1D | -1.0 % |
1W | -1.6 % |
2W | -0.5 % |
1M | -0.1 % |
3M | -2.5 % |
6M | -6.2 % |
9M | -10.6 % |
1Y | -12.6 % |
Alpha
-15.3%
|
Beta
0.09
|
sharpe-R
-1.29
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:07 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -13.51% |
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 25.
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 | 6.25% | 3.81% | 2024-09-02 | ||
VTNR Vertex Energy, Inc. | Equity | Sell | -3.64% | 3.46% | 2024-08-28 | ||
PUMP ProPetro Holding Corp. | Equity | Sell | -4.01% | -5.67% | 2024-09-04 | ||
OII Oceaneering International, Inc. | Equity | Sell | -3.87% | -1.8% | 2024-09-04 | ||
APA APA Corporation | Equity | Sell | -3.59% | 5.57% | 2024-09-04 | ||
METC Ramaco Resources, Inc. | Equity | Sell | -3.45% | 9.16% | 2024-09-04 | ||
HLX Helix Energy Solutions Group, Inc. | Equity | Sell | -3.96% | 2.53% | 2024-09-05 | ||
UEC Uranium Energy Corp. | Equity | Sell | -3.74% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 6.25% | 3.81% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -3.64% | 3.46% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -4.01% | -5.67% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -3.87% | -1.8% | 2024-09-04 |
APA APA Corporation | Sell | -3.59% | 5.57% | 2024-09-04 |
METC Ramaco Resources, Inc. | Sell | -3.45% | 9.16% | 2024-09-04 |
HLX Helix Energy Solutions Group, Inc. | Sell | -3.96% | 2.53% | 2024-09-05 |
UEC Uranium Energy Corp. | Sell | -3.74% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 6.11% | 2.57% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -3.45% | 7.62% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -3.63% | 3.56% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -3.48% | 7.39% | 2024-09-04 |
APA APA Corporation | Sell | -3.37% | 10.47% | 2024-09-04 |
METC Ramaco Resources, Inc. | Sell | -3.58% | 4.76% | 2024-09-04 |
HLX Helix Energy Solutions Group, Inc. | Sell | -3.71% | 7.78% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
PBT | Buy All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 5.78% | -2.44% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -2.84% | 23.56% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -3.54% | 5.28% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -3.5% | 6.43% | 2024-09-04 |
APA APA Corporation | Sell | -3.48% | 6.81% | 2024-09-04 |
METC Ramaco Resources, Inc. | Sell | -3.22% | 13.74% | 2024-09-04 |
PBT Permian Basin Royalty Trust | Sell | -3.88% | -3.77% | 2024-09-04 |
HLX Helix Energy Solutions Group, Inc. | Sell | -3.74% | 6.52% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
NESR | Buy All | -6.67% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 5.86% | -2.46% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -3.18% | 15.47% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -3.79% | -0.13% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -3.75% | 1.16% | 2024-09-04 |
NESR National Energy Services Reunited Corp. | Sell | -4% | -5.56% | 2024-09-04 |
APA APA Corporation | Sell | -3.67% | 3.18% | 2024-09-04 |
METC Ramaco Resources, Inc. | Sell | -3.76% | 0.64% | 2024-09-04 |
PBT Permian Basin Royalty Trust | Sell | -3.79% | 0.09% | 2024-09-04 |
HLX Helix Energy Solutions Group, Inc. | Sell | -4.06% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 5.92% | -1.58% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -3.43% | 9.01% | 2024-08-28 |
PUMP ProPetro Holding Corp. | Sell | -3.8% | 0% | 2024-09-04 |
OII Oceaneering International, Inc. | Sell | -3.8% | 0% | 2024-09-04 |
NESR National Energy Services Reunited Corp. | Sell | -3.8% | 0% | 2024-09-04 |
APA APA Corporation | Sell | -3.8% | 0% | 2024-09-04 |
METC Ramaco Resources, Inc. | Sell | -3.8% | 0% | 2024-09-04 |
PBT Permian Basin Royalty Trust | Sell | -3.8% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | -9.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 5.76% | 0.08% | 2024-08-26 |
WES Western Midstream Partners, LP | Buy | 5.99% | 0% | 2024-09-02 |
VTNR Vertex Energy, Inc. | Sell | -3.59% | 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 | 5.91% | 2.99% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 5.74% | -0.08% | 2024-08-26 |
VTNR Vertex Energy, Inc. | Sell | -3.48% | 6.93% | 2024-08-28 |
DINO HF Sinclair Corporation | Sell | -3.79% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 5.86% | 1.9% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 5.82% | 1.16% | 2024-08-26 |
VTNR Vertex Energy, Inc. | Sell | -3.75% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 5.76% | 0% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 5.76% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
VTNR | Buy All | 53.03% |
METC | Buy All | 18.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTNR Vertex Energy, Inc. | Sell | -1.91% | 50.67% | 2024-07-22 |
METC Ramaco Resources, Inc. | Sell | -3.34% | 13.67% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
RRC | Buy All | 8.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RRC Range Resources Corporation | Sell | -3.41% | 11.61% | 2024-07-18 |
VTNR Vertex Energy, Inc. | Sell | -2.09% | 46.08% | 2024-07-22 |
METC Ramaco Resources, Inc. | Sell | -3.54% | 8.83% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
DNOW | Sell All | -7.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 8.64% | -2.89% | 2024-07-16 |
RRC Range Resources Corporation | Sell | -3.3% | 14.38% | 2024-07-18 |
VTNR Vertex Energy, Inc. | Sell | -2.84% | 26.68% | 2024-07-22 |
METC Ramaco Resources, Inc. | Sell | -3.12% | 19.34% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
NRP | Buy All | 0.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 8.99% | 1.59% | 2024-07-16 |
RRC Range Resources Corporation | Sell | -3.25% | 15.1% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -3.68% | 4.05% | 2024-07-18 |
VTNR Vertex Energy, Inc. | Sell | -2.82% | 26.91% | 2024-07-22 |
METC Ramaco Resources, Inc. | Sell | -3.17% | 17.8% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
SBR | Buy All | 4.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DNOW NOW Inc. | Buy | 8.78% | -0.94% | 2024-07-16 |
SBR Sabine Royalty Trust | Sell | -3.3% | 5.86% | 2024-07-08 |
RRC Range Resources Corporation | Sell | -3.25% | 15.45% | 2024-07-18 |
NRP Natural Resource Partners L.P. | Sell | -3.71% | 3.5% | 2024-07-18 |
VTNR Vertex Energy, Inc. | Sell | -2.88% | 25.45% | 2024-07-22 |
METC Ramaco Resources, Inc. | Sell | -3.17% | 17.87% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | -4.64% |