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Portfolio Ref: EQ5520LO2W
Performance in the last:
1D -0.2 %
1W 0.1 %
2W 0.2 %
1M 0.2 %
3M 0.0 %
6M 1.2 %
9M 1.1 %
1Y 0.8 %
Alpha
0.5%
Beta
0.01
sharpe-R
0.56
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-12-03 08:18:29
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -1.03%
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 Utilities 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.
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
2
Difficulty Level
2

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
SPH Suburban Propane Partners, L.P. Buy 4.96% 1.34%
The percentage of cash held in the portfolio is: 95.04%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPH Suburban Propane Partners, L.P. Buy 4.96% 1.34%
The percentage of cash held in the portfolio is: 95.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
HE Sell All -2.63%
CWEN Sell All 5.48%
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Buy 4.84% -0.94%
CWEN Clearway Energy, Inc. Buy 5.23% 7%
SPH Suburban Propane Partners, L.P. Buy 4.89% 0%
The percentage of cash held in the portfolio is: 85.05%
New Assets Added
  • SPH
Assets Removed
None
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Buy 4.9% 0%
CWEN Clearway Energy, Inc. Buy 4.9% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • HE
  • CWEN
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPH Sell All -1.01%
Assets Rebalanced
None
2024-10-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPH Suburban Propane Partners, L.P. Buy 4.9% 0%
The percentage of cash held in the portfolio is: 95.1%
New Assets Added
  • SPH
Assets Removed
None
Assets Rebalanced
None
2024-09-23 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CWT Sell All -2.72%
Assets Rebalanced
None

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