1D | 2.7 % |
1W | 2.2 % |
2W | -2.8 % |
1M | -7.5 % |
3M | -11.6 % |
6M | 12.2 % |
9M | 14.2 % |
1Y | 17.8 % |
Alpha
-2.5%
|
Beta
0.51
|
sharpe-R
0.9
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
3.3
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-29 07:57:35 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.06% |
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 5.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
RIOT | Sell All | 20.82% |
EGHT | Sell All | -3.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RIOT Riot Blockchain, Inc. | Buy | 23.17% | 12.81% | 2024-10-15 |
EGHT 8x8, Inc. | Buy | 19.27% | -6.16% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
DELL | Sell All | 5.02% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 20.78% | 5.24% | 2024-10-07 |
RIOT Riot Blockchain, Inc. | Buy | 21.49% | 3.89% | 2024-10-15 |
EGHT 8x8, Inc. | Buy | 20.49% | -0.95% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
SGH | Sell All | -24.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 19.9% | 4.49% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 18.93% | -0.63% | 2024-10-07 |
RIOT Riot Blockchain, Inc. | Buy | 20.03% | 0.34% | 2024-10-15 |
EGHT 8x8, Inc. | Buy | 19.67% | -1.42% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
AMD | Sell All | -8.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 19.9% | 6.59% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 18.89% | 1.21% | 2024-10-07 |
AMD Advanced Micro Devices, Inc. | Buy | 20.09% | -3.33% | 2024-10-08 |
RIOT Riot Blockchain, Inc. | Buy | 19.56% | 0% | 2024-10-15 |
EGHT 8x8, Inc. | Buy | 19.56% | 0% | 2024-10-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DELL Dell Technologies Inc. | Buy | 19.59% | 3.64% | 2024-10-07 |
SGH SMART Global Holdings, Inc. | Buy | 18.58% | -1.7% | 2024-10-07 |
AMD Advanced Micro Devices, Inc. | Buy | 20.21% | -3.97% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
ACMR | Sell All | -11.97% |