL | Buy All | -11.01% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
POWL Powell Industries, Inc. | Sell | -3.75% | 0.17% | 2024-08-30 |
SANW S&W Seed Company | Sell | -3.97% | -4.55% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -3.59% | 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 | 6.22% | 0.6% | 2024-09-02 |
POWL Powell Industries, Inc. | Sell | -3.52% | 5.88% | 2024-08-30 |
SANW S&W Seed Company | Sell | -3.78% | 0% | 2024-09-05 |
FLUX Flux Power Holdings, Inc. | Sell | -3.78% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 6.17% | -0.25% | 2024-09-02 |
POWL Powell Industries, Inc. | Sell | -3.5% | 6.26% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
PLPC | Buy All | 7.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 6.21% | 0% | 2024-09-02 |
PLPC Preformed Line Products Company | Sell | -3.72% | 3.62% | 2024-08-05 |
POWL Powell Industries, Inc. | Sell | -3.86% | -2.85% | 2024-08-30 |
Asset | Action | Perf % |
---|---|---|
SAM | Buy All | 1.94% |
HAIN | Sell All | 17.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HAIN The Hain Celestial Group, Inc. | Buy | 7.18% | 16.84% | 2024-08-27 |
SAM The Boston Beer Company, Inc. | Sell | -3.78% | 2.49% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.71% | 3.8% | 2024-08-05 |
POWL Powell Industries, Inc. | Sell | -3.75% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HAIN The Hain Celestial Group, Inc. | Buy | 6.22% | 0% | 2024-08-27 |
SAM The Boston Beer Company, Inc. | Sell | -3.97% | -1.22% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.77% | 3.42% | 2024-08-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SAM The Boston Beer Company, Inc. | Sell | -4% | -1.9% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.71% | 4.77% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
SMPL | Buy All | 5.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SMPL The Simply Good Foods Company | Sell | -3.79% | 4.81% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -3.98% | -1.28% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.79% | 3.01% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
FCEL | Buy All | 17.54% |
HLF | Buy All | 24.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FCEL FuelCell Energy, Inc. | Sell | -3.19% | 19.3% | 2024-07-19 |
SMPL The Simply Good Foods Company | Sell | -3.68% | 6.92% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -3.85% | 1.35% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -2.67% | 31.7% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.68% | 5.17% | 2024-08-05 |
Asset | Action | Perf % |
---|---|---|
LANC | Buy All | -4.09% |
SKYX | Sell All | 18.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SKYX SKYX Platforms Corp. | Buy | 7.11% | 16.41% | 2024-07-15 |
FCEL FuelCell Energy, Inc. | Sell | -3.13% | 21.05% | 2024-07-19 |
SMPL The Simply Good Foods Company | Sell | -3.7% | 6.81% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -3.83% | 2.11% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -3.08% | 21.37% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.62% | 7.02% | 2024-08-05 |
LANC Lancaster Colony Corporation | Sell | -4.08% | -3.5% | 2024-08-06 |
Asset | Action | Perf % |
---|---|---|
HFFG | Sell All | 9.68% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HFFG HF Foods Group Inc. | Buy | 6.55% | -0.32% | 2024-07-12 |
SKYX SKYX Platforms Corp. | Buy | 6.34% | 2.21% | 2024-07-15 |
FCEL FuelCell Energy, Inc. | Sell | -3.18% | 21.05% | 2024-07-19 |
SMPL The Simply Good Foods Company | Sell | -3.73% | 7.47% | 2024-07-23 |
SAM The Boston Beer Company, Inc. | Sell | -3.81% | 4.33% | 2024-08-02 |
HLF Herbalife Nutrition Ltd. | Sell | -3.24% | 18.61% | 2024-08-02 |
PLPC Preformed Line Products Company | Sell | -3.77% | 4.69% | 2024-08-05 |
LANC Lancaster Colony Corporation | Sell | -4.11% | -2.74% | 2024-08-06 |
Asset | Action | Perf % |
---|---|---|
OESX | Sell All | -10.09% |