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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 6.31% | 0% | 2024-09-30 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.94% | -1.7% | 2024-09-23 |
LPTV Loop Media, Inc. | Sell | -5.38% | -41.67% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
TGNA | Buy All | -6.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WBD Warner Bros. Discovery, Inc. | Sell | -3.85% | -0.73% | 2024-09-23 |
TGNA TEGNA Inc. | Sell | -4.01% | -4.39% | 2024-09-24 |
LPTV Loop Media, Inc. | Sell | -4.16% | -11.11% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
LUMN | Sell All | 26.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 8.91% | 30.73% | 2024-09-06 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.83% | -0.97% | 2024-09-23 |
TGNA TEGNA Inc. | Sell | -3.87% | -1.49% | 2024-09-24 |
LPTV Loop Media, Inc. | Sell | -3.72% | 0% | 2024-09-25 |
Asset | Action | Perf % |
---|---|---|
LBRDK | Buy All | -24.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 8.92% | 32.36% | 2024-09-06 |
LBRDK Liberty Broadband Corporation | Sell | -3.71% | 0.91% | 2024-09-04 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.71% | 0.97% | 2024-09-23 |
TGNA TEGNA Inc. | Sell | -3.76% | 0% | 2024-09-24 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -14.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 8.19% | 21.09% | 2024-09-06 |
SSP The E.W. Scripps Company | Buy | 5.6% | -8.42% | 2024-09-19 |
LBRDK Liberty Broadband Corporation | Sell | -3.68% | 2.08% | 2024-09-04 |
WBD Warner Bros. Discovery, Inc. | Sell | -3.76% | 0% | 2024-09-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 8.2% | 21.82% | 2024-09-06 |
SSP The E.W. Scripps Company | Buy | 6.05% | -0.5% | 2024-09-19 |
LBRDK Liberty Broadband Corporation | Sell | -3.69% | 1.1% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
PARA | Buy All | 0% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 7.85% | 16% | 2024-09-06 |
SSP The E.W. Scripps Company | Buy | 6.11% | 0% | 2024-09-19 |
PARA Paramount Global | Sell | -3.81% | -0.96% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.81% | -1.38% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
SSP | Buy All | -10.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 6.71% | -1.09% | 2024-09-06 |
PARA Paramount Global | Sell | -3.61% | 4.59% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.64% | 3.31% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.72% | 2.73% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ATUS | Sell All | 6.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 6.64% | 12.64% | 2024-08-22 |
LUMN Lumen Technologies, Inc. | Buy | 6.96% | 3.27% | 2024-09-06 |
PARA Paramount Global | Sell | -3.71% | 1.43% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.63% | 2.94% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.61% | 4.92% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -3.98% |
LPTV | Sell All | -47.73% |