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Portfolio Ref: EQ1015LS3W
Performance in the last:
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1D -1.1 %
1W 0.4 %
2W 0.1 %
1M 0.6 %
3M -6.7 %
6M -19.5 %
9M -24.5 %
1Y -28.1 %
Alpha
-32.1%
Beta
0.14
sharpe-R
-1.7
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:52:02
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -29.27%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
WES Western Midstream Partners, LP Equity Buy 10.66% 2.57%
VTNR Vertex Energy, Inc. Equity Sell -5.53% 7.62%
PUMP ProPetro Holding Corp. Equity Sell -5.83% 3.56%
OII Oceaneering International, Inc. Equity Sell -5.6% 7.39%
APA APA Corporation Equity Sell -5.41% 10.47%
The percentage of cash held in the portfolio is: 111.71%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 10.11% -2.44%
VTNR Vertex Energy, Inc. Sell -4.56% 23.56%
PUMP ProPetro Holding Corp. Sell -5.71% 5.28%
OII Oceaneering International, Inc. Sell -5.64% 6.43%
APA APA Corporation Sell -5.62% 6.81%
The percentage of cash held in the portfolio is: 111.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
NESR Buy All -6.67%
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 10.35% -1.58%
VTNR Vertex Energy, Inc. Sell -5.51% 9.01%
PUMP ProPetro Holding Corp. Sell -6.12% 0%
OII Oceaneering International, Inc. Sell -6.12% 0%
NESR National Energy Services Reunited Corp. Sell -6.12% 0%
APA APA Corporation Sell -6.12% 0%
The percentage of cash held in the portfolio is: 119.65%
New Assets Added
  • PUMP
  • OII
  • NESR
  • APA
Assets Removed
Asset Action Perf %
TDW Sell All -9.03%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
TDW Tidewater Inc. Buy 9.79% 0.08%
WES Western Midstream Partners, LP Buy 10.44% 0%
VTNR Vertex Energy, Inc. Sell -5.75% 4.39%
The percentage of cash held in the portfolio is: 85.51%
New Assets Added
  • WES
Assets Removed
Asset Action Perf %
DINO Buy All -4.58%
HLX Sell All 1.54%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
HLX Helix Energy Solutions Group, Inc. Buy 10.02% 2.99%
TDW Tidewater Inc. Buy 9.72% -0.08%
VTNR Vertex Energy, Inc. Sell -5.56% 6.93%
DINO HF Sinclair Corporation Sell -6.11% 0%
The percentage of cash held in the portfolio is: 91.93%
New Assets Added
  • DINO
Assets Removed
None
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HLX Helix Energy Solutions Group, Inc. Buy 9.96% 1.9%
TDW Tidewater Inc. Buy 9.88% 1.16%
VTNR Vertex Energy, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 86.16%
New Assets Added
  • VTNR
Assets Removed
None
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
HLX Helix Energy Solutions Group, Inc. Buy 9.8% 0%
TDW Tidewater Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HLX
  • TDW
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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