1D | -1.5 % |
1W | -1.8 % |
2W | -1.1 % |
1M | -0.9 % |
3M | -7.7 % |
6M | -21.0 % |
9M | -25.7 % |
1Y | -28.9 % |
Alpha
-33.1%
|
Beta
0.14
|
sharpe-R
-1.75
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:01 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -29.48% |
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..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
WES Western Midstream Partners, LP | Equity | Buy | 10.95% | 3.81% | 2024-09-02 | ||
PUMP ProPetro Holding Corp. | Equity | Sell | -6.49% | -5.67% | 2024-09-04 | ||
OII Oceaneering International, Inc. | Equity | Sell | -6.25% | -1.8% | 2024-09-04 | ||
APA APA Corporation | Equity | Sell | -5.8% | 5.57% | 2024-09-04 | ||
UEC Uranium Energy Corp. | Equity | Sell | -5.73% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 10.95% | 3.81% | 2024-09-02 |
PUMP ProPetro Holding Corp. | Sell | -6.49% | -5.67% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -6.25% | -1.8% | 2024-09-04 |
APA APA Corporation | Sell | -5.8% | 5.57% | 2024-09-04 |
UEC Uranium Energy Corp. | Sell | -5.73% | 0% | 2024-09-18 |
Asset | Action | Perf % |
---|---|---|
VTNR | Buy All | 3.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 10.11% | -2.44% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -4.56% | 23.56% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -5.71% | 5.28% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -5.64% | 6.43% | 2024-09-04 |
APA APA Corporation | Sell | -5.62% | 6.81% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
NESR | Buy All | -6.67% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 10.35% | -1.58% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -5.51% | 9.01% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -6.12% | 0% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -6.12% | 0% | 2024-09-04 |
NESR National Energy Services Reunited Corp. | Sell | -6.12% | 0% | 2024-09-04 |
APA APA Corporation | Sell | -6.12% | 0% | 2024-09-04 |
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 | 10.44% | 0% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -5.75% | 4.39% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
DINO | Buy All | -4.58% |
HLX | Sell All | 1.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 10.02% | 2.99% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.72% | -0.08% | 2024-08-26 |
VTNR Vertex Energy, Inc. | Sell | -5.56% | 6.93% | 2024-08-28 |
DINO HF Sinclair Corporation | Sell | -6.11% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 9.96% | 1.9% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 9.88% | 1.16% | 2024-08-26 |
VTNR Vertex Energy, Inc. | Sell | -6% | 0% | 2024-08-28 |
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 % |
---|---|---|
NRP | Buy All | 0.46% |
RRC | Buy All | 14.38% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RRC Range Resources Corporation | Sell | -5.2% | 15.45% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.94% | 3.5% | 2024-07-18 |
Asset | Action | Perf % |
---|---|---|
DNOW | Sell All | -0.94% |
WTTR | Sell All | -4.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 7.39% | 7.51% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.78% | 9.22% | 2024-07-17 |
RRC Range Resources Corporation | Sell | -5.61% | 7.4% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.82% | 4% | 2024-07-18 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | 4.72% |
EGY | Sell All | 1.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 12.36% | 9.94% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 11.6% | 5.76% | 2024-07-12 |
DNOW NOW Inc. | Buy | 7.57% | 10.98% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.32% | 5.82% | 2024-07-17 |
RRC Range Resources Corporation | Sell | -5.6% | 6.83% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.87% | 2.4% | 2024-07-18 |
Asset | Action | Perf % |
---|---|---|
UEC | Buy All | 0% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 12.11% | 7.27% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 11.35% | 3.1% | 2024-07-12 |
DNOW NOW Inc. | Buy | 7.58% | 10.77% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.27% | 4.92% | 2024-07-17 |
RRC Range Resources Corporation | Sell | -5.65% | 6.35% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.83% | 3.5% | 2024-07-18 |
UEC Uranium Energy Corp. | Sell | -6.08% | 4.05% | 2024-07-19 |
Asset | Action | Perf % |
---|---|---|
PBF | Buy All | -6.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 12.04% | 6.69% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 11.25% | 2.22% | 2024-07-12 |
DNOW NOW Inc. | Buy | 7.48% | 9.25% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 11.07% | 3.04% | 2024-07-17 |
RRC Range Resources Corporation | Sell | -5.65% | 6.35% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.78% | 4.3% | 2024-07-18 |
PBF PBF Energy Inc. | Sell | -6.42% | -1.3% | 2024-07-19 |
UEC Uranium Energy Corp. | Sell | -5.94% | 6.24% | 2024-07-19 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | -2.28% |
REPX | Sell All | -4.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 10.81% | -2.19% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 12.03% | 5.33% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 11.52% | 3.4% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 10.89% | -2.77% | 2024-07-12 |
DNOW NOW Inc. | Buy | 7.19% | 3.83% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.5% | -3.4% | 2024-07-17 |
RRC Range Resources Corporation | Sell | -5.79% | 5.16% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -6.02% | 1.39% | 2024-07-18 |
PBF PBF Energy Inc. | Sell | -6.5% | -1.35% | 2024-07-19 |
UEC Uranium Energy Corp. | Sell | -6.09% | 5.06% | 2024-07-19 |
Asset | Action | Perf % |
---|---|---|
CLMT | Buy All | 25.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 10.79% | -3.06% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 12.17% | 5.88% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 11.47% | 2.22% | 2024-07-12 |
REPX Riley Exploration Permian, Inc. | Buy | 11.25% | -0.27% | 2024-07-12 |
DNOW NOW Inc. | Buy | 7.36% | 5.56% | 2024-07-16 |
WTTR Select Energy Services, Inc. | Buy | 10.76% | -1.7% | 2024-07-17 |
CLMT Calumet Specialty Products Partners, L.P. | Sell | -5.27% | 13.04% | 2024-07-16 |
RRC Range Resources Corporation | Sell | -6.17% | -0.3% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -5.98% | 2.69% | 2024-07-18 |
PBF PBF Energy Inc. | Sell | -6.42% | 0.49% | 2024-07-19 |
UEC Uranium Energy Corp. | Sell | -6.37% | 1.35% | 2024-07-19 |
Asset | Action | Perf % |
---|---|---|
ARLP | Sell All | 0.79% |
RES | Sell All | -4.85% |