1D | 0.5 % |
1W | 1.4 % |
2W | 1.3 % |
1M | -3.6 % |
3M | -18.4 % |
6M | -14.0 % |
9M | -12.3 % |
1Y | -15.4 % |
Alpha
-41.5%
|
Beta
0.79
|
sharpe-R
-0.57
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:56 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -24.18% |
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. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 9.61% | -3.48% | 2024-10-14 | ||
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.38% | 4.23% | 2024-10-14 | ||
EGHT 8x8, Inc. | Buy | 10.01% | 0.51% | 2024-10-14 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 10.44% | 7.64% | 2024-10-15 | ||
VCEL Vericel Corporation | Buy | 9.37% | -3.37% | 2024-10-15 | ||
BKD Brookdale Senior Living Inc. | Buy | 10.6% | 9.26% | 2024-10-15 | ||
KE Kimball Electronics, Inc. | Buy | 9.46% | 1.51% | 2024-10-17 | ||
NXST Nexstar Media Group, Inc. | Buy | 9.33% | 0.19% | 2024-10-17 | ||
NKTR Nektar Therapeutics | Buy | 9.39% | 0% | 2024-10-18 | ||
OPI Office Properties Income Trust | Buy | 9.39% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 9.61% | -3.48% | 2024-10-14 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.38% | 4.23% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 10.01% | 0.51% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 10.44% | 7.64% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 9.37% | -3.37% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 10.6% | 9.26% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 9.46% | 1.51% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 9.33% | 0.19% | 2024-10-17 |
NKTR Nektar Therapeutics | Buy | 9.39% | 0% | 2024-10-18 |
OPI Office Properties Income Trust | Buy | 9.39% | 0% | 2024-10-18 |
Asset | Action | Perf % |
---|---|---|
RDNT | Sell All | -3.2% |
ARCH | Sell All | -1.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARCH Arch Resources, Inc. | Buy | 9.4% | 0.43% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 9.51% | -3.15% | 2024-10-14 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.37% | 5.63% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 10.47% | 6.63% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 10.42% | 8.99% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 9.53% | -0.34% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 9.38% | -1.95% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 10.56% | 10.41% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 9.18% | 0% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 9.18% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
CIX | Sell All | 1.34% |
AVGO | Sell All | -4.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 9.51% | -0.07% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.33% | -1.96% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 9.6% | 0.9% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 9.89% | -0.83% | 2024-10-14 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.05% | 0.7% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 10.74% | 7.65% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 9.72% | 0% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 9.72% | 0% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 9.72% | 0% | 2024-10-15 |
BKD Brookdale Senior Living Inc. | Buy | 9.72% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 9.71% | 1.67% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.32% | -2.4% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 9.63% | 0.86% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 9.24% | -3.26% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 10.01% | 0% | 2024-10-14 |
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 10.01% | 0% | 2024-10-14 |
EGHT 8x8, Inc. | Buy | 10.01% | 0% | 2024-10-14 |
Asset | Action | Perf % |
---|---|---|
SJT | Sell All | 7.47% |
PLL | Sell All | 21.56% |
TNET | Sell All | -0.71% |
SHAK | Sell All | -2.01% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SJT San Juan Basin Royalty Trust | Buy | 9.86% | 1.8% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 11.5% | 18.79% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.53% | -1.57% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 9.67% | -0.11% | 2024-10-07 |
CIX CompX International Inc. | Buy | 9.34% | -2.91% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.61% | -0.14% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 9.62% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 9.62% | 0% | 2024-10-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SJT San Juan Basin Royalty Trust | Buy | 9.5% | -2.06% | 2024-10-07 |
PLL Piedmont Lithium Inc. | Buy | 11.52% | 18.79% | 2024-10-07 |
TNET TriNet Group, Inc. | Buy | 9.64% | -0.63% | 2024-10-07 |
SHAK Shake Shack Inc. | Buy | 9.52% | -1.81% | 2024-10-07 |
CIX CompX International Inc. | Buy | 9.64% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 9.64% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 2.67% |
IRWD | Sell All | -1.17% |
TWLO | Sell All | 4.17% |