1D | -0.1 % |
1W | -0.8 % |
2W | 0.3 % |
1M | 0.2 % |
3M | -11.7 % |
6M | -12.2 % |
9M | -9.8 % |
1Y | -0.5 % |
Alpha
-10.1%
|
Beta
0.36
|
sharpe-R
-0.02
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:44 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.45% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks 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 | 11.02% | 0% | 2024-09-18 | ||
UFPI UFP Industries, Inc. | Equity | Sell | -6.19% | -4.11% | 2024-08-29 | ||
TITN Titan Machinery Inc. | Equity | Sell | -6.06% | 2.95% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 11.02% | 0% | 2024-09-18 |
UFPI UFP Industries, Inc. | Sell | -6.19% | -4.11% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -6.06% | 2.95% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
KNX | Buy All | -1.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.05% | -1.4% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -6.05% | -2.02% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -6% | 3.74% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | 15.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 11.14% | 13.92% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.12% | -2.35% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -5.99% | -0.77% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -5.97% | 4.31% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
EVI | Buy All | -10.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 10.69% | 10.54% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -5.75% | 2.73% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -5.51% | 6.26% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -5.88% | -0.06% | 2024-08-29 |
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 | 9.6% | -1.89% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.08% | -1.67% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -5.72% | 3.7% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -5.72% | 3.85% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -6.24% | 0% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -6.24% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.48% | -3.66% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6.08% | -1.1% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -5.98% | 0% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -5.98% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.66% | -1.56% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -6% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 9.8% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
UFPI | Buy All | 5.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UFPI UFP Industries, Inc. | Sell | -5.85% | 4.21% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
RYI | Buy All | 17.86% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RYI Ryerson Holding Corporation | Sell | -5.13% | 19.88% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -5.77% | 5.41% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
KNX | Sell All | 3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 13.78% | 2.68% | 2024-07-30 |
RYI Ryerson Holding Corporation | Sell | -5.12% | 20.18% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -5.86% | 4.08% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
STRL | Buy All | -4.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 13.46% | 0.57% | 2024-07-30 |
STRL Sterling Infrastructure, Inc. | Sell | -6.45% | 1.95% | 2024-07-26 |
RYI Ryerson Holding Corporation | Sell | -5.12% | 19.92% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -5.7% | 6.41% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ROK | Buy All | 4.89% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 13.45% | 0.56% | 2024-07-30 |
ROK Rockwell Automation, Inc. | Sell | -6.04% | 7.96% | 2024-07-19 |
STRL Sterling Infrastructure, Inc. | Sell | -6.34% | 3.55% | 2024-07-26 |
RYI Ryerson Holding Corporation | Sell | -5.28% | 17.44% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -5.76% | 5.37% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
HLIO | Buy All | 1.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Buy | 13.11% | -1.49% | 2024-07-30 |
ROK Rockwell Automation, Inc. | Sell | -5.95% | 8.88% | 2024-07-19 |
STRL Sterling Infrastructure, Inc. | Sell | -6.09% | 6.81% | 2024-07-26 |
HLIO Helios Technologies, Inc. | Sell | -6.07% | 7.1% | 2024-07-26 |
RYI Ryerson Holding Corporation | Sell | -5.22% | 17.95% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -5.62% | 7.19% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
SSD | Sell All | -5.82% |
SAIA | Sell All | -9.55% |