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Portfolio Ref: EQ1515LS1M
Performance in the last:
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1D -2.0 %
1W -2.2 %
2W -2.9 %
1M -2.8 %
3M -0.1 %
6M -6.9 %
9M -13.0 %
1Y -17.0 %
Alpha
-25.7%
Beta
0.39
sharpe-R
-0.81
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:48:58
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -23.14%
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 Materials sector. The maximum number of assets that can be allocated in this strategy is 15.

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
MOS The Mosaic Company Equity Buy 10.05% -0.29%
WOR Worthington Industries, Inc. Equity Buy 10.06% -0.24%
CMCL Caledonia Mining Corporation Plc Equity Buy 10.1% 0.21%
PBI Pitney Bowes Inc. Equity Buy 11.91% 2%
FRD Friedman Industries, Incorporated Equity Buy 13.48% 5.88%
SSRM SSR Mining Inc. Equity Buy 10.33% -1.47%
CDE Coeur Mining, Inc. Equity Buy 10.37% -1.02%
IPI Intrepid Potash, Inc. Equity Sell -6.19% -0.19%
FCX Freeport-McMoRan Inc. Equity Sell -5.77% 5.16%
MSB Mesabi Trust Equity Sell -6.38% -2.33%
The percentage of cash held in the portfolio is: 42.04%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.05% -0.29%
WOR Worthington Industries, Inc. Buy 10.06% -0.24%
CMCL Caledonia Mining Corporation Plc Buy 10.1% 0.21%
PBI Pitney Bowes Inc. Buy 11.91% 2%
FRD Friedman Industries, Incorporated Buy 13.48% 5.88%
SSRM SSR Mining Inc. Buy 10.33% -1.47%
CDE Coeur Mining, Inc. Buy 10.37% -1.02%
IPI Intrepid Potash, Inc. Sell -6.19% -0.19%
FCX Freeport-McMoRan Inc. Sell -5.77% 5.16%
MSB Mesabi Trust Sell -6.38% -2.33%
The percentage of cash held in the portfolio is: 42.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.16% 2.76%
WOR Worthington Industries, Inc. Buy 10.01% 1.28%
CMCL Caledonia Mining Corporation Plc Buy 9.78% -1.05%
PBI Pitney Bowes Inc. Buy 12.03% 5.07%
FF FutureFuel Corp. Buy 12.05% -3.36%
FUL H.B. Fuller Company Buy 12.25% -1.79%
FRD Friedman Industries, Incorporated Buy 13.1% 4.98%
SSRM SSR Mining Inc. Buy 10.11% -1.59%
CDE Coeur Mining, Inc. Buy 9.9% -3.65%
IPI Intrepid Potash, Inc. Sell -6.01% 0.83%
FCX Freeport-McMoRan Inc. Sell -5.66% 5.18%
MSB Mesabi Trust Sell -6.11% 0%
The percentage of cash held in the portfolio is: 18.39%
New Assets Added
  • MSB
Assets Removed
None
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.39% 5.31%
WOR Worthington Industries, Inc. Buy 10.34% 4.74%
CMCL Caledonia Mining Corporation Plc Buy 9.96% 0.95%
PBI Pitney Bowes Inc. Buy 11.95% 4.48%
FF FutureFuel Corp. Buy 12.19% -2.12%
FUL H.B. Fuller Company Buy 12.31% -1.2%
FRD Friedman Industries, Incorporated Buy 12.04% -3.39%
SSRM SSR Mining Inc. Buy 10.26% 0%
CDE Coeur Mining, Inc. Buy 10.26% 0%
IPI Intrepid Potash, Inc. Sell -6.19% -2.26%
FCX Freeport-McMoRan Inc. Sell -5.77% 3.09%
The percentage of cash held in the portfolio is: 12.26%
New Assets Added
  • SSRM
  • CDE
Assets Removed
Asset Action Perf %
SSRM Buy All -7.23%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.42% 5.67%
WOR Worthington Industries, Inc. Buy 9.86% -0.07%
CMCL Caledonia Mining Corporation Plc Buy 9.72% -1.48%
PBI Pitney Bowes Inc. Buy 12.03% 5.31%
FF FutureFuel Corp. Buy 12.18% -2.12%
FUL H.B. Fuller Company Buy 12.18% -2.13%
FRD Friedman Industries, Incorporated Buy 12.46% 0%
IPI Intrepid Potash, Inc. Sell -6.17% -2.07%
FCX Freeport-McMoRan Inc. Sell -5.71% 4.05%
SSRM SSR Mining Inc. Sell -6.33% -2.76%
The percentage of cash held in the portfolio is: 39.37%
New Assets Added
  • FRD
Assets Removed
None
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.04% 3.13%
WOR Worthington Industries, Inc. Buy 9.93% 1.98%
CMCL Caledonia Mining Corporation Plc Buy 9.81% 0.74%
PBI Pitney Bowes Inc. Buy 12.29% 8.96%
FF FutureFuel Corp. Buy 12.29% 0%
FUL H.B. Fuller Company Buy 12.29% 0%
IPI Intrepid Potash, Inc. Sell -6.04% -1.21%
FCX Freeport-McMoRan Inc. Sell -5.7% 3.02%
SSRM SSR Mining Inc. Sell -6.09% 0%
The percentage of cash held in the portfolio is: 51.17%
New Assets Added
  • SSRM
  • FF
  • FUL
Assets Removed
None
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 10.25% 3.94%
WOR Worthington Industries, Inc. Buy 9.96% 1.02%
CMCL Caledonia Mining Corporation Plc Buy 9.95% 0.95%
PBI Pitney Bowes Inc. Buy 11.42% 0%
IPI Intrepid Potash, Inc. Sell -6.19% -2.34%
FCX Freeport-McMoRan Inc. Sell -5.95% 0%
The percentage of cash held in the portfolio is: 70.55%
New Assets Added
  • FCX
  • PBI
Assets Removed
None
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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