1D | 0.0 % |
1W | 0.0 % |
2W | 0.0 % |
1M | -2.9 % |
3M | -5.5 % |
6M | 0.7 % |
9M | -6.9 % |
1Y | -3.8 % |
Alpha
-12.4%
|
Beta
0.25
|
sharpe-R
-0.22
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:30 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.84% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
PGRE | Sell All | -1.38% |
BDN | Sell All | -3.36% |
ESRT | Sell All | 3.87% |
KW | Sell All | -4.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BDN Brandywine Realty Trust | Buy | 19.89% | 0.75% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 20.99% | 6.32% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.19% | -2.79% | 2024-09-16 |
PGRE Paramount Group, Inc. | Buy | 20.05% | 1.57% | 2024-09-17 |
Asset | Action | Perf % |
---|---|---|
MPW | Sell All | -9.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.56% | -0.31% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 19.88% | 1.31% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 19.64% | 0.09% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.3% | -1.66% | 2024-09-16 |
PGRE Paramount Group, Inc. | Buy | 19.62% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.6% | 0% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 19.6% | 0% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 19.6% | 0% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.6% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
UNIT | Sell All | -0.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 19.6% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
HASI | Sell All | -2.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 19.6% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
VNO | Sell All | -2.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VNO Vornado Realty Trust | Buy | 19.85% | -0.07% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
MAC | Sell All | -4.44% |
BRT | Sell All | -4.71% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BRT BRT Apartments Corp. | Buy | 19% | -3.1% | 2024-07-26 |
VNO Vornado Realty Trust | Buy | 20.03% | 2.25% | 2024-07-29 |
MAC The Macerich Company | Buy | 19.32% | -1.36% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
PDM | Sell All | 3.22% |
SITC | Sell All | -3.5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDM Piedmont Office Realty Trust, Inc. | Buy | 20.12% | 4.18% | 2024-07-25 |
BRT BRT Apartments Corp. | Buy | 18.8% | -2.64% | 2024-07-26 |
VNO Vornado Realty Trust | Buy | 19.42% | 0.68% | 2024-07-29 |
MAC The Macerich Company | Buy | 19.88% | 3.08% | 2024-07-29 |
SITC SITE Centers Corp. | Buy | 19.77% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
DEI | Sell All | 2.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 19.73% | 2.27% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 20.12% | 4.3% | 2024-07-25 |
BRT BRT Apartments Corp. | Buy | 19.61% | 1.65% | 2024-07-26 |
VNO Vornado Realty Trust | Buy | 19.27% | 0% | 2024-07-29 |
MAC The Macerich Company | Buy | 19.27% | 0% | 2024-07-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 19.29% | -2.01% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 19.66% | -0.12% | 2024-07-25 |
BRT BRT Apartments Corp. | Buy | 19.68% | 0% | 2024-07-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 19.11% | -3.11% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 19.72% | 0% | 2024-07-25 |