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All portfolios and performance
Portfolio Ref: EQ1010LO1M
Performance in the last:
Follow this Portfolio
1D -0.8 %
1W -4.1 %
2W -4.9 %
1M -4.0 %
3M -5.1 %
6M -8.5 %
9M -8.2 %
1Y -13.4 %
Alpha
-17.3%
Beta
0.22
sharpe-R
-0.79
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:48:27
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -15.12%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Energy sector. 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..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
2

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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 Asset Class Action Weight PnL
CVI CVR Energy, Inc. Equity Buy 9.67% -0.16%
DINO HF Sinclair Corporation Equity Buy 9.58% -2.36%
METC Ramaco Resources, Inc. Equity Buy 9.77% -2.58%
The percentage of cash held in the portfolio is: 70.98%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 9.67% -0.16%
DINO HF Sinclair Corporation Buy 9.58% -2.36%
METC Ramaco Resources, Inc. Buy 9.77% -2.58%
The percentage of cash held in the portfolio is: 70.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLNE Sell All -1.59%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 9.61% 0%
DINO HF Sinclair Corporation Buy 9.63% -0.96%
METC Ramaco Resources, Inc. Buy 9.71% -2.37%
CLNE Clean Energy Fuels Corp. Buy 10.46% 5.08%
The percentage of cash held in the portfolio is: 60.59%
New Assets Added
None
Assets Removed
Asset Action Perf %
RES Sell All 0%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
RES RPC, Inc. Buy 9.98% 0.65%
CVI CVR Energy, Inc. Buy 9.63% 0.63%
DINO HF Sinclair Corporation Buy 9.65% -0.41%
METC Ramaco Resources, Inc. Buy 9.85% -0.62%
CLNE Clean Energy Fuels Corp. Buy 10.45% 5.4%
The percentage of cash held in the portfolio is: 50.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
PBT Sell All 0.36%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 9.93% 0%
RES RPC, Inc. Buy 10.43% 5.06%
CVI CVR Energy, Inc. Buy 9.83% 2.59%
DINO HF Sinclair Corporation Buy 9.66% -0.38%
METC Ramaco Resources, Inc. Buy 9.68% -2.37%
CLNE Clean Energy Fuels Corp. Buy 9.95% 0.32%
The percentage of cash held in the portfolio is: 40.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 9.92% 1.26%
RES RPC, Inc. Buy 10.5% 7.18%
CVI CVR Energy, Inc. Buy 10.08% 6.7%
HAL Halliburton Company Buy 9.25% -3.37%
DINO HF Sinclair Corporation Buy 9.68% 1.13%
METC Ramaco Resources, Inc. Buy 9.77% -0.1%
CLNE Clean Energy Fuels Corp. Buy 9.85% 0.63%
The percentage of cash held in the portfolio is: 30.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBT Permian Basin Royalty Trust Buy 10.15% 5.42%
RES RPC, Inc. Buy 10.63% 10.44%
CVI CVR Energy, Inc. Buy 10.14% 9.18%
HAL Halliburton Company Buy 9.27% -1.42%
DINO HF Sinclair Corporation Buy 9.24% -1.67%
NESR National Energy Services Reunited Corp. Buy 9.66% 2.81%
METC Ramaco Resources, Inc. Buy 10.05% 4.54%
CLNE Clean Energy Fuels Corp. Buy 9.62% 0%
The percentage of cash held in the portfolio is: 21.24%
New Assets Added
  • CLNE
Assets Removed
None
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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