1D | 0.0 % |
1W | 1.0 % |
2W | -1.3 % |
1M | -1.0 % |
3M | 2.6 % |
6M | 3.2 % |
9M | -1.4 % |
1Y | -6.0 % |
Alpha
-12.6%
|
Beta
0.22
|
sharpe-R
-0.4
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:47:49 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -16.14% |
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 5.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 19.71% | -1.58% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | -9.03% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDW Tidewater Inc. | Buy | 19.55% | 0.08% | 2024-08-26 |
WES Western Midstream Partners, LP | Buy | 19.61% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
HLX | Sell All | 1.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HLX Helix Energy Solutions Group, Inc. | Buy | 19.6% | 0% | 2024-08-26 |
TDW Tidewater Inc. | Buy | 19.6% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
VTOL | Sell All | 7.76% |
XPRO | Sell All | 4.98% |
EGY | Sell All | 6.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTOL Bristow Group Inc. | Buy | 20.84% | 7.18% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 20.42% | 5.02% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 20.16% | 3.69% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
PBT | Sell All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 20.18% | 5.17% | 2024-07-10 |
VTOL Bristow Group Inc. | Buy | 20.32% | 5.91% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 20.15% | 5.02% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 19.78% | 3.1% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
UUUU | Sell All | -8.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 20.3% | 5.08% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 19.79% | 2.47% | 2024-07-11 |
VTOL Bristow Group Inc. | Buy | 19.31% | 0% | 2024-07-12 |
XPRO Expro Group Holdings N.V. | Buy | 19.31% | 0% | 2024-07-12 |
EGY VAALCO Energy, Inc. | Buy | 19.31% | 0% | 2024-07-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 20.09% | 3.15% | 2024-07-10 |
UUUU Energy Fuels Inc. | Buy | 19.48% | 0% | 2024-07-11 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBT Permian Basin Royalty Trust | Buy | 19.6% | 0% | 2024-07-10 |
Asset | Action | Perf % |
---|---|---|
PR | Sell All | 1.39% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PR Permian Resources Corporation | Buy | 18.72% | 2.6% | 2024-06-26 |
Asset | Action | Perf % |
---|---|---|
AMPY | Sell All | 6.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMPY Amplify Energy Corp. | Buy | 20.49% | 4.49% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 18.67% | 1.65% | 2024-06-26 |
Asset | Action | Perf % |
---|---|---|
LEU | Sell All | -5.42% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LEU Centrus Energy Corp. | Buy | 18.6% | -3.47% | 2024-06-24 |
AMPY Amplify Energy Corp. | Buy | 20.83% | 8.36% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 19.14% | 6.33% | 2024-06-26 |
Asset | Action | Perf % |
---|---|---|
SLB | Sell All | NA |
XPRO | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SLB Schlumberger Limited | Buy | 20.27% | 4.53% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 20.32% | 4.81% | 2024-06-21 |
LEU Centrus Energy Corp. | Buy | 19.76% | 1.97% | 2024-06-24 |
AMPY Amplify Energy Corp. | Buy | 19.55% | 1.08% | 2024-06-25 |
PR Permian Resources Corporation | Buy | 18.11% | 0% | 2024-06-26 |
Asset | Action | Perf % |
---|---|---|
VTNR | Sell All | -7.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VTNR Vertex Energy, Inc. | Buy | 19.16% | -1.75% | 2024-06-12 |
SLB Schlumberger Limited | Buy | 20.1% | 4.44% | 2024-06-21 |
XPRO Expro Group Holdings N.V. | Buy | 20.29% | 5.43% | 2024-06-21 |
LEU Centrus Energy Corp. | Buy | 19.26% | 0.11% | 2024-06-24 |
AMPY Amplify Energy Corp. | Buy | 19.19% | 0% | 2024-06-25 |