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Portfolio Ref: EQ305LO1W
Performance in the last:
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1D 0.0 %
1W -0.1 %
2W -0.2 %
1M -3.9 %
3M -4.7 %
6M -9.0 %
9M -15.2 %
1Y -16.7 %
Alpha
-20.8%
Beta
0.14
sharpe-R
-1.51
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-11-21 08:29:52
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.14%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-14 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ANDE Sell All -4.09%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANDE The Andersons, Inc. Buy 16.86% -3.7%
The percentage of cash held in the portfolio is: 83.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
WMK Sell All 10.37%
LMNR Sell All -5.95%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
WMK Weis Markets, Inc. Buy 22.01% 14.25%
ANDE The Andersons, Inc. Buy 17.04% -0.72%
LMNR Limoneira Company Buy 16.88% -1.63%
The percentage of cash held in the portfolio is: 44.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
FIZZ Sell All 4.23%
PLPC Sell All 14.42%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 20.2% 2.62%
PLPC Preformed Line Products Company Buy 21.27% 8.1%
WMK Weis Markets, Inc. Buy 21.46% 9.03%
ANDE The Andersons, Inc. Buy 17.54% 0%
LMNR Limoneira Company Buy 17.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ANDE
  • LMNR
Assets Removed
Asset Action Perf %
PLUG Sell All -21.83%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 19.72% 0.48%
PLPC Preformed Line Products Company Buy 19.39% -1.2%
WMK Weis Markets, Inc. Buy 19.63% 0%
PLUG Plug Power Inc. Buy 19.63% 0%
The percentage of cash held in the portfolio is: 21.63%
New Assets Added
  • WMK
  • PLUG
Assets Removed
None
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
FIZZ National Beverage Corp. Buy 19.6% 0%
PLPC Preformed Line Products Company Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • FIZZ
  • PLPC
Assets Removed
None
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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