1D | -0.4 % |
1W | 0.3 % |
2W | 2.1 % |
1M | 0.8 % |
3M | -12.0 % |
6M | -12.8 % |
9M | -9.0 % |
1Y | 4.1 % |
Alpha
-6.1%
|
Beta
0.38
|
sharpe-R
0.23
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:52:46 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.14% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 Industrials 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 |
---|---|---|---|---|---|---|---|
AMRC Ameresco, Inc. | Equity | Buy | 13.06% | 13.92% | 2024-08-27 | ||
ASPN Aspen Aerogels, Inc. | Equity | Sell | -5.11% | 15.02% | 2024-08-23 | ||
MYRG MYR Group Inc. | Equity | Sell | -5.64% | 4.48% | 2024-08-26 | ||
KNX Knight-Swift Transportation Holdings Inc. | Equity | Sell | -6.39% | -2.35% | 2024-08-28 | ||
TITN Titan Machinery Inc. | Equity | Sell | -5.92% | 4.31% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 12.62% | 10.54% | 2024-08-27 |
ASPN Aspen Aerogels, Inc. | Sell | -4.99% | 16.66% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -5.38% | 8.52% | 2024-08-26 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.05% | 2.73% | 2024-08-28 |
TITN Titan Machinery Inc. | Sell | -5.81% | 5.82% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
STRL | Buy All | -9.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 11.42% | -1.89% | 2024-08-27 |
ASPN Aspen Aerogels, Inc. | Sell | -5.49% | 9.99% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -5.49% | 8.38% | 2024-08-26 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.45% | -1.67% | 2024-08-28 |
STRL Sterling Infrastructure, Inc. | Sell | -6.28% | 0% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -6.28% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 11.84% | 1.2% | 2024-08-27 |
ASPN Aspen Aerogels, Inc. | Sell | -6.02% | 1.85% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -5.91% | 1.95% | 2024-08-26 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.47% | -1.53% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
RYI | Buy All | 15.85% |
UFPI | Buy All | 3.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 11.56% | -1.56% | 2024-08-27 |
RYI Ryerson Holding Corporation | Sell | -5.41% | 15.8% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -6.05% | 3.77% | 2024-08-02 |
ASPN Aspen Aerogels, Inc. | Sell | -6.3% | -2.36% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -5.83% | 3.51% | 2024-08-26 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.4% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
KNX | Sell All | -1.24% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 16.58% | 1.78% | 2024-07-30 |
AMRC Ameresco, Inc. | Buy | 11.73% | 0% | 2024-08-27 |
RYI Ryerson Holding Corporation | Sell | -5.53% | 13.91% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -6.2% | 1.3% | 2024-08-02 |
ASPN Aspen Aerogels, Inc. | Sell | -6.37% | -3.52% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -6.08% | -0.7% | 2024-08-26 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 16.82% | 3.69% | 2024-07-30 |
RYI Ryerson Holding Corporation | Sell | -5.45% | 14.84% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -6.2% | 0.94% | 2024-08-02 |
ASPN Aspen Aerogels, Inc. | Sell | -6.32% | -3.11% | 2024-08-23 |
MYRG MYR Group Inc. | Sell | -6.02% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
STRL | Buy All | -7.31% |