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Portfolio Ref: EQ155LO2W
Performance in the last:
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1D -1.6 %
1W -1.8 %
2W -2.8 %
1M -2.6 %
3M -8.2 %
6M -10.4 %
9M 4.8 %
1Y 4.3 %
Alpha
-3.7%
Beta
0.39
sharpe-R
0.18
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 07:48:43
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17%
Max. DrawDown Benchmark -8.41%

This Long Only 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 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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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
PBI Pitney Bowes Inc. Equity Buy 19.51% 2%
FRD Friedman Industries, Incorporated Equity Buy 21.58% 5.88%
SSRM SSR Mining Inc. Equity Buy 20.09% -1.47%
CDE Coeur Mining, Inc. Equity Buy 20.18% -1.02%
The percentage of cash held in the portfolio is: 18.65%
** 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
PBI Pitney Bowes Inc. Buy 19.51% 2%
FRD Friedman Industries, Incorporated Buy 21.58% 5.88%
SSRM SSR Mining Inc. Buy 20.09% -1.47%
CDE Coeur Mining, Inc. Buy 20.18% -1.02%
The percentage of cash held in the portfolio is: 18.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -12.92%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 19.75% 4.48%
FF FutureFuel Corp. Buy 18.47% -2.12%
FRD Friedman Industries, Incorporated Buy 19.46% -3.39%
SSRM SSR Mining Inc. Buy 20.16% 0%
CDE Coeur Mining, Inc. Buy 20.16% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
  • CDE
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 19.74% 5.31%
FF FutureFuel Corp. Buy 18.32% -2.12%
FRD Friedman Industries, Incorporated Buy 19.98% 0%
The percentage of cash held in the portfolio is: 41.96%
New Assets Added
  • FRD
Assets Removed
None
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
PBI Pitney Bowes Inc. Buy 19.69% 4.72%
FF FutureFuel Corp. Buy 18.17% -3.19%
The percentage of cash held in the portfolio is: 62.13%
New Assets Added
None
Assets Removed
Asset Action Perf %
MOS Sell All 3.83%
WOR Sell All 1.23%
CMCL Sell All -1.26%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 20.04% 3.13%
WOR Worthington Industries, Inc. Buy 19.82% 1.98%
CMCL Caledonia Mining Corporation Plc Buy 19.57% 0.74%
PBI Pitney Bowes Inc. Buy 20.13% 8.96%
FF FutureFuel Corp. Buy 18.44% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
Assets Removed
None
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
MOS The Mosaic Company Buy 20.54% 3.94%
WOR Worthington Industries, Inc. Buy 19.96% 1.02%
CMCL Caledonia Mining Corporation Plc Buy 19.94% 0.95%
PBI Pitney Bowes Inc. Buy 18.78% 0%
The percentage of cash held in the portfolio is: 20.78%
New Assets Added
  • PBI
Assets Removed
None
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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