1D | 2.0 % |
1W | 0.8 % |
2W | 0.5 % |
1M | -12.1 % |
3M | 4.3 % |
6M | -7.5 % |
9M | -6.1 % |
1Y | -13.6 % |
Alpha
-31.7%
|
Beta
0.59
|
sharpe-R
-0.55
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:53:04 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -24.99% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 Consumer Discretionary 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 |
---|---|---|---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 17.85% | 22.59% | 2024-09-06 | ||
THRM Gentherm Incorporated | Equity | Sell | -6.62% | -1.62% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 17.85% | 22.59% | 2024-09-06 |
THRM Gentherm Incorporated | Sell | -6.62% | -1.62% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
UEIC | Buy All | -3.57% |
MBUU | Sell All | 5.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MBUU Malibu Boats, Inc. | Buy | 16.05% | 1.9% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 16.4% | 10.88% | 2024-09-06 |
THRM Gentherm Incorporated | Sell | -6.48% | 1.98% | 2024-09-06 |
UEIC Universal Electronics Inc. | Sell | -6.31% | 4.57% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 15.14% | -4.04% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 16.02% | 1.24% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 15.79% | 6.28% | 2024-09-06 |
THRM Gentherm Incorporated | Sell | -6.46% | 2.76% | 2024-09-06 |
UEIC Universal Electronics Inc. | Sell | -6.24% | 6.02% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
RRGB | Buy All | 8.85% |
LQDT | Buy All | -1.53% |
CTRN | Buy All | -2.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 17.44% | 12.74% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.2% | -2.03% | 2024-09-02 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.93% | 2.51% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.06% | 10.32% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.62% | 0.46% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.52% | 2.23% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -6.36% | 2.4% | 2024-09-06 |
UEIC Universal Electronics Inc. | Sell | -6.13% | 5.8% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
WWW | Sell All | NA |
DLA | Sell All | NA |
UAA | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WWW Wolverine World Wide, Inc. | Buy | 12.3% | 2.87% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 17.3% | 11.2% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.52% | -0.47% | 2024-09-02 |
UAA Under Armour, Inc. | Buy | 12.65% | -5.35% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.64% | 0% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.26% | 7.37% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.54% | 2.41% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.57% | 1.89% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -6.49% | 0.81% | 2024-09-06 |
UEIC Universal Electronics Inc. | Sell | -6.58% | -0.56% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
BNED | Sell All | -8.74% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BNED Barnes & Noble Education, Inc. | Buy | 12.66% | -5.36% | 2024-08-26 |
WWW Wolverine World Wide, Inc. | Buy | 12.03% | 0.37% | 2024-08-27 |
DLA Delta Apparel, Inc. | Buy | 0.16% | -98.67% | 2024-08-27 |
GME GameStop Corp. | Buy | 16.23% | 4.09% | 2024-08-30 |
MBUU Malibu Boats, Inc. | Buy | 15.38% | -1.65% | 2024-09-02 |
UAA Under Armour, Inc. | Buy | 12.8% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 14.68% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 14.68% | 0% | 2024-09-06 |
RRGB Red Robin Gourmet Burgers, Inc. | Sell | -5.49% | 3.54% | 2024-08-29 |
LQDT Liquidity Services, Inc. | Sell | -5.74% | -0.93% | 2024-08-29 |
CTRN Citi Trends, Inc. | Sell | -5.64% | 0.84% | 2024-08-29 |
THRM Gentherm Incorporated | Sell | -6.56% | 0% | 2024-09-06 |
UEIC Universal Electronics Inc. | Sell | -6.56% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
JILL | Buy All | 20.39% |
RGS | Sell All | -19.17% |