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Portfolio Ref: EQ6015LS2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 0.1 %
2W 0.1 %
1M -1.8 %
3M 0.2 %
6M 2.4 %
9M 8.2 %
1Y 0.8 %
Alpha
-1.0%
Beta
0.12
sharpe-R
0.15
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:02:31
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.49%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 Real Estate sector. The maximum number of assets that can be allocated in this strategy is 15.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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
WSR Whitestone REIT Buy 9.82% 0.22%
STRS Stratus Properties Inc. Buy 9.66% -1.39%
AMH American Homes 4 Rent Buy 9.77% -0.25%
OPI Office Properties Income Trust Sell -5.8% 3.19%
The percentage of cash held in the portfolio is: 76.55%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
WSR Whitestone REIT Buy 9.76% -0.52%
STRS Stratus Properties Inc. Buy 9.72% -0.94%
AMH American Homes 4 Rent Buy 9.82% 0.06%
OPI Office Properties Income Trust Sell -6% 0%
The percentage of cash held in the portfolio is: 76.7%
New Assets Added
  • OPI
Assets Removed
None
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
WSR Whitestone REIT Buy 9.8% -0.07%
STRS Stratus Properties Inc. Buy 9.75% -0.55%
AMH American Homes 4 Rent Buy 9.81% 0%
The percentage of cash held in the portfolio is: 70.64%
New Assets Added
  • AMH
Assets Removed
None
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
WSR Whitestone REIT Buy 9.8% 0%
STRS Stratus Properties Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • WSR
  • STRS
Assets Removed
None
Assets Rebalanced
None
2025-01-31 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 %
RPT Buy All -9.61%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
RPT RPT Realty Sell -6.07% -1.07%
The percentage of cash held in the portfolio is: 106.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
PEB Sell All 3.74%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
PEB Pebblebrook Hotel Trust Buy 10.3% 4.87%
RPT RPT Realty Sell -6% 0%
The percentage of cash held in the portfolio is: 95.7%
New Assets Added
  • RPT
Assets Removed
Asset Action Perf %
UNIT Sell All 4.2%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
PEB Pebblebrook Hotel Trust Buy 10.17% 3.89%
UNIT Uniti Group Inc. Buy 10.59% 8.21%
The percentage of cash held in the portfolio is: 79.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
FOR Sell All -10.97%
Assets Rebalanced
None
2025-01-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
PEB Pebblebrook Hotel Trust Buy 9.96% 2.54%
UNIT Uniti Group Inc. Buy 10.37% 6.75%
FOR Forestar Group Inc. Buy 9.71% 0%
The percentage of cash held in the portfolio is: 69.96%
New Assets Added
  • FOR
Assets Removed
None
Assets Rebalanced
None
2025-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
PEB Pebblebrook Hotel Trust Buy 9.8% 0%
UNIT Uniti Group Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • PEB
  • UNIT
Assets Removed
None
Assets Rebalanced
None
2024-12-19 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 %
PGRE Sell All -6.61%
Assets Rebalanced
None
2024-12-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PGRE Paramount Group, Inc. Buy 10.99% -0.8%
The percentage of cash held in the portfolio is: 89.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
SLG Buy All -0.39%
DRH Sell All -0.41%
Assets Rebalanced
None
2024-12-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRH DiamondRock Hospitality Company Buy 10.24% -0.1%
PGRE Paramount Group, Inc. Buy 10.96% -1.2%
SLG SL Green Realty Corp. Sell -6.17% -2.06%
The percentage of cash held in the portfolio is: 84.97%
New Assets Added
None
Assets Removed
Asset Action Perf %
DOC Buy All 4.34%
Assets Rebalanced
None
2024-12-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
DRH DiamondRock Hospitality Company Buy 10.17% -1.13%
PGRE Paramount Group, Inc. Buy 11.13% 0%
DOC Physicians Realty Trust Sell -6.09% -0.23%
SLG SL Green Realty Corp. Sell -6.28% -3.55%
The percentage of cash held in the portfolio is: 91.07%
New Assets Added
  • PGRE
Assets Removed
Asset Action Perf %
HPP Sell All -1.95%
Assets Rebalanced
None
2024-12-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
HPP Hudson Pacific Properties, Inc. Buy 10.42% -0.84%
DRH DiamondRock Hospitality Company Buy 10.09% -1.64%
DOC Physicians Realty Trust Sell -5.98% 1.25%
SLG SL Green Realty Corp. Sell -6.16% -1.82%
The percentage of cash held in the portfolio is: 91.63%
New Assets Added
None
Assets Removed
Asset Action Perf %
PCH Sell All 2.74%
Assets Rebalanced
None
2024-12-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
PCH PotlatchDeltic Corporation Buy 11.69% 1.53%
HPP Hudson Pacific Properties, Inc. Buy 10.43% -0.84%
DRH DiamondRock Hospitality Company Buy 10.09% -1.75%
DOC Physicians Realty Trust Sell -6.01% 0.74%
SLG SL Green Realty Corp. Sell -6.04% 0.22%
The percentage of cash held in the portfolio is: 79.86%
New Assets Added
None
Assets Removed
Asset Action Perf %
HOUS Sell All 6.88%
ARL Sell All 13.37%
Assets Rebalanced
None
2024-12-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.47% 12.84%
ARL American Realty Investors, Inc. Buy 13% 8.91%
PCH PotlatchDeltic Corporation Buy 11.67% 2.18%
HPP Hudson Pacific Properties, Inc. Buy 10.75% 3.06%
DRH DiamondRock Hospitality Company Buy 10.18% 0%
DOC Physicians Realty Trust Sell -5.97% 0.65%
SLG SL Green Realty Corp. Sell -6.01% 0%
The percentage of cash held in the portfolio is: 52.91%
New Assets Added
  • SLG
  • DRH
Assets Removed
None
Assets Rebalanced
None
2024-12-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.45% 12.84%
ARL American Realty Investors, Inc. Buy 12.89% 8.13%
PCH PotlatchDeltic Corporation Buy 11.68% 2.48%
HPP Hudson Pacific Properties, Inc. Buy 10.99% 5.57%
DOC Physicians Realty Trust Sell -6% 0%
The percentage of cash held in the portfolio is: 56.99%
New Assets Added
  • DOC
Assets Removed
None
Assets Rebalanced
None
2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.38% 12.39%
ARL American Realty Investors, Inc. Buy 12.68% 6.49%
PCH PotlatchDeltic Corporation Buy 11.85% 4.06%
HPP Hudson Pacific Properties, Inc. Buy 11.15% 7.24%
The percentage of cash held in the portfolio is: 50.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
FOR Sell All -2.99%
Assets Rebalanced
None
2024-11-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.39% 12.61%
ARL American Realty Investors, Inc. Buy 12.72% 6.95%
PCH PotlatchDeltic Corporation Buy 11.83% 4.08%
HPP Hudson Pacific Properties, Inc. Buy 11.14% 7.24%
FOR Forestar Group Inc. Buy 10.14% -2.37%
The percentage of cash held in the portfolio is: 40.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
MPW Buy All NA
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.39% 12.61%
ARL American Realty Investors, Inc. Buy 12.72% 6.95%
PCH PotlatchDeltic Corporation Buy 11.83% 4.08%
HPP Hudson Pacific Properties, Inc. Buy 11.14% 7.24%
FOR Forestar Group Inc. Buy 10.14% -2.37%
MPW Medical Properties Trust, Inc. Sell -6.26% -1.17%
The percentage of cash held in the portfolio is: 47.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
KW Buy All -6.14%
Assets Rebalanced
None
2024-11-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 13.78% 15.83%
ARL American Realty Investors, Inc. Buy 12.8% 7.54%
PCH PotlatchDeltic Corporation Buy 11.81% 3.78%
HPP Hudson Pacific Properties, Inc. Buy 10.39% 0%
FOR Forestar Group Inc. Buy 10.39% 0%
KW Kennedy-Wilson Holdings, Inc. Sell -6.65% -2.66%
MPW Medical Properties Trust, Inc. Sell -6.48% -4.67%
The percentage of cash held in the portfolio is: 53.96%
New Assets Added
  • HPP
  • FOR
Assets Removed
Asset Action Perf %
MAC Buy All -6.17%
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
HOUS Anywhere Real Estate Inc. Buy 12.73% 5.28%
ARL American Realty Investors, Inc. Buy 12.56% 3.87%
PCH PotlatchDeltic Corporation Buy 11.56% 0%
MAC The Macerich Company Sell -6.78% -3.03%
KW Kennedy-Wilson Holdings, Inc. Sell -6.65% -1.01%
MPW Medical Properties Trust, Inc. Sell -6.33% -0.7%
The percentage of cash held in the portfolio is: 82.92%
New Assets Added
  • PCH
Assets Removed
Asset Action Perf %
RDFN Buy All 5.27%
NXRT Sell All 0.82%
AHT Sell All 3.12%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXRT NexPoint Residential Trust, Inc. Buy 12.67% 0.17%
AHT Ashford Hospitality Trust, Inc. Buy 13.56% 7.24%
HOUS Anywhere Real Estate Inc. Buy 12.07% 0%
ARL American Realty Investors, Inc. Buy 12.07% 0%
RDFN Redfin Corporation Sell -5.23% 15.62%
MAC The Macerich Company Sell -6.72% -2.19%
KW Kennedy-Wilson Holdings, Inc. Sell -6.6% -0.46%
MPW Medical Properties Trust, Inc. Sell -6.22% 0.93%
The percentage of cash held in the portfolio is: 74.41%
New Assets Added
  • HOUS
  • ARL
Assets Removed
None
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXRT NexPoint Residential Trust, Inc. Buy 12.63% -0.72%
AHT Ashford Hospitality Trust, Inc. Buy 13.01% 2.23%
RDFN Redfin Corporation Sell -5.14% 17.58%
MAC The Macerich Company Sell -6.73% -1.72%
KW Kennedy-Wilson Holdings, Inc. Sell -6.65% -0.55%
MPW Medical Properties Trust, Inc. Sell -6.29% 0.47%
The percentage of cash held in the portfolio is: 99.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
HASI Buy All 13%
AMH Sell All 3.22%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
AMH American Homes 4 Rent Buy 11.13% 3.33%
NXRT NexPoint Residential Trust, Inc. Buy 12.86% 0.04%
AHT Ashford Hospitality Trust, Inc. Buy 12.25% -4.68%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5% 13.93%
RDFN Redfin Corporation Sell -5.29% 16.03%
MAC The Macerich Company Sell -6.84% -2.3%
KW Kennedy-Wilson Holdings, Inc. Sell -6.77% -1.28%
MPW Medical Properties Trust, Inc. Sell -6.46% -1.17%
The percentage of cash held in the portfolio is: 94.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
SLG Sell All -0.5%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.71% -3.01%
AMH American Homes 4 Rent Buy 11.01% 3.38%
NXRT NexPoint Residential Trust, Inc. Buy 12.55% -1.24%
AHT Ashford Hospitality Trust, Inc. Buy 13.42% 5.57%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.85% 15.57%
RDFN Redfin Corporation Sell -5.39% 13.44%
MAC The Macerich Company Sell -6.65% -0.68%
KW Kennedy-Wilson Holdings, Inc. Sell -6.55% 0.92%
MPW Medical Properties Trust, Inc. Sell -6.35% -0.7%
The percentage of cash held in the portfolio is: 83.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
DRH Sell All -4.73%
AAT Sell All -3.64%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.76% -2.49%
DRH DiamondRock Hospitality Company Buy 10.35% -2.8%
AAT American Assets Trust, Inc. Buy 10.35% -2.78%
AMH American Homes 4 Rent Buy 10.98% 3.13%
NXRT NexPoint Residential Trust, Inc. Buy 12.43% -2.19%
AHT Ashford Hospitality Trust, Inc. Buy 13.46% 5.9%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.9% 14.58%
RDFN Redfin Corporation Sell -5.61% 9.93%
MAC The Macerich Company Sell -6.64% -0.47%
KW Kennedy-Wilson Holdings, Inc. Sell -6.55% 0.92%
MPW Medical Properties Trust, Inc. Sell -6.31% 0%
The percentage of cash held in the portfolio is: 62.67%
New Assets Added
  • MPW
Assets Removed
None
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.68% -2.18%
DRH DiamondRock Hospitality Company Buy 10.47% -0.54%
AAT American Assets Trust, Inc. Buy 10.28% -2.39%
AMH American Homes 4 Rent Buy 10.99% 4.37%
NXRT NexPoint Residential Trust, Inc. Buy 12.54% -0.2%
AHT Ashford Hospitality Trust, Inc. Buy 13.79% 9.8%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.81% 15.17%
RDFN Redfin Corporation Sell -5.59% 9.1%
MAC The Macerich Company Sell -6.53% 0%
KW Kennedy-Wilson Holdings, Inc. Sell -6.53% 0%
The percentage of cash held in the portfolio is: 55.72%
New Assets Added
  • MAC
  • KW
Assets Removed
Asset Action Perf %
KRC Buy All 2.06%
DOC Sell All -4.03%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.7% -1.3%
DRH DiamondRock Hospitality Company Buy 10.29% -1.51%
AAT American Assets Trust, Inc. Buy 10.22% -2.14%
AMH American Homes 4 Rent Buy 10.72% 2.64%
DOC Physicians Realty Trust Buy 10.08% -3.41%
NXRT NexPoint Residential Trust, Inc. Buy 12.4% -0.5%
AHT Ashford Hospitality Trust, Inc. Buy 14.85% 19.15%
KRC Kilroy Realty Corporation Sell -5.75% 2.35%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.7% 16.56%
RDFN Redfin Corporation Sell -5.9% 3.31%
The percentage of cash held in the portfolio is: 38.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
STRS Sell All -9.67%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.3% 3.95%
DRH DiamondRock Hospitality Company Buy 10.49% -0.54%
AAT American Assets Trust, Inc. Buy 10.54% 0%
AMH American Homes 4 Rent Buy 10.84% 2.86%
STRS Stratus Properties Inc. Buy 10.58% 0.32%
DOC Physicians Realty Trust Buy 10.43% -0.93%
NXRT NexPoint Residential Trust, Inc. Buy 12.7% 0.93%
AHT Ashford Hospitality Trust, Inc. Buy 12.65% 0.56%
KRC Kilroy Realty Corporation Sell -6.03% -1.37%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.14% 9.49%
RDFN Redfin Corporation Sell -6.28% -1.86%
The percentage of cash held in the portfolio is: 28.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
CXW Sell All 36.18%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.4% 3.51%
CXW CoreCivic, Inc. Buy 13.7% 28.1%
DRH DiamondRock Hospitality Company Buy 10.65% -0.43%
AAT American Assets Trust, Inc. Buy 10.66% -0.29%
AMH American Homes 4 Rent Buy 10.87% 1.62%
STRS Stratus Properties Inc. Buy 10.19% -4.73%
DOC Physicians Realty Trust Buy 10.77% 0.89%
NXRT NexPoint Residential Trust, Inc. Buy 12.76% 0%
AHT Ashford Hospitality Trust, Inc. Buy 12.76% 0%
KRC Kilroy Realty Corporation Sell -6.14% -1.89%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.11% 11.29%
RDFN Redfin Corporation Sell -6.25% 0%
The percentage of cash held in the portfolio is: 14.76%
New Assets Added
  • RDFN
  • NXRT
  • AHT
Assets Removed
None
Assets Rebalanced
None

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Market Overview

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