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All portfolios and performance
Portfolio Ref: EQ6010LO1M
Performance in the last:
Follow this Portfolio
1D 2.4 %
1W 0.9 %
2W 5.9 %
1M 4.2 %
3M 6.8 %
6M 7.7 %
9M 4.4 %
1Y 10.6 %
Alpha
-5.8%
Beta
0.57
sharpe-R
0.66
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:03
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.31%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Real Estate sector. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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
MMI Marcus & Millichap, Inc. Buy 9.66% 3.72%
PEB Pebblebrook Hotel Trust Buy 9.35% 0.41%
OLP One Liberty Properties, Inc. Buy 9.44% 3.34%
STRS Stratus Properties Inc. Buy 10.28% 12.55%
BDN Brandywine Realty Trust Buy 9.64% -1.28%
AMH American Homes 4 Rent Buy 10.08% 3.22%
AAT American Assets Trust, Inc. Buy 9.88% 0%
SLG SL Green Realty Corp. Buy 9.88% 0%
ARL American Realty Investors, Inc. Buy 9.88% 0%
The percentage of cash held in the portfolio is: 11.88%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
MMI Marcus & Millichap, Inc. Buy 9.66% 3.72%
PEB Pebblebrook Hotel Trust Buy 9.35% 0.41%
OLP One Liberty Properties, Inc. Buy 9.44% 3.34%
STRS Stratus Properties Inc. Buy 10.28% 12.55%
BDN Brandywine Realty Trust Buy 9.64% -1.28%
AMH American Homes 4 Rent Buy 10.08% 3.22%
AAT American Assets Trust, Inc. Buy 9.88% 0%
SLG SL Green Realty Corp. Buy 9.88% 0%
ARL American Realty Investors, Inc. Buy 9.88% 0%
The percentage of cash held in the portfolio is: 11.88%
New Assets Added
  • AAT
  • SLG
  • ARL
Assets Removed
Asset Action Perf %
AXR Sell All 28.87%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 10.5% 9.39%
MMI Marcus & Millichap, Inc. Buy 10.05% 5.01%
PEB Pebblebrook Hotel Trust Buy 9.47% -1.06%
OLP One Liberty Properties, Inc. Buy 9.67% 3.05%
STRS Stratus Properties Inc. Buy 10.07% 7.27%
BDN Brandywine Realty Trust Buy 9.56% -4.76%
AMH American Homes 4 Rent Buy 10.37% 3.38%
The percentage of cash held in the portfolio is: 30.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAT Sell All -3.64%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 10.89% 14.69%
MMI Marcus & Millichap, Inc. Buy 10.07% 6.41%
PEB Pebblebrook Hotel Trust Buy 9.73% 2.84%
OLP One Liberty Properties, Inc. Buy 9.59% 3.3%
STRS Stratus Properties Inc. Buy 9.79% 5.45%
BDN Brandywine Realty Trust Buy 9.49% -4.4%
AAT American Assets Trust, Inc. Buy 9.69% -2.39%
AMH American Homes 4 Rent Buy 10.36% 4.37%
The percentage of cash held in the portfolio is: 20.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
SLG Sell All -2.18%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 11.33% 20.12%
MMI Marcus & Millichap, Inc. Buy 9.98% 6.2%
PEB Pebblebrook Hotel Trust Buy 9.72% 3.41%
SLG SL Green Realty Corp. Buy 9.1% -1.3%
OLP One Liberty Properties, Inc. Buy 9.47% 2.72%
STRS Stratus Properties Inc. Buy 9.99% 8.35%
BDN Brandywine Realty Trust Buy 9.42% -4.4%
AAT American Assets Trust, Inc. Buy 9.64% -2.14%
AMH American Homes 4 Rent Buy 10.11% 2.64%
The percentage of cash held in the portfolio is: 11.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
CSGP Sell All 0.09%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 10.01% 7.02%
MMI Marcus & Millichap, Inc. Buy 9.7% 4.08%
PEB Pebblebrook Hotel Trust Buy 9.94% 6.66%
SLG SL Green Realty Corp. Buy 9.4% 2.86%
OLP One Liberty Properties, Inc. Buy 9.57% 4.65%
CSGP CoStar Group, Inc. Buy 9.09% -0.62%
STRS Stratus Properties Inc. Buy 10.97% 19.96%
BDN Brandywine Realty Trust Buy 9.77% 0%
AAT American Assets Trust, Inc. Buy 9.77% 0%
AMH American Homes 4 Rent Buy 9.77% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BDN
  • AAT
  • AMH
Assets Removed
Asset Action Perf %
IIPR Sell All -7.06%
CXW Sell All 28.98%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 10.43% 5.4%
MMI Marcus & Millichap, Inc. Buy 10.1% 2.38%
PEB Pebblebrook Hotel Trust Buy 9.77% -0.97%
SLG SL Green Realty Corp. Buy 9.67% 0%
IIPR Innovative Industrial Properties, Inc. Buy 9.67% 0%
OLP One Liberty Properties, Inc. Buy 9.67% 0%
CXW CoreCivic, Inc. Buy 9.67% 0%
CSGP CoStar Group, Inc. Buy 9.67% 0%
STRS Stratus Properties Inc. Buy 9.67% 0%
The percentage of cash held in the portfolio is: 11.67%
New Assets Added
  • SLG
  • IIPR
  • OLP
  • CXW
  • CSGP
  • STRS
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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