1D | 0.3 % |
1W | 0.4 % |
2W | -0.8 % |
1M | -0.5 % |
3M | -3.7 % |
6M | -11.8 % |
9M | -12.4 % |
1Y | -16.4 % |
Alpha
-22.6%
|
Beta
0.21
|
sharpe-R
-1.21
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:51:54 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.15% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 % |
---|---|---|
DNOW | Sell All | -0.94% |
WTTR | Sell All | -4.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 11.73% | 7.51% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.45% | 9.22% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | 4.72% |
EGY | Sell All | 1.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 10.43% | 6.69% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 9.99% | 2.22% | 2024-07-12 |
DNOW NOW Inc. | Buy | 11.95% | 9.25% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.83% | 3.04% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | -2.28% |
REPX | Sell All | -4.84% |