1D | 1.4 % |
1W | -1.1 % |
2W | -1.2 % |
1M | -8.7 % |
3M | -18.7 % |
6M | -20.2 % |
9M | -27.5 % |
1Y | -29.6 % |
Alpha
-56.2%
|
Beta
0.75
|
sharpe-R
-1.1
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:53:53 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -30.63% |
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 5.
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 | 19.13% | -3.48% | 2024-10-14 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 20.08% | 7.64% | 2024-10-15 | ||
KE Kimball Electronics, Inc. | Buy | 19.75% | 1.51% | 2024-10-17 | ||
NXST Nexstar Media Group, Inc. | Buy | 19.49% | 0.19% | 2024-10-17 | ||
NKTR Nektar Therapeutics | Buy | 19.54% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 19.13% | -3.48% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 20.08% | 7.64% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 19.75% | 1.51% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 19.49% | 0.19% | 2024-10-17 |
NKTR Nektar Therapeutics | Buy | 19.54% | 0% | 2024-10-18 |
Asset | Action | Perf % |
---|---|---|
ARCH | Sell All | -1.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARCH Arch Resources, Inc. | Buy | 19.84% | 0.43% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 19.13% | -3.15% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 20.26% | 8.99% | 2024-10-15 |
KE Kimball Electronics, Inc. | Buy | 19.39% | 0% | 2024-10-17 |
NXST Nexstar Media Group, Inc. | Buy | 19.39% | 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 | 19.9% | -0.07% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 19.52% | -1.96% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 20.09% | 0.9% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 19.75% | -0.83% | 2024-10-14 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 18.74% | 0% | 2024-10-15 |
Asset | Action | Perf % |
---|---|---|
NESR | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 20.05% | 1.67% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 19.25% | -2.4% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 19.89% | 0.86% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 19.08% | -3.26% | 2024-10-11 |
ARDX Ardelyx, Inc. | Buy | 19.73% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 19.14% | -2.91% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 19.69% | -0.14% | 2024-10-10 |
ARCH Arch Resources, Inc. | Buy | 19.72% | 0% | 2024-10-11 |
NESR National Energy Services Reunited Corp. | Buy | 19.72% | 0% | 2024-10-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 19.6% | 0% | 2024-10-10 |
AVGO Broadcom Inc. | Buy | 19.6% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 2.67% |
IRWD | Sell All | -1.17% |
TWLO | Sell All | 4.17% |