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Portfolio Ref: EQ1010LO1M
Performance in the last:
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1D 0.6 %
1W -1.8 %
2W -0.8 %
1M -1.5 %
3M -4.3 %
6M -4.0 %
9M -7.7 %
1Y -10.3 %
Alpha
-16.8%
Beta
0.22
sharpe-R
-0.71
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:28:15
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -12.18%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 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
CRK Comstock Resources, Inc. Equity Buy 11.28% 14.68%
KOS Kosmos Energy Ltd. Equity Buy 9.95% 0.26%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 9.55% -0.53%
VTNR Vertex Energy, Inc. Equity Buy 9.63% 0.27%
The percentage of cash held in the portfolio is: 59.59%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.64% 7.34%
KOS Kosmos Energy Ltd. Buy 10.05% 0.51%
CLMT Calumet Specialty Products Partners, L.P. Buy 9.61% -0.62%
VTNR Vertex Energy, Inc. Buy 9.67% 0%
The percentage of cash held in the portfolio is: 60.03%
New Assets Added
  • VTNR
Assets Removed
None
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.51% 6.19%
KOS Kosmos Energy Ltd. Buy 10.37% 3.86%
CLMT Calumet Specialty Products Partners, L.P. Buy 9.49% -1.67%
The percentage of cash held in the portfolio is: 69.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.17% 2.22%
HNRG Hallador Energy Company Buy 9.83% -2.13%
KOS Kosmos Energy Ltd. Buy 10.04% 0%
CLMT Calumet Specialty Products Partners, L.P. Buy 9.71% 0%
The percentage of cash held in the portfolio is: 60.25%
New Assets Added
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.3% 5.35%
LEU Centrus Energy Corp. Buy 8.77% -11.07%
HNRG Hallador Energy Company Buy 9.87% 0%
KOS Kosmos Energy Ltd. Buy 9.87% 0%
The percentage of cash held in the portfolio is: 61.19%
New Assets Added
  • HNRG
  • KOS
Assets Removed
None
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 9.8% 0.92%
LEU Centrus Energy Corp. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • LEU
Assets Removed
Asset Action Perf %
ARCH Sell All 16.48%
REI Sell All -10.92%
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARCH Arch Resources, Inc. Buy 11.41% 16.49%
CRK Comstock Resources, Inc. Buy 9.62% 0%
REI Ring Energy, Inc. Buy 9.62% 0%
The percentage of cash held in the portfolio is: 69.35%
New Assets Added
  • CRK
  • REI
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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