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Portfolio Ref: EQ2015LS1M
Performance in the last:
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1D 0.7 %
1W 1.7 %
2W 1.4 %
1M -2.7 %
3M 2.2 %
6M -11.6 %
9M -10.9 %
1Y -5.7 %
Alpha
-13.8%
Beta
0.32
sharpe-R
-0.24
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:29:16
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..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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
BECN Beacon Roofing Supply, Inc. Equity Buy 10.45% 8.16%
CRS Carpenter Technology Corporation Equity Buy 9.81% 1.46%
RBC RBC Bearings Incorporated Equity Buy 9.91% 2.51%
SXI Standex International Corporation Equity Buy 9.37% -3.08%
CVLG Covenant Logistics Group, Inc. Equity Buy 9.57% -0.96%
FTAI FTAI Aviation Ltd. Equity Buy 20.52% 14.12%
BWXT BWX Technologies, Inc. Equity Buy 30.61% 4.17%
TPIC TPI Composites, Inc. Equity Buy 7.47% -15.97%
SPR Spirit AeroSystems Holdings, Inc. Equity Sell -6.01% -3.47%
MMS Maximus, Inc. Equity Sell -5.2% 10.36%
FC Franklin Covey Co. Equity Sell -5.46% 6.02%
ATRO Astronics Corporation Equity Sell -5.42% 5.03%
The percentage of cash held in the portfolio is: 14.37%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.45% 8.16%
CRS Carpenter Technology Corporation Buy 9.81% 1.46%
RBC RBC Bearings Incorporated Buy 9.91% 2.51%
SXI Standex International Corporation Buy 9.37% -3.08%
CVLG Covenant Logistics Group, Inc. Buy 9.57% -0.96%
FTAI FTAI Aviation Ltd. Buy 20.52% 14.12%
BWXT BWX Technologies, Inc. Buy 30.61% 4.17%
TPIC TPI Composites, Inc. Buy 7.47% -15.97%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.01% -3.47%
MMS Maximus, Inc. Sell -5.2% 10.36%
FC Franklin Covey Co. Sell -5.46% 6.02%
ATRO Astronics Corporation Sell -5.42% 5.03%
The percentage of cash held in the portfolio is: 14.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
VVX Buy All 7.07%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 9.68% -1.96%
CRS Carpenter Technology Corporation Buy 9.73% -1.46%
RBC RBC Bearings Incorporated Buy 9.78% -0.96%
SXI Standex International Corporation Buy 9.72% -1.62%
CVLG Covenant Logistics Group, Inc. Buy 9.97% 0.96%
FTAI FTAI Aviation Ltd. Buy 19.41% 5.61%
BWXT BWX Technologies, Inc. Buy 30.44% 1.35%
TPIC TPI Composites, Inc. Buy 8.29% -8.82%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.9% 0.52%
MMS Maximus, Inc. Sell -5.23% 11.87%
FC Franklin Covey Co. Sell -5.66% 4.5%
VVX V2X, Inc. Sell -5% 14.37%
ATRO Astronics Corporation Sell -5.33% 8.57%
The percentage of cash held in the portfolio is: 20.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
FWRD Sell All -8.97%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 9.75% 0.23%
CRS Carpenter Technology Corporation Buy 9.39% -3.43%
RBC RBC Bearings Incorporated Buy 9.63% -0.96%
SXI Standex International Corporation Buy 9.57% -1.65%
FWRD Forward Air Corporation Buy 9.25% -4.88%
CVLG Covenant Logistics Group, Inc. Buy 10.05% 3.33%
FTAI FTAI Aviation Ltd. Buy 19.02% 5.09%
BWXT BWX Technologies, Inc. Buy 30.45% 2.94%
TPIC TPI Composites, Inc. Buy 8.95% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.72% 2.07%
MMS Maximus, Inc. Sell -5.27% 9.76%
FC Franklin Covey Co. Sell -5.71% 2.21%
VVX V2X, Inc. Sell -5.13% 10.67%
ATRO Astronics Corporation Sell -5.17% 10.01%
The percentage of cash held in the portfolio is: 10.95%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
RYI Sell All -6.39%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.14% 3.11%
CRS Carpenter Technology Corporation Buy 9.76% -0.79%
RYI Ryerson Holding Corporation Buy 9.43% -4.13%
RBC RBC Bearings Incorporated Buy 9.8% -0.36%
SXI Standex International Corporation Buy 9.82% -0.14%
FWRD Forward Air Corporation Buy 9.03% -8.12%
CVLG Covenant Logistics Group, Inc. Buy 10.41% 5.88%
FTAI FTAI Aviation Ltd. Buy 19.69% 7.62%
BWXT BWX Technologies, Inc. Buy 30.47% 1.89%
SPR Spirit AeroSystems Holdings, Inc. Sell -5.94% -0.58%
MMS Maximus, Inc. Sell -5.95% -0.78%
FC Franklin Covey Co. Sell -6.24% -5.62%
VVX V2X, Inc. Sell -5.91% -1.76%
ATRO Astronics Corporation Sell -5.42% 6.74%
The percentage of cash held in the portfolio is: 10.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
TEX Sell All -9.18%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.17% 2.51%
CRS Carpenter Technology Corporation Buy 9.87% -0.53%
RYI Ryerson Holding Corporation Buy 9.64% -2.83%
TEX Terex Corporation Buy 9.44% -4.91%
RBC RBC Bearings Incorporated Buy 10.03% 1.05%
SXI Standex International Corporation Buy 10.08% 1.6%
FWRD Forward Air Corporation Buy 9.26% -6.65%
CVLG Covenant Logistics Group, Inc. Buy 10% 0.8%
FTAI FTAI Aviation Ltd. Buy 19.33% 4.7%
BWXT BWX Technologies, Inc. Buy 30.17% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6.02% -0.94%
MMS Maximus, Inc. Sell -6.07% -1.91%
FC Franklin Covey Co. Sell -6.19% -3.81%
VVX V2X, Inc. Sell -5.86% 0%
ATRO Astronics Corporation Sell -5.86% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VVX
  • ATRO
  • BWXT
Assets Removed
None
Assets Rebalanced
None
2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
BECN Beacon Roofing Supply, Inc. Buy 10.14% 1.48%
CRS Carpenter Technology Corporation Buy 9.81% -1.85%
RYI Ryerson Holding Corporation Buy 9.72% -2.68%
TEX Terex Corporation Buy 9.6% -3.87%
RBC RBC Bearings Incorporated Buy 10.03% 0.38%
SXI Standex International Corporation Buy 10.03% 0.39%
FWRD Forward Air Corporation Buy 9.71% -2.82%
CVLG Covenant Logistics Group, Inc. Buy 9.79% -2.02%
FTAI FTAI Aviation Ltd. Buy 18.59% 0%
SPR Spirit AeroSystems Holdings, Inc. Sell -6% 0%
MMS Maximus, Inc. Sell -6% 0%
FC Franklin Covey Co. Sell -6% 0%
The percentage of cash held in the portfolio is: 20.59%
New Assets Added
  • SPR
  • MMS
  • FC
  • FTAI
Assets Removed
Asset Action Perf %
WMS Sell All -2.76%
TRC Sell All -5.66%
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

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