1D | -2.1 % |
1W | -1.4 % |
2W | -2.2 % |
1M | -1.7 % |
3M | -3.1 % |
6M | -0.3 % |
9M | 4.2 % |
1Y | 3.1 % |
Alpha
-4.6%
|
Beta
0.3
|
sharpe-R
0.32
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:19 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.02% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
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 | 5.57% | 11.11% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
TUP | Sell All | -57.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 4.88% | -0.84% | 2024-08-22 |
ALTO Alto Ingredients, Inc. | Buy | 4.9% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 4.8% | -2.52% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
CLF | Sell All | -5.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 5.16% | 5.88% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 5.32% | 9.17% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
SUM | Sell All | -3.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 5.09% | 4.2% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 5.03% | 3.11% | 2024-08-23 |
SUM Summit Materials, Inc. | Buy | 4.88% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 5.02% | 2.52% | 2024-08-22 |
CLF Cleveland-Cliffs Inc. | Buy | 4.89% | 0% | 2024-08-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TUP Tupperware Brands Corporation | Buy | 4.9% | 0% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
VHI | Sell All | 44.22% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 5.01% | -0.33% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
FF | Sell All | -9.6% |
NGVT | Sell All | -18.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FF FutureFuel Corp. | Buy | 4.98% | -0.58% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 4.74% | -5.29% | 2024-07-12 |
VHI Valhi, Inc. | Buy | 4.81% | -3.4% | 2024-07-24 |
Asset | Action | Perf % |
---|---|---|
HL | Sell All | -4.63% |
IPI | Sell All | -5.42% |
CC | Sell All | -15.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HL Hecla Mining Company | Buy | 5.25% | 8.69% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 5.11% | 5.74% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 5.14% | 6.33% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 5.12% | 6% | 2024-07-12 |
VHI Valhi, Inc. | Buy | 5.41% | 12.6% | 2024-07-24 |
CC The Chemours Company | Buy | 4.69% | -2.34% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
PBI | Sell All | 10.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBI Pitney Bowes Inc. | Buy | 5.42% | 12.1% | 2024-07-02 |
HL Hecla Mining Company | Buy | 5.23% | 8.11% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 5.07% | 4.9% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 5.14% | 6.33% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 5.08% | 5.08% | 2024-07-12 |
VHI Valhi, Inc. | Buy | 5.37% | 11.84% | 2024-07-24 |
CC The Chemours Company | Buy | 4.71% | -1.89% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
LWLG | Sell All | -10.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBI Pitney Bowes Inc. | Buy | 5.44% | 13.28% | 2024-07-02 |
HL Hecla Mining Company | Buy | 5.23% | 9.07% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 5.19% | 8.15% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 5.1% | 6.33% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 5.09% | 6.21% | 2024-07-12 |
LWLG Lightwave Logic, Inc. | Buy | 4.7% | -1.32% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 5.29% | 11.01% | 2024-07-24 |
CC The Chemours Company | Buy | 4.77% | 0% | 2024-07-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBI Pitney Bowes Inc. | Buy | 5.46% | 13.45% | 2024-07-02 |
HL Hecla Mining Company | Buy | 5.52% | 14.67% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 5.06% | 5.14% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 5.11% | 6.14% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 5.08% | 5.45% | 2024-07-12 |
LWLG Lightwave Logic, Inc. | Buy | 4.78% | 0% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 4.78% | 0% | 2024-07-24 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBI Pitney Bowes Inc. | Buy | 5.57% | 15.29% | 2024-07-02 |
HL Hecla Mining Company | Buy | 5.6% | 16.02% | 2024-07-04 |
IPI Intrepid Potash, Inc. | Buy | 4.84% | 0.28% | 2024-07-12 |
FF FutureFuel Corp. | Buy | 5% | 3.45% | 2024-07-12 |
NGVT Ingevity Corporation | Buy | 5.01% | 3.66% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
FCX | Sell All | -9.34% |