1D | 0.0 % |
1W | 0.0 % |
2W | -2.3 % |
1M | -6.5 % |
3M | 10.1 % |
6M | 15.9 % |
9M | 19.2 % |
1Y | 22.2 % |
Alpha
10.5%
|
Beta
0.43
|
sharpe-R
1.24
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:58 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -12.19% |
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 % |
---|---|---|
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WDC Western Digital Corporation | Buy | 19.4% | -3.86% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
SCSC | Sell All | -6.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCSC ScanSource, Inc. | Buy | 18.64% | -1.85% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 19.86% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
CMTL | Sell All | NA |
RUN | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 18.92% | -7.6% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.73% | 1.28% | 2024-08-20 |
SCSC ScanSource, Inc. | Buy | 18.64% | -1.85% | 2024-08-29 |
WDC Western Digital Corporation | Buy | 19.86% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
COMM | Sell All | -12.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMTL Comtech Telecommunications Corp. | Buy | 18.25% | -9.65% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.07% | -0.64% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 19.44% | -3.87% | 2024-08-21 |
SCSC ScanSource, Inc. | Buy | 18.88% | 0.77% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
VIAV | Sell All | 5.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 21.1% | 4.81% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 18.43% | -8.48% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.47% | 1.68% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 19.33% | -4.1% | 2024-08-21 |
SCSC ScanSource, Inc. | Buy | 18.68% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 21.02% | 5.31% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 18.27% | -8.48% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.51% | 2.76% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 19.71% | -1.37% | 2024-08-21 |
Asset | Action | Perf % |
---|---|---|
SSTI | Sell All | -7.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 20.02% | 3.46% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 18.85% | -2.63% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 20.54% | 6.12% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 19.29% | -0.46% | 2024-08-21 |
SSTI ShotSpotter, Inc. | Buy | 19.3% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.74% | -1.85% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 19.05% | -5.26% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 18.95% | -5.77% | 2024-08-20 |
COMM CommScope Holding Company, Inc. | Buy | 20.13% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.31% | -1.85% | 2024-08-16 |
CMTL Comtech Telecommunications Corp. | Buy | 19.67% | 0% | 2024-08-20 |
RUN Sunrun Inc. | Buy | 19.67% | 0% | 2024-08-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VIAV Viavi Solutions Inc. | Buy | 19.6% | 0% | 2024-08-16 |
Asset | Action | Perf % |
---|---|---|
DXC | Sell All | 2.29% |
PAR | Sell All | 8.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DXC DXC Technology Company | Buy | 18.18% | 0.82% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 19.26% | 6.77% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
SOL | Sell All | -1.7% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SOL ReneSola Ltd | Buy | 15.29% | -3.41% | 2024-07-12 |
DXC DXC Technology Company | Buy | 17.96% | -0.71% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 19.58% | 8.26% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
BELFB | Sell All | -4.5% |
QTWO | Sell All | -5.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SOL ReneSola Ltd | Buy | 15.32% | 0.57% | 2024-07-12 |
DXC DXC Technology Company | Buy | 17.54% | 0.76% | 2024-07-15 |
PAR PAR Technology Corporation | Buy | 19.56% | 12.37% | 2024-07-15 |
QTWO Q2 Holdings, Inc. | Buy | 22.79% | 0% | 2024-07-24 |
BELFB Bel Fuse Inc. | Buy | 22.79% | 0% | 2024-07-24 |