1D | 1.9 % |
1W | 1.0 % |
2W | -0.4 % |
1M | -0.5 % |
3M | 2.8 % |
6M | 3.2 % |
9M | 1.4 % |
1Y | -2.3 % |
Alpha
-9.6%
|
Beta
0.28
|
sharpe-R
-0.11
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:22 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.17% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 15.
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 |
---|---|---|---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Equity | Buy | 15.91% | 21.53% | 2024-09-06 | ||
CMT Core Molding Technologies, Inc. | Equity | Sell | -6.19% | -1.86% | 2024-08-29 | ||
FMC FMC Corporation | Equity | Sell | -5.98% | -1.12% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 14.27% | 6.94% | 2024-09-06 |
CMT Core Molding Technologies, Inc. | Sell | -6.28% | -1.41% | 2024-08-29 |
FMC FMC Corporation | Sell | -6.11% | -1.39% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
SMID | Buy All | -13.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 13.28% | -0.69% | 2024-09-06 |
CMT Core Molding Technologies, Inc. | Sell | -6.24% | -0.45% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.98% | 1.02% | 2024-09-04 |
SMID Smith-Midland Corporation | Sell | -6.2% | -3.32% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
SSRM | Buy All | -7.21% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ALTO Alto Ingredients, Inc. | Buy | 12.93% | -2.78% | 2024-09-06 |
SSRM SSR Mining Inc. | Sell | -6.1% | 1.48% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -6.21% | -0.51% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.9% | 1.76% | 2024-09-04 |
SMID Smith-Midland Corporation | Sell | -5.94% | 0.38% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
TUP | Sell All | -2.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.7% | -1.68% | 2024-08-22 |
ALTO Alto Ingredients, Inc. | Buy | 13.03% | -0.69% | 2024-09-06 |
SSRM SSR Mining Inc. | Sell | -5.52% | 9.61% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -5.92% | 2.87% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.7% | 3.77% | 2024-09-04 |
SMID Smith-Midland Corporation | Sell | -5.68% | 3.45% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
AVD | Buy All | -11.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.79% | -0.84% | 2024-08-22 |
ALTO Alto Ingredients, Inc. | Buy | 13.12% | 0% | 2024-09-06 |
AVD American Vanguard Corporation | Sell | -6.71% | -9.66% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -5.69% | 7.02% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -6.03% | 1.07% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.93% | -0.03% | 2024-09-04 |
SMID Smith-Midland Corporation | Sell | -5.55% | 5.76% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.8% | -0.84% | 2024-08-22 |
AVD American Vanguard Corporation | Sell | -6.64% | -8.59% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -5.47% | 10.54% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -6.01% | 1.41% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.97% | -0.69% | 2024-09-04 |
SMID Smith-Midland Corporation | Sell | -5.89% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.64% | -2.52% | 2024-08-22 |
AVD American Vanguard Corporation | Sell | -6.47% | -5.55% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -5.56% | 9.24% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -6.1% | 0.11% | 2024-08-29 |
FMC FMC Corporation | Sell | -5.94% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
CLF | Sell All | -5.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 9.77% | 0% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 10.21% | 4.51% | 2024-08-23 |
AVD American Vanguard Corporation | Sell | -6.14% | -1.43% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -5.77% | 4.62% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -6.03% | 0% | 2024-08-29 |
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 |
AVD American Vanguard Corporation | Sell | -6% | 0% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -6% | 0% | 2024-08-28 |
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 | 12.12% | 14.25% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
PBI | Buy All | -5.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 11.09% | 4.11% | 2024-07-24 |
PBI Pitney Bowes Inc. | Sell | -5.91% | 4.12% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
CENX | Buy All | 21.73% |