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
|
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.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | Buy | 4.96% | 1.34% | 2024-11-28 |
Asset | Action | Perf % |
---|---|---|
HE | Sell All | -2.63% |
CWEN | Sell All | 5.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HE Hawaiian Electric Industries, Inc. | Buy | 4.84% | -0.94% | 2024-11-19 |
CWEN Clearway Energy, Inc. | Buy | 5.23% | 7% | 2024-11-19 |
SPH Suburban Propane Partners, L.P. | Buy | 4.89% | 0% | 2024-11-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HE Hawaiian Electric Industries, Inc. | Buy | 4.9% | 0% | 2024-11-19 |
CWEN Clearway Energy, Inc. | Buy | 4.9% | 0% | 2024-11-19 |
Asset | Action | Perf % |
---|---|---|
SPH | Sell All | -1.01% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | Buy | 4.9% | 0% | 2024-10-25 |
Asset | Action | Perf % |
---|---|---|
CWT | Sell All | -2.72% |