1D | 0.1 % |
1W | 0.6 % |
2W | -0.5 % |
1M | -0.4 % |
3M | -2.9 % |
6M | -6.4 % |
9M | -6.6 % |
1Y | -10.4 % |
Alpha
-16.4%
|
Beta
0.21
|
sharpe-R
-0.75
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:47:54 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -11.85% |
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..Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 9.75% | -1.58% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | -9.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 9.79% | 0.08% | 2024-08-26 |
WES Western Midstream Partners, LP | Buy | 9.8% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 9.8% | 0% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.8% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | -4.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 9.97% | 9.94% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
ARLP | Sell All | -2.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.32% | -2.72% | 2024-07-02 |
VTOL Bristow Group Inc. | Buy | 9.71% | 6.69% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | -2.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.53% | 0.32% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 9.66% | 2.54% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 9.72% | 7.76% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
PR | Sell All | -2.53% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PR Permian Resources Corporation | Buy | 9.7% | -2.98% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.76% | 2.17% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 9.27% | -2.19% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 9.55% | 5.33% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 19.5% |
FANG | Sell All | 0.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMPY Amplify Energy Corp. | Buy | 11.34% | 13.31% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.39% | 3.76% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.2% | 1.9% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.62% | 0.67% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 9.26% | -2.36% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 9.41% | 3.65% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
SLB | Sell All | 9.26% |
XPRO | Sell All | 4.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.63% | 7.57% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.49% | 6.14% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 11.27% | 14.09% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.52% | 6.52% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.27% | 3.93% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.42% | -0.16% | 2024-07-02 |
PBT Permian Basin Royalty Trust | Buy | 9.84% | 5.17% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 9.49% | 5.91% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
CRK | Sell All | -7.23% |
UUUU | Sell All | -8.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.13% | 1.61% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.08% | 1.07% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 11% | 10.37% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.42% | 4.62% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.46% | 4.94% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.37% | -1.58% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.29% | -2.93% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.92% | 5.08% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.3% | 2.47% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 9.04% | 0% | 2024-07-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.12% | -0.4% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.02% | -1.42% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.88% | 7.12% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.38% | 2.2% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.42% | 2.6% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.49% | -2.17% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.25% | -5.31% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.93% | 3.15% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.25% | 0% | 2024-07-11 |
Asset | Action | Perf % |
---|---|---|
HCC | Sell All | -8.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.19% | -0.57% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 9.79% | -4.49% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.72% | 4.64% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.48% | 2.31% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.39% | 1.39% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.49% | -3.04% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.16% | -6.43% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.37% | -4.76% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.71% | 0% | 2024-07-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.28% | 1.72% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.12% | 0.13% | 2024-06-21 |
AMPY Amplify Energy Corp. | Buy | 10.79% | 6.81% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.37% | 2.69% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.36% | 2.6% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.39% | -2.6% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.23% | -4.31% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.37% | -3.39% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
LEU | Sell All | -10.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 10.21% | 1.5% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 10.07% | 0.13% | 2024-06-21 |
LEU Centrus Energy Corp. | Buy | 9.51% | -5.42% | 2024-06-24 |
AMPY Amplify Energy Corp. | Buy | 10.5% | 4.49% | 2024-06-25 |
FANG Diamondback Energy, Inc. | Buy | 10.33% | 2.78% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 10.22% | 1.65% | 2024-06-26 |
ARLP Alliance Resource Partners, L.P. | Buy | 9.58% | -0.24% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.31% | -3.01% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 8.27% | -4.03% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
SBR | Sell All | -1.15% |