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Portfolio Ref: EQ1025LS2W
Performance in the last:
Follow this Portfolio
1D -1.6 %
1W 0.1 %
2W 0.2 %
1M -0.8 %
3M -2.3 %
6M -3.4 %
9M -3.0 %
1Y -8.0 %
Alpha
-9.0%
Beta
0.03
sharpe-R
-0.97
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:14:43
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9.74%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 25.

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
VTNR Vertex Energy, Inc. Equity Buy 6.04% -17.25%
PUMP ProPetro Holding Corp. Equity Buy 7.4% 6.2%
SJT San Juan Basin Royalty Trust Equity Buy 7.52% 7.92%
VVV Valvoline Inc. Equity Buy 6.38% -0.13%
PBT Permian Basin Royalty Trust Equity Buy 5.86% -2.96%
TDW Tidewater Inc. Equity Sell -3.84% -2.49%
MGY Magnolia Oil & Gas Corporation Equity Sell -3.81% 1.12%
The percentage of cash held in the portfolio is: 74.45%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
VTNR Vertex Energy, Inc. Buy 7.49% 4.28%
PUMP ProPetro Holding Corp. Buy 7.01% 2.19%
SJT San Juan Basin Royalty Trust Buy 7.59% 10.64%
VVV Valvoline Inc. Buy 6.32% 0.56%
PBT Permian Basin Royalty Trust Buy 5.94% 0%
TDW Tidewater Inc. Sell -3.8% -3.09%
MGY Magnolia Oil & Gas Corporation Sell -3.8% -0.22%
The percentage of cash held in the portfolio is: 73.26%
New Assets Added
  • PBT
Assets Removed
Asset Action Perf %
PBT Buy All -5.38%
CLMT Sell All 7.74%
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLMT Calumet Specialty Products Partners, L.P. Buy 7.96% 7.07%
VTNR Vertex Energy, Inc. Buy 7.46% 4.28%
PUMP ProPetro Holding Corp. Buy 7.05% 3.16%
SJT San Juan Basin Royalty Trust Buy 7.63% 11.63%
VVV Valvoline Inc. Buy 6.36% 1.54%
PBT Permian Basin Royalty Trust Sell -3.63% -2.88%
TDW Tidewater Inc. Sell -3.68% -0.2%
MGY Magnolia Oil & Gas Corporation Sell -3.78% 0%
The percentage of cash held in the portfolio is: 74.63%
New Assets Added
  • MGY
Assets Removed
Asset Action Perf %
KOS Sell All 0.26%
Assets Rebalanced
None
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
KOS Kosmos Energy Ltd. Buy 7.72% -1.54%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.15% 7.07%
VTNR Vertex Energy, Inc. Buy 6.37% -13.1%
PUMP ProPetro Holding Corp. Buy 7.16% 2.31%
SJT San Juan Basin Royalty Trust Buy 7.08% 1.24%
VVV Valvoline Inc. Buy 6.3% -1.77%
PBT Permian Basin Royalty Trust Sell -3.7% -2.34%
TDW Tidewater Inc. Sell -3.76% 0%
The percentage of cash held in the portfolio is: 64.68%
New Assets Added
  • TDW
Assets Removed
Asset Action Perf %
SD Buy All 0.68%
CIVI Buy All 0.29%
REI Buy All 1.97%
Assets Rebalanced
None
2024-11-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
KOS Kosmos Energy Ltd. Buy 7.96% 1.54%
CLMT Calumet Specialty Products Partners, L.P. Buy 8.06% 5.93%
VTNR Vertex Energy, Inc. Buy 6.36% -13.1%
PUMP ProPetro Holding Corp. Buy 7.19% 2.8%
SJT San Juan Basin Royalty Trust Buy 7.03% 0.5%
VVV Valvoline Inc. Buy 6.41% 0%
SD SandRidge Energy, Inc. Sell -3.97% -1.19%
CIVI Civitas Resources, Inc. Sell -4% -1.94%
REI Ring Energy, Inc. Sell -3.97% -1.32%
PBT Permian Basin Royalty Trust Sell -3.61% 0%
The percentage of cash held in the portfolio is: 72.54%
New Assets Added
  • PBT
  • VVV
Assets Removed
Asset Action Perf %
BRY Buy All 10.15%
CLNE Buy All 6.45%
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
KOS Kosmos Energy Ltd. Buy 8.08% 3.34%
CLMT Calumet Specialty Products Partners, L.P. Buy 7.91% 4.21%
VTNR Vertex Energy, Inc. Buy 6.78% -7.22%
PUMP ProPetro Holding Corp. Buy 7.21% 3.41%
SJT San Juan Basin Royalty Trust Buy 7.08% 1.49%
BRY Berry Corporation Sell -3.54% 6.62%
CLNE Clean Energy Fuels Corp. Sell -3.4% 10.32%
SD SandRidge Energy, Inc. Sell -4.04% -3.24%
CIVI Civitas Resources, Inc. Sell -4.06% -3.67%
REI Ring Energy, Inc. Sell -4.12% -5.26%
The percentage of cash held in the portfolio is: 82.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDW Buy All 4.55%
Assets Rebalanced
None
2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KOS Kosmos Energy Ltd. Buy 8.09% 2.83%
CLMT Calumet Specialty Products Partners, L.P. Buy 7.85% 2.87%
VTNR Vertex Energy, Inc. Buy 6.37% -13.37%
PUMP ProPetro Holding Corp. Buy 7.02% 0%
SJT San Juan Basin Royalty Trust Buy 7.02% 0%
TDW Tidewater Inc. Sell -3.55% 6.31%
BRY Berry Corporation Sell -3.59% 5.96%
CLNE Clean Energy Fuels Corp. Sell -3.34% 12.58%
SD SandRidge Energy, Inc. Sell -3.94% -0.17%
CIVI Civitas Resources, Inc. Sell -4.04% -2.65%
REI Ring Energy, Inc. Sell -4.12% -4.61%
The percentage of cash held in the portfolio is: 86.23%
New Assets Added
  • PUMP
  • SJT
Assets Removed
Asset Action Perf %
CRK Sell All 16.44%
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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