1D | -0.2 % |
1W | -2.3 % |
2W | -1.2 % |
1M | -5.3 % |
3M | -7.7 % |
6M | 5.6 % |
9M | -14.6 % |
1Y | -11.7 % |
Alpha
-28.0%
|
Beta
0.56
|
sharpe-R
-0.35
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:34 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.83% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 10.2% | 7.27% | 2024-10-07 | ||
CLMB Climb Global Solutions, Inc. | Buy | 10.5% | 4.16% | 2024-10-08 | ||
AVGO Broadcom Inc. | Buy | 9.88% | -2.38% | 2024-10-10 | ||
MRAM Everspin Technologies, Inc. | Buy | 10.1% | -0.16% | 2024-10-10 | ||
CTM Castellum, Inc. | Buy | 9.34% | -4.62% | 2024-10-11 | ||
ASTI Ascent Solar Technologies, Inc. | Buy | 9.47% | -3.33% | 2024-10-11 | ||
INOD Innodata Inc. | Buy | 10.82% | 10.69% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 10.13% | 5.24% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 10.58% | 3.68% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 9.74% | -4.91% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 10.19% | -0.47% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 9.77% | -1.45% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 8.99% | -9.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 10.53% | 6.4% | 2024-10-14 |
Asset | Action | Perf % |
---|---|---|
SGH | Sell All | -24.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 9.91% | 4.49% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.42% | -0.63% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 10.44% | 3.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 9.55% | -5.36% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 10.06% | -0.32% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 9.54% | -2.31% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 8.67% | -11.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 9.96% | 2.17% | 2024-10-14 |
Asset | Action | Perf % |
---|---|---|
RCAT | Sell All | 19.05% |
AMD | Sell All | -8.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RCAT Red Cat Holdings, Inc. | Buy | 10.61% | 14.97% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.88% | 6.07% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.38% | 0.78% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 10.06% | 1.85% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.7% | -1.8% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 9.67% | -2.4% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 9.93% | 0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 9.48% | -1.16% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 9.71% | 1.26% | 2024-10-11 |
INOD Innodata Inc. | Buy | 9.58% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RCAT Red Cat Holdings, Inc. | Buy | 10.67% | 14.63% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.73% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.23% | -1.7% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.83% | -1.3% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.56% | -3.97% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 9.98% | -0.14% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 9.98% | -0.16% | 2024-10-10 |
CTM Castellum, Inc. | Buy | 9.67% | 0% | 2024-10-11 |
ASTI Ascent Solar Technologies, Inc. | Buy | 9.67% | 0% | 2024-10-11 |
Asset | Action | Perf % |
---|---|---|
PHUN | Sell All | NA |
ACMR | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PHUN Phunware, Inc. | Buy | 10.12% | 8.23% | 2024-09-27 |
RCAT Red Cat Holdings, Inc. | Buy | 10.55% | 14.63% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.43% | 1.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.32% | 0.39% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.88% | 0.37% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.85% | 0.03% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 9.21% | -6.46% | 2024-10-08 |
AVGO Broadcom Inc. | Buy | 9.88% | 0% | 2024-10-10 |
MRAM Everspin Technologies, Inc. | Buy | 9.88% | 0% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PHUN Phunware, Inc. | Buy | 10.9% | 16.16% | 2024-09-27 |
RCAT Red Cat Holdings, Inc. | Buy | 9.74% | 5.44% | 2024-10-02 |
DELL Dell Technologies Inc. | Buy | 9.21% | -1.1% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 9.4% | 0.87% | 2024-10-07 |
CLMB Climb Global Solutions, Inc. | Buy | 9.88% | 0% | 2024-10-08 |
AMD Advanced Micro Devices, Inc. | Buy | 9.99% | 1.07% | 2024-10-08 |
ACMR ACM Research, Inc. | Buy | 9.13% | -7.59% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
MPWR | Sell All | 1.33% |