| 1D | -1.1 % |
| 1W | -0.2 % |
| 2W | 0.8 % |
| 1M | -0.9 % |
| 3M | -2.1 % |
| 6M | -2.8 % |
| 9M | -0.9 % |
| 1Y | -2.4 % |
|
Alpha
-4.6%
|
Beta
0.07
|
sharpe-R
-0.37
|
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.64
|
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-12-03 08:14:32 |
| Launch Date | 2023-01-01 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -5.55% |
| Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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 20.
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 |
|---|---|---|---|---|---|---|---|
| VTNR Vertex Energy, Inc. | Equity | Buy | 4.01% | -17.25% | 2024-11-20 | ||
| PUMP ProPetro Holding Corp. | Equity | Buy | 5.2% | 6.2% | 2024-11-22 | ||
| SJT San Juan Basin Royalty Trust | Equity | Buy | 5.29% | 7.92% | 2024-11-22 | ||
| VVV Valvoline Inc. | Equity | Buy | 4.89% | -0.13% | 2024-11-26 | ||
| PBT Permian Basin Royalty Trust | Equity | Buy | 4.77% | -2.96% | 2024-12-02 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| VTNR Vertex Energy, Inc. | Buy | 5% | 4.28% | 2024-11-20 |
| PUMP ProPetro Holding Corp. | Buy | 4.95% | 2.19% | 2024-11-22 |
| SJT San Juan Basin Royalty Trust | Buy | 5.36% | 10.64% | 2024-11-22 |
| VVV Valvoline Inc. | Buy | 4.87% | 0.56% | 2024-11-26 |
| PBT Permian Basin Royalty Trust | Buy | 4.86% | 0% | 2024-12-02 |
| Asset | Action | Perf % |
|---|---|---|
| CLMT | Sell All | 7.74% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| CLMT Calumet Specialty Products Partners, L.P. | Buy | 5.13% | 7.07% | 2024-11-18 |
| VTNR Vertex Energy, Inc. | Buy | 4.99% | 4.28% | 2024-11-20 |
| PUMP ProPetro Holding Corp. | Buy | 4.99% | 3.16% | 2024-11-22 |
| SJT San Juan Basin Royalty Trust | Buy | 5.4% | 11.63% | 2024-11-22 |
| VVV Valvoline Inc. | Buy | 4.91% | 1.54% | 2024-11-26 |
| Asset | Action | Perf % |
|---|---|---|
| KOS | Sell All | 0.26% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| KOS Kosmos Energy Ltd. | Buy | 5% | 1.54% | 2024-11-14 |
| CLMT Calumet Specialty Products Partners, L.P. | Buy | 5.15% | 5.93% | 2024-11-18 |
| VTNR Vertex Energy, Inc. | Buy | 4.22% | -13.1% | 2024-11-20 |
| PUMP ProPetro Holding Corp. | Buy | 5.05% | 2.8% | 2024-11-22 |
| SJT San Juan Basin Royalty Trust | Buy | 4.93% | 0.5% | 2024-11-22 |
| VVV Valvoline Inc. | Buy | 4.91% | 0% | 2024-11-26 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| KOS Kosmos Energy Ltd. | Buy | 5.08% | 2.83% | 2024-11-14 |
| CLMT Calumet Specialty Products Partners, L.P. | Buy | 5.01% | 2.87% | 2024-11-18 |
| VTNR Vertex Energy, Inc. | Buy | 4.22% | -13.37% | 2024-11-20 |
| PUMP ProPetro Holding Corp. | Buy | 4.92% | 0% | 2024-11-22 |
| SJT San Juan Basin Royalty Trust | Buy | 4.92% | 0% | 2024-11-22 |
| Asset | Action | Perf % |
|---|---|---|
| CRK | Sell All | 16.44% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| CRK Comstock Resources, Inc. | Buy | 5.34% | 7.34% | 2024-11-08 |
| KOS Kosmos Energy Ltd. | Buy | 4.97% | 0.51% | 2024-11-14 |
| CLMT Calumet Specialty Products Partners, L.P. | Buy | 4.85% | -0.62% | 2024-11-18 |
| VTNR Vertex Energy, Inc. | Buy | 4.87% | 0% | 2024-11-20 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| CRK Comstock Resources, Inc. | Buy | 5.28% | 6.19% | 2024-11-08 |
| KOS Kosmos Energy Ltd. | Buy | 5.13% | 3.86% | 2024-11-14 |
| CLMT Calumet Specialty Products Partners, L.P. | Buy | 4.79% | -1.67% | 2024-11-18 |
| Asset | Action | Perf % |
|---|---|---|
| HNRG | Sell All | -2.89% |