1D | -0.1 % |
1W | -0.8 % |
2W | 0.7 % |
1M | 0.6 % |
3M | -5.8 % |
6M | -6.9 % |
9M | -3.9 % |
1Y | -1.0 % |
Alpha
-7.7%
|
Beta
0.25
|
sharpe-R
-0.08
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:48:49 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.89% |
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 25.
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 | 6.59% | 0% | 2024-09-18 | ||
UFPI UFP Industries, Inc. | Equity | Sell | -3.87% | -4.11% | 2024-08-29 | ||
TITN Titan Machinery Inc. | Equity | Sell | -3.68% | 2.95% | 2024-09-04 | ||
EVA Enviva Inc. | Equity | Sell | -2.99% | 17.83% | 2024-09-05 | ||
CYRX Cryoport, Inc. | Equity | Sell | -3.56% | 1.99% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6.59% | 0% | 2024-09-18 |
UFPI UFP Industries, Inc. | Sell | -3.87% | -4.11% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.68% | 2.95% | 2024-09-04 |
EVA Enviva Inc. | Sell | -2.99% | 17.83% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.56% | 1.99% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
KNX | Buy All | -1.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.78% | -1.4% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.79% | -2.02% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.64% | 3.74% | 2024-09-04 |
EVA Enviva Inc. | Sell | -3.07% | 15.57% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.52% | 3.15% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CAT | Buy All | -4.32% |
AMRC | Sell All | 15.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6.52% | 13.92% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.81% | -2.35% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.74% | -0.77% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.62% | 4.31% | 2024-09-04 |
EVA Enviva Inc. | Sell | -2.98% | 18.03% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.54% | 2.45% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -5.05% | -3.52% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
EVI | Buy All | -10.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6.26% | 10.54% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.58% | 2.73% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.44% | 6.26% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.67% | -0.06% | 2024-08-29 |
TITN Titan Machinery Inc. | Sell | -3.53% | 5.82% | 2024-09-04 |
EVA Enviva Inc. | Sell | -2.99% | 16.8% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.27% | 9% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -4.85% | -0.43% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
STRL | Buy All | -9.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 6% | 5.15% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.65% | 1.49% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.48% | 5.95% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.71% | -0.44% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.85% | -2.06% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.76% | 0.29% | 2024-09-04 |
EVA Enviva Inc. | Sell | -3.22% | 10.86% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.47% | 4.09% | 2024-09-05 |
CAT Caterpillar Inc. | Sell | -4.86% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.63% | -2.66% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.83% | -1.9% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.57% | 4.64% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.94% | -5.28% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.9% | -2.22% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.76% | 1.51% | 2024-09-04 |
EVA Enviva Inc. | Sell | -3.67% | 0% | 2024-09-05 |
CYRX Cryoport, Inc. | Sell | -3.67% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.65% | -1.89% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.8% | -1.67% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.59% | 3.7% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.59% | 3.85% | 2024-08-29 |
STRL Sterling Infrastructure, Inc. | Sell | -3.8% | 0% | 2024-09-04 |
TITN Titan Machinery Inc. | Sell | -3.8% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.57% | -3.66% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.8% | -1.1% | 2024-08-28 |
UFPI UFP Industries, Inc. | Sell | -3.74% | 0% | 2024-08-29 |
EVI EVI Industries, Inc. | Sell | -3.74% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.68% | -1.56% | 2024-08-27 |
KNX Knight-Swift Transportation Holdings Inc. | Sell | -3.75% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AMRC Ameresco, Inc. | Buy | 5.76% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
UFPI | Buy All | 5.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UFPI UFP Industries, Inc. | Sell | -4.35% | 4.21% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
RYI | Buy All | 17.86% |
AGCO | Buy All | 5.23% |
TPIC | Buy All | 7.98% |
PTSI | Buy All | 17.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RYI Ryerson Holding Corporation | Sell | -3% | 19.88% | 2024-08-01 |
AGCO AGCO Corporation | Sell | -3.56% | 4.71% | 2024-08-01 |
TPIC TPI Composites, Inc. | Sell | -3.5% | 6.34% | 2024-08-01 |
PTSI P.A.M. Transportation Services, Inc. | Sell | -3.14% | 16.14% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -4.3% | 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 | 6.67% | 2.68% | 2024-07-30 |
RYI Ryerson Holding Corporation | Sell | -2.98% | 20.18% | 2024-08-01 |
AGCO AGCO Corporation | Sell | -3.49% | 6.66% | 2024-08-01 |
TPIC TPI Composites, Inc. | Sell | -3.38% | 9.39% | 2024-08-01 |
PTSI P.A.M. Transportation Services, Inc. | Sell | -3.08% | 17.61% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -4.35% | 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 | 6.52% | 0.57% | 2024-07-30 |
STRL Sterling Infrastructure, Inc. | Sell | -3.91% | 1.95% | 2024-07-26 |
RYI Ryerson Holding Corporation | Sell | -2.98% | 19.92% | 2024-08-01 |
AGCO AGCO Corporation | Sell | -3.51% | 5.84% | 2024-08-01 |
TPIC TPI Composites, Inc. | Sell | -3.02% | 18.78% | 2024-08-01 |
PTSI P.A.M. Transportation Services, Inc. | Sell | -3.3% | 11.28% | 2024-08-01 |
UFPI UFP Industries, Inc. | Sell | -4.23% | 6.41% | 2024-08-02 |
Asset | Action | Perf % |
---|---|---|
ROK | Buy All | 4.89% |