1D | 1.4 % |
1W | 2.6 % |
2W | 1.0 % |
1M | 0.9 % |
3M | 2.3 % |
6M | 3.8 % |
9M | 8.8 % |
1Y | 3.9 % |
Alpha
-7.1%
|
Beta
0.44
|
sharpe-R
0.29
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:14 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.58% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 Materials sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 9.57% | -2.78% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
TUP | Sell All | -2.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.81% | -0.84% | 2024-08-22 |
ALTO Alto Ingredients, Inc. | Buy | 9.8% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.66% | -2.52% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
CLF | Sell All | -5.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 10.26% | 5.88% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 10.58% | 9.17% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
SUM | Sell All | -3.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 10.14% | 4.2% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 10.03% | 3.11% | 2024-08-23 |
SUM Summit Materials, Inc. | Buy | 9.73% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 10.02% | 2.52% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 9.78% | 0% | 2024-08-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.8% | 0% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
VHI | Sell All | 19.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 9.63% | -3.4% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
CC | Sell All | -15.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 9.99% | 1.92% | 2024-07-24 |
CC The Chemours Company | Buy | 9.63% | -4.15% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
IPI | Sell All | -0.04% |
FF | Sell All | 3.26% |
NGVT | Sell All | -1.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IPI Intrepid Potash, Inc. | Buy | 9.94% | 4.9% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 10.07% | 6.33% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 9.95% | 5.08% | 2024-07-12 |
VHI Valhi, Inc. | Buy | 10.68% | 11.84% | 2024-07-24 |
CC The Chemours Company | Buy | 9.6% | -1.89% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
LWLG | Sell All | -10.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IPI Intrepid Potash, Inc. | Buy | 10.11% | 8.15% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 9.94% | 6.33% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 9.92% | 6.21% | 2024-07-12 |
LWLG Lightwave Logic, Inc. | Buy | 9.3% | -1.32% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 10.46% | 11.01% | 2024-07-24 |
CC The Chemours Company | Buy | 9.66% | 0% | 2024-07-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IPI Intrepid Potash, Inc. | Buy | 9.83% | 2.97% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 10.06% | 5.37% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 9.88% | 3.56% | 2024-07-12 |
LWLG Lightwave Logic, Inc. | Buy | 9.04% | -6.05% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 9.84% | 2.19% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
HL | Sell All | 13.51% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HL Hecla Mining Company | Buy | 10.85% | 14.67% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 9.94% | 5.14% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 10.04% | 6.14% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 9.97% | 5.45% | 2024-07-12 |
LWLG Lightwave Logic, Inc. | Buy | 9.53% | 0% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 9.53% | 0% | 2024-07-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HL Hecla Mining Company | Buy | 10.87% | 14.09% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 9.65% | 1.37% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 9.98% | 4.8% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 9.88% | 3.79% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
PBI | Sell All | 14.45% |