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Portfolio Ref: EQ1015LS1M
Performance in the last:
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1D 0.9 %
1W -1.1 %
2W 0.7 %
1M 0.1 %
3M -0.8 %
6M -3.6 %
9M -16.3 %
1Y -21.6 %
Alpha
-27.1%
Beta
0.18
sharpe-R
-1.2
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 08:28:25
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -22.94%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 15.

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.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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 10.8% 14.68%
KOS Kosmos Energy Ltd. Equity Buy 13.65% 0.26%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 12.75% -0.53%
VTNR Vertex Energy, Inc. Equity Buy 12% 0.27%
TDW Tidewater Inc. Equity Sell -5.39% 10.04%
BRY Berry Corporation Equity Sell -5.62% 7.51%
CLNE Clean Energy Fuels Corp. Equity Sell -5.14% 15.48%
SD SandRidge Energy, Inc. Equity Sell -6.81% 0.26%
The percentage of cash held in the portfolio is: 73.77%
** 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 10.18% 7.34%
KOS Kosmos Energy Ltd. Buy 13.78% 0.51%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.83% -0.62%
VTNR Vertex Energy, Inc. Buy 12.05% 0%
TDW Tidewater Inc. Sell -5.45% 9.61%
BRY Berry Corporation Sell -5.68% 7.28%
CLNE Clean Energy Fuels Corp. Sell -5.21% 14.84%
SD SandRidge Energy, Inc. Sell -6.78% 1.45%
The percentage of cash held in the portfolio is: 74.28%
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 10.1% 6.19%
KOS Kosmos Energy Ltd. Buy 14.27% 3.86%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.72% -1.67%
TDW Tidewater Inc. Sell -5.49% 9.1%
BRY Berry Corporation Sell -5.92% 3.53%
CLNE Clean Energy Fuels Corp. Sell -5.32% 13.23%
SD SandRidge Energy, Inc. Sell -6.86% 0.51%
The percentage of cash held in the portfolio is: 86.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
SUN Buy All -4.64%
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 9.72% 2.22%
HNRG Hallador Energy Company Buy 13.45% -2.13%
KOS Kosmos Energy Ltd. Buy 13.74% 0%
CLMT Calumet Specialty Products Partners, L.P. Buy 12.94% 0%
TDW Tidewater Inc. Sell -5.47% 9.52%
BRY Berry Corporation Sell -5.8% 5.52%
SUN Sunoco LP Sell -6.22% -1.3%
CLNE Clean Energy Fuels Corp. Sell -5.25% 14.52%
SD SandRidge Energy, Inc. Sell -6.73% 2.39%
The percentage of cash held in the portfolio is: 79.62%
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 9.89% 5.35%
LEU Centrus Energy Corp. Buy 9.29% -11.07%
HNRG Hallador Energy Company Buy 13.56% 0%
KOS Kosmos Energy Ltd. Buy 13.56% 0%
TDW Tidewater Inc. Sell -5.65% 5.28%
BRY Berry Corporation Sell -5.79% 4.42%
SUN Sunoco LP Sell -6.06% 0.04%
CLNE Clean Energy Fuels Corp. Sell -5.47% 9.68%
SD SandRidge Energy, Inc. Sell -6.72% 1.19%
The percentage of cash held in the portfolio is: 83.39%
New Assets Added
  • HNRG
  • KOS
Assets Removed
None
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 9.99% 7.26%
LEU Centrus Energy Corp. Buy 10.34% -0.27%
TDW Tidewater Inc. Sell -5.75% 3%
BRY Berry Corporation Sell -5.75% 4.42%
SUN Sunoco LP Sell -6.03% -0.35%
CLNE Clean Energy Fuels Corp. Sell -5.72% 4.84%
SD SandRidge Energy, Inc. Sell -6.75% 0%
The percentage of cash held in the portfolio is: 109.67%
New Assets Added
  • SD
Assets Removed
None
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 10.19% 8.87%
LEU Centrus Energy Corp. Buy 10.39% -0.19%
TDW Tidewater Inc. Sell -5.84% 1.78%
BRY Berry Corporation Sell -6.04% 0%
SUN Sunoco LP Sell -6.04% 0%
CLNE Clean Energy Fuels Corp. Sell -6.04% 0%
The percentage of cash held in the portfolio is: 103.38%
New Assets Added
  • BRY
  • SUN
  • CLNE
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

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

Market Overview

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