1D | 0.0 % |
1W | 0.0 % |
2W | 0.0 % |
1M | -0.5 % |
3M | 0.5 % |
6M | 4.9 % |
9M | 3.5 % |
1Y | 4.2 % |
Alpha
2.0%
|
Beta
0.06
|
sharpe-R
0.65
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:16 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -4.34% |
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 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
CWT | Sell All | -2.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CWT California Water Service Group | Buy | 19.6% | 0% | 2024-09-17 |
Asset | Action | Perf % |
---|---|---|
ES | Sell All | 6.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ES Eversource Energy | Buy | 19.75% | 5.4% | 2024-07-15 |
Asset | Action | Perf % |
---|---|---|
NEP | Sell All | -7.39% |
UGI | Sell All | 6.2% |
SR | Sell All | 8.96% |
AVA | Sell All | 10.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UGI UGI Corporation | Buy | 19.81% | 5.07% | 2024-07-12 |
SR Spire Inc. | Buy | 20.21% | 7.21% | 2024-07-12 |
AVA Avista Corporation | Buy | 19.92% | 5.69% | 2024-07-12 |
ES Eversource Energy | Buy | 19.29% | 2.35% | 2024-07-15 |
NEP NextEra Energy Partners, LP | Buy | 18.78% | 0% | 2024-07-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UGI UGI Corporation | Buy | 19.77% | 1.56% | 2024-07-12 |
SR Spire Inc. | Buy | 19.64% | 0.89% | 2024-07-12 |
AVA Avista Corporation | Buy | 19.66% | 1.01% | 2024-07-12 |
ES Eversource Energy | Buy | 19.46% | 0% | 2024-07-15 |