1D | 0.0 % |
1W | -0.3 % |
2W | -0.9 % |
1M | -0.9 % |
3M | 1.3 % |
6M | 1.7 % |
9M | -2.9 % |
1Y | -4.8 % |
Alpha
-7.2%
|
Beta
0.08
|
sharpe-R
-0.6
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:52:26 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.59% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 Materials sector. The maximum number of assets that can be allocated in this strategy is 25.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
CMT | Buy All | -0.51% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CMT Core Molding Technologies, Inc. | Sell | -3.75% | 1.41% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
SSRM | Buy All | 2.22% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSRM SSR Mining Inc. | Sell | -3.42% | 9.61% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -3.69% | 2.87% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
AVD | Buy All | -11.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AVD American Vanguard Corporation | Sell | -3.99% | -5.55% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -3.43% | 9.24% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -3.79% | 0.11% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
CLF | Sell All | -5.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | Buy | 6.01% | 4.51% | 2024-08-23 |
AVD American Vanguard Corporation | Sell | -3.81% | -1.43% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -3.58% | 4.62% | 2024-08-28 |
CMT Core Molding Technologies, Inc. | Sell | -3.77% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | Buy | 6.27% | 9.17% | 2024-08-23 |
AVD American Vanguard Corporation | Sell | -3.75% | 0% | 2024-08-28 |
SSRM SSR Mining Inc. | Sell | -3.75% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
SUM | Sell All | -3.27% |