1D | 0.0 % |
1W | 0.0 % |
2W | 0.0 % |
1M | -2.2 % |
3M | -4.9 % |
6M | -0.8 % |
9M | -15.0 % |
1Y | -6.1 % |
Alpha
-24.6%
|
Beta
0.53
|
sharpe-R
-0.27
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:32 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.6% |
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 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 % |
---|---|---|
BDN | Sell All | -0.56% |
ESRT | Sell All | 3.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BDN Brandywine Realty Trust | Buy | 19.39% | -3.36% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 20.84% | 3.87% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
KW | Sell All | -4.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BDN Brandywine Realty Trust | Buy | 19.87% | 0.75% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 20.97% | 6.32% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.17% | -2.79% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
UNIT | Sell All | 0.95% |
MPW | Sell All | -9.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 20.45% | 4.55% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 19.39% | 0% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 19.67% | -0.38% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
HASI | Sell All | -3.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 19.54% | -0.36% | 2024-08-26 |
UNIT Uniti Group Inc. | Buy | 19.61% | 0% | 2024-09-06 |