1D | 0.9 % |
1W | 0.7 % |
2W | 1.6 % |
1M | -2.1 % |
3M | -3.6 % |
6M | 4.3 % |
9M | 4.0 % |
1Y | 6.0 % |
Alpha
6.4%
|
Beta
0.03
|
sharpe-R
0.76
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:12 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.06% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 25.
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 |
---|---|---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 7.66% | 22.55% | 2024-09-30 | ||
TWLO Twilio Inc. | Buy | 6.96% | 5.75% | 2024-10-03 | ||
NXST Nexstar Media Group, Inc. | Buy | 6.31% | 0.19% | 2024-10-17 | ||
SCHL Scholastic Corporation | Sell | -3.51% | 4.81% | 2024-10-03 | ||
MGNI Magnite, Inc. | Sell | -3.79% | -2.77% | 2024-10-03 | ||
ATUS Altice USA, Inc. | Sell | -3.84% | -1.27% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 7.58% | 21.28% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 6.98% | 6.19% | 2024-10-03 |
NXST Nexstar Media Group, Inc. | Buy | 6.3% | 0% | 2024-10-17 |
SCHL Scholastic Corporation | Sell | -3.55% | 3.66% | 2024-10-03 |
MGNI Magnite, Inc. | Sell | -3.72% | -0.92% | 2024-10-03 |
ATUS Altice USA, Inc. | Sell | -3.79% | 0% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 6.87% | 8.94% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 7.01% | 5.66% | 2024-10-03 |
SCHL Scholastic Corporation | Sell | -3.58% | 3.88% | 2024-10-03 |
MGNI Magnite, Inc. | Sell | -3.85% | -3.44% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
TDS | Buy All | -7.99% |
GOGO | Buy All | -11.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 7.32% | 17.45% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 6.95% | 5.86% | 2024-10-03 |
GOGO Gogo Inc. | Sell | -3.76% | -2.18% | 2024-10-03 |
SCHL Scholastic Corporation | Sell | -3.58% | 2.8% | 2024-10-03 |
MGNI Magnite, Inc. | Sell | -3.78% | -2.77% | 2024-10-03 |
TDS Telephone and Data Systems, Inc. | Sell | -3.89% | -0.96% | 2024-10-08 |
Asset | Action | Perf % |
---|---|---|
WBD | Buy All | 8.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 6.55% | 4.26% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 6.83% | 3.31% | 2024-10-03 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.61% | 6.31% | 2024-09-23 |
GOGO Gogo Inc. | Sell | -3.67% | 1.09% | 2024-10-03 |
SCHL Scholastic Corporation | Sell | -3.46% | 6.57% | 2024-10-03 |
MGNI Magnite, Inc. | Sell | -3.75% | -1.26% | 2024-10-03 |
TDS Telephone and Data Systems, Inc. | Sell | -3.88% | 0% | 2024-10-08 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 6.08% | -4.26% | 2024-09-30 |
TWLO Twilio Inc. | Buy | 6.68% | 0% | 2024-10-03 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.77% | 3.28% | 2024-09-23 |
GOGO Gogo Inc. | Sell | -3.75% | 0% | 2024-10-03 |
SCHL Scholastic Corporation | Sell | -3.75% | 0% | 2024-10-03 |
MGNI Magnite, Inc. | Sell | -3.75% | 0% | 2024-10-03 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 5.96% | -6.38% | 2024-09-30 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.87% | 0.97% | 2024-09-23 |
Asset | Action | Perf % |
---|---|---|
LPTV | Buy All | -55.56% |