1D | 1.2 % |
1W | 1.3 % |
2W | 2.1 % |
1M | 1.8 % |
3M | -0.9 % |
6M | 4.0 % |
9M | -0.8 % |
1Y | 10.7 % |
Alpha
3.4%
|
Beta
0.21
|
sharpe-R
1.22
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:04 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -5.52% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 Communication Services sector. The maximum number of assets that can be allocated in this strategy is 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.68% | -2.85% | 2024-09-26 | ||
SSP The E.W. Scripps Company | Buy | 5.9% | 22.55% | 2024-09-30 | ||
IPG The Interpublic Group of Companies, Inc. | Buy | 4.88% | 1.39% | 2024-09-30 | ||
TWLO Twilio Inc. | Buy | 5.09% | 5.75% | 2024-10-03 | ||
EVC Entravision Communications Corporation | Buy | 5.3% | 10.1% | 2024-10-07 | ||
NXST Nexstar Media Group, Inc. | Buy | 4.82% | 0.19% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.63% | -4.07% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 5.86% | 21.28% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 4.88% | 0.98% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 5.13% | 6.19% | 2024-10-03 |
EVC Entravision Communications Corporation | Buy | 5.06% | 4.81% | 2024-10-07 |
NXST Nexstar Media Group, Inc. | Buy | 4.83% | 0% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.78% | -2.03% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 5.36% | 9.79% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 4.76% | -2.62% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 4.96% | 1.64% | 2024-10-03 |
EVC Entravision Communications Corporation | Buy | 4.88% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.93% | 0.41% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 4.7% | -4.26% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 4.83% | -1.74% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 4.91% | 0% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.98% | 1.63% | 2024-09-26 |
SSP The E.W. Scripps Company | Buy | 4.9% | 0% | 2024-09-30 |
IPG The Interpublic Group of Companies, Inc. | Buy | 4.9% | 0% | 2024-09-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 4.9% | 0% | 2024-09-26 |
Asset | Action | Perf % |
---|---|---|
FUBO | Sell All | -6.11% |