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Portfolio Ref: EQ205LO2W
Performance in the last:
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1D -1.4 %
1W -3.7 %
2W -5.7 %
1M 5.0 %
3M 2.1 %
6M 2.9 %
9M -7.1 %
1Y 11.8 %
Alpha
5.0%
Beta
0.41
sharpe-R
0.68
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:49:05
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.2%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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 5.

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
4
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
BCO The Brink's Company Equity Buy 20.03% -2.73%
UAL United Airlines Holdings, Inc. Equity Buy 19.98% -3.17%
AIT Applied Industrial Technologies, Inc. Equity Buy 20.22% -1.96%
PRG PROG Holdings, Inc. Equity Buy 20.25% -1.83%
The percentage of cash held in the portfolio is: 19.52%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 20.03% -2.73%
UAL United Airlines Holdings, Inc. Buy 19.98% -3.17%
AIT Applied Industrial Technologies, Inc. Buy 20.22% -1.96%
PRG PROG Holdings, Inc. Buy 20.25% -1.83%
The percentage of cash held in the portfolio is: 19.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
REVG Sell All -3.72%
Assets Rebalanced
None
2025-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 20.08% -1.08%
UAL United Airlines Holdings, Inc. Buy 19.88% -2.24%
AIT Applied Industrial Technologies, Inc. Buy 20.05% -1.36%
PRG PROG Holdings, Inc. Buy 20.08% -1.22%
REVG REV Group, Inc. Buy 17.9% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • REVG
Assets Removed
Asset Action Perf %
CYRX Sell All -12.02%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 20.18% 1.61%
CYRX Cryoport, Inc. Buy 17.92% -9.8%
UAL United Airlines Holdings, Inc. Buy 20.11% 1.05%
AIT Applied Industrial Technologies, Inc. Buy 19.89% 0%
PRG PROG Holdings, Inc. Buy 19.89% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AIT
  • PRG
Assets Removed
None
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 19.79% -0.76%
CYRX Cryoport, Inc. Buy 18.27% -8.4%
UAL United Airlines Holdings, Inc. Buy 19.98% 0%
The percentage of cash held in the portfolio is: 41.96%
New Assets Added
  • UAL
Assets Removed
Asset Action Perf %
EVI Sell All -1.37%
Assets Rebalanced
None
2025-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 19.62% -1.06%
CYRX Cryoport, Inc. Buy 18.53% -6.53%
EVI EVI Industries, Inc. Buy 19.95% 0%
The percentage of cash held in the portfolio is: 41.9%
New Assets Added
  • EVI
Assets Removed
Asset Action Perf %
BBCP Sell All 12.3%
Assets Rebalanced
None
2025-01-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
BBCP Concrete Pumping Holdings, Inc. Buy 21.28% 22.16%
BCO The Brink's Company Buy 18.91% -1.84%
CYRX Cryoport, Inc. Buy 19.27% 0%
The percentage of cash held in the portfolio is: 40.54%
New Assets Added
  • CYRX
Assets Removed
None
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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