1D | 0.5 % |
1W | 0.9 % |
2W | -0.6 % |
1M | 0.4 % |
3M | 2.1 % |
6M | 5.1 % |
9M | 9.2 % |
1Y | 11.8 % |
Alpha
-4.3%
|
Beta
0.59
|
sharpe-R
0.74
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:52:40 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.41% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FWRD Forward Air Corporation | Buy | 4.81% | -2.12% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.96% | 0.92% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
AAL | Sell All | 1.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAL American Airlines Group Inc. | Buy | 5.04% | 1.69% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 4.69% | -5.01% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.71% | -4.54% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
GLDD | Sell All | -6.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.7% | -4.98% | 2024-08-27 |
AAL American Airlines Group Inc. | Buy | 4.94% | 0.09% | 2024-09-02 |
FWRD Forward Air Corporation | Buy | 4.91% | 0% | 2024-09-05 |
SAIA Saia, Inc. | Buy | 4.91% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CIX | Sell All | 5.73% |
CECO | Sell All | -9.53% |
ROK | Sell All | -5.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 5.32% | 8.97% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.94% | 1.12% | 2024-08-27 |
CECO CECO Environmental Corp. | Buy | 4.87% | 0% | 2024-09-02 |
ROK Rockwell Automation, Inc. | Buy | 4.87% | 0% | 2024-09-02 |
AAL American Airlines Group Inc. | Buy | 4.87% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CIX CompX International Inc. | Buy | 5.07% | 3.43% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.95% | 1.12% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AMRC | Sell All | -2.32% |
WNC | Sell All | -1.74% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 4.97% | 1.38% | 2024-08-26 |
WNC Wabash National Corporation | Buy | 4.9% | 0.05% | 2024-08-26 |
CIX CompX International Inc. | Buy | 4.84% | -1.2% | 2024-08-26 |
GLDD Great Lakes Dredge & Dock Corporation | Buy | 4.9% | 0% | 2024-08-27 |