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All portfolios and performance
Portfolio Ref: EQ2020LO1M
Performance in the last:
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1D 0.5 %
1W 0.9 %
2W -0.2 %
1M 1.3 %
3M 0.3 %
6M 1.6 %
9M 2.6 %
1Y 6.6 %
Alpha
-10.6%
Beta
0.63
sharpe-R
0.39
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:52:41
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.68%
Max. DrawDown Benchmark -8.41%

This Long Only 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 20.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
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
2
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
FWRD Forward Air Corporation Equity Buy 5.17% 5.7%
SAIA Saia, Inc. Equity Buy 5.07% 3.64%
The percentage of cash held in the portfolio is: 89.75%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
FWRD Forward Air Corporation Buy 4.82% -2.12%
SAIA Saia, Inc. Buy 4.96% 0.92%
The percentage of cash held in the portfolio is: 90.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAL Sell All 1.41%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AAL American Airlines Group Inc. Buy 5.06% 1.69%
FWRD Forward Air Corporation Buy 4.69% -5.01%
SAIA Saia, Inc. Buy 4.72% -4.54%
The percentage of cash held in the portfolio is: 85.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
GLDD Sell All -6.81%
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GLDD Great Lakes Dredge & Dock Corporation Buy 4.56% -4.98%
AAL American Airlines Group Inc. Buy 4.95% 0.09%
FWRD Forward Air Corporation Buy 4.92% 0%
SAIA Saia, Inc. Buy 4.92% 0%
The percentage of cash held in the portfolio is: 80.65%
New Assets Added
  • FWRD
  • SAIA
Assets Removed
Asset Action Perf %
CIX Sell All 5.73%
CECO Sell All -9.53%
ROK Sell All -5.65%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIX CompX International Inc. Buy 5.17% 8.97%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.8% 1.12%
CECO CECO Environmental Corp. Buy 4.89% 0%
ROK Rockwell Automation, Inc. Buy 4.89% 0%
AAL American Airlines Group Inc. Buy 4.89% 0%
The percentage of cash held in the portfolio is: 75.36%
New Assets Added
  • CECO
  • ROK
  • AAL
Assets Removed
Asset Action Perf %
EVA Sell All 24.88%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVA Enviva Inc. Buy 5.93% 25.59%
CIX CompX International Inc. Buy 4.92% 3.43%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.81% 1.12%
The percentage of cash held in the portfolio is: 84.35%
New Assets Added
None
Assets Removed
Asset Action Perf %
AMRC Sell All -2.32%
WNC Sell All -1.74%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVA Enviva Inc. Buy 5.84% 23.93%
AMRC Ameresco, Inc. Buy 4.74% -0.2%
WNC Wabash National Corporation Buy 4.67% -1.74%
CIX CompX International Inc. Buy 4.9% 3.1%
GLDD Great Lakes Dredge & Dock Corporation Buy 4.89% 2.95%
The percentage of cash held in the portfolio is: 74.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
IESC Sell All 25.83%
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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