1D | 0.0 % |
1W | 0.0 % |
2W | -0.2 % |
1M | 0.0 % |
3M | 1.3 % |
6M | 2.8 % |
9M | 7.2 % |
1Y | 4.3 % |
Alpha
1.5%
|
Beta
0.09
|
sharpe-R
0.56
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:47:50 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -6.39% |
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. 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 | Perf % |
---|---|---|
WES | Sell All | -2.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 9.8% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
TDW | Sell All | 0.08% |
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 % |
---|---|---|
WTTR | Sell All | -0.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WTTR Select Energy Services, Inc. | Buy | 10.02% | 1.07% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
RES | Sell All | -0.67% |
APA | Sell All | 6.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RES RPC, Inc. | Buy | 10.12% | 5.87% | 2024-07-15 |
APA APA Corporation | Buy | 10.25% | 7.27% | 2024-07-15 |
WTTR Select Energy Services, Inc. | Buy | 10.05% | 2.15% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | 6.29% |
XPRO | Sell All | 2.82% |
EGY | Sell All | 2.51% |
REPX | Sell All | 2% |
MTDR | Sell All | 5.48% |
LEU | Sell All | -4.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 10.06% | 5.91% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 9.97% | 5.02% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.79% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.79% | 3.11% | 2024-07-12 |
MTDR Matador Resources Company | Buy | 10.05% | 5.79% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 9.27% | -2.36% | 2024-07-12 |
RES RPC, Inc. | Buy | 10.24% | 7.89% | 2024-07-15 |
APA APA Corporation | Buy | 10.2% | 7.51% | 2024-07-15 |
WTTR Select Energy Services, Inc. | Buy | 9.89% | 1.25% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
UUUU | Sell All | -8.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UUUU Energy Fuels Inc. | Buy | 9.35% | -0.15% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 10.01% | 6.89% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 9.99% | 6.69% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.65% | 3.1% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.72% | 3.82% | 2024-07-12 |
MTDR Matador Resources Company | Buy | 9.85% | 5.19% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 9.92% | 5.96% | 2024-07-12 |
RES RPC, Inc. | Buy | 10% | 6.88% | 2024-07-15 |
APA APA Corporation | Buy | 9.89% | 5.67% | 2024-07-15 |
WTTR Select Energy Services, Inc. | Buy | 9.63% | 0% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | 2.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 10.05% | 3.59% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.83% | 2% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 9.91% | 2.84% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 9.61% | -0.26% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.75% | 1.18% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.7% | 0.64% | 2024-07-12 |
MTDR Matador Resources Company | Buy | 9.69% | 0.52% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 10.19% | 5.77% | 2024-07-12 |
RES RPC, Inc. | Buy | 9.63% | 0% | 2024-07-15 |
APA APA Corporation | Buy | 9.63% | 0% | 2024-07-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 10.28% | 5.08% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.96% | 2.47% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 9.72% | 0% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 9.72% | 0% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.72% | 0% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 9.72% | 0% | 2024-07-12 |
MTDR Matador Resources Company | Buy | 9.72% | 0% | 2024-07-12 |
LEU Centrus Energy Corp. | Buy | 9.72% | 0% | 2024-07-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 10.13% | 3.15% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 9.76% | 0% | 2024-07-11 |
Asset | Action | Perf % |
---|---|---|
CRK | Sell All | -5.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CRK Comstock Resources, Inc. | Buy | 9.37% | -4.76% | 2024-07-04 |
PBT Permian Basin Royalty Trust | Buy | 9.85% | 0% | 2024-07-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CRK Comstock Resources, Inc. | Buy | 9.49% | -3.39% | 2024-07-04 |
Asset | Action | Perf % |
---|---|---|
ARLP | Sell All | -2.6% |
HCC | Sell All | -4.31% |
METC | Sell All | 4.5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.72% | -1.34% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.85% | -0.11% | 2024-07-02 |
METC Ramaco Resources, Inc. | Buy | 10.19% | 3.43% | 2024-07-02 |
CRK Comstock Resources, Inc. | Buy | 9.75% | 0% | 2024-07-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | Buy | 9.81% | -0.67% | 2024-07-02 |
HCC Warrior Met Coal, Inc. | Buy | 9.81% | -0.75% | 2024-07-02 |
METC Ramaco Resources, Inc. | Buy | 9.98% | 1% | 2024-07-02 |
Asset | Action | Perf % |
---|---|---|
PR | Sell All | 3.36% |
SBR | Sell All | 2.57% |
NESR | Sell All | -9.89% |