1D | 0.0 % |
1W | -0.4 % |
2W | -0.8 % |
1M | -0.9 % |
3M | 1.3 % |
6M | 0.9 % |
9M | -2.9 % |
1Y | -4.3 % |
Alpha
-7.1%
|
Beta
0.08
|
sharpe-R
-0.59
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:25 |
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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | Buy | 5.93% | 3.11% | 2024-08-23 |
SUM Summit Materials, Inc. | Buy | 5.75% | 0% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLF Cleveland-Cliffs Inc. | Buy | 5.76% | 0% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
PBI | Buy All | -5.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PBI Pitney Bowes Inc. | Sell | -3.42% | 10.67% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
CDE | Buy All | 13.37% |
VHI | Sell All | -3.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 5.7% | -3.4% | 2024-07-24 |
CDE Coeur Mining, Inc. | Sell | -3.37% | 11.43% | 2024-07-30 |
PBI Pitney Bowes Inc. | Sell | -3.56% | 7.16% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
CENX | Buy All | 21.1% |
CC | Sell All | -15.54% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 6.6% | 12.6% | 2024-07-24 |
CC The Chemours Company | Buy | 5.84% | -2.34% | 2024-07-29 |
CENX Century Aluminum Company | Sell | -3.33% | 11.67% | 2024-07-22 |
CDE Coeur Mining, Inc. | Sell | -3.82% | -0.97% | 2024-07-30 |
PBI Pitney Bowes Inc. | Sell | -3.81% | 0% | 2024-07-31 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VHI Valhi, Inc. | Buy | 6.57% | 11.84% | 2024-07-24 |
CC The Chemours Company | Buy | 5.87% | -1.89% | 2024-07-29 |
CENX Century Aluminum Company | Sell | -3.51% | 7.26% | 2024-07-22 |
CDE Coeur Mining, Inc. | Sell | -3.78% | 0% | 2024-07-30 |
Asset | Action | Perf % |
---|---|---|
LWLG | Sell All | -10.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LWLG Lightwave Logic, Inc. | Buy | 5.77% | -1.32% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 6.49% | 11.01% | 2024-07-24 |
CC The Chemours Company | Buy | 5.96% | 0% | 2024-07-29 |
CENX Century Aluminum Company | Sell | -3.6% | 4.28% | 2024-07-22 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LWLG Lightwave Logic, Inc. | Buy | 5.75% | -1.84% | 2024-07-24 |
VHI Valhi, Inc. | Buy | 6.27% | 7.18% | 2024-07-24 |
CENX Century Aluminum Company | Sell | -3.55% | 5.9% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
IPI | Sell All | 6.55% |
FF | Sell All | 7.1% |
NGVT | Sell All | 5.38% |