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All portfolios and performance
Portfolio Ref: EQ3010LO2W
Performance in the last:
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1D 1.6 %
1W 1.2 %
2W 0.2 %
1M 1.9 %
3M -4.4 %
6M -0.3 %
9M 3.8 %
1Y 7.7 %
Alpha
-2.6%
Beta
0.29
sharpe-R
0.35
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 06:53:17
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9.58%
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 Consumer Staples sector. The maximum number of assets that can be allocated in this strategy is 10.

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
3
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
BGS B&G Foods, Inc. Equity Buy 10.15% 4.7%
STKL SunOpta Inc. Equity Buy 11.47% 18.33%
The percentage of cash held in the portfolio is: 78.38%
** 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
BGS B&G Foods, Inc. Buy 9.44% -4.12%
STKL SunOpta Inc. Buy 10.95% 11.21%
The percentage of cash held in the portfolio is: 79.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBSS Sell All -4.48%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBSS John B. Sanfilippo & Son, Inc. Buy 9.74% -2.37%
BGS B&G Foods, Inc. Buy 9.45% -3.67%
STKL SunOpta Inc. Buy 10.98% 11.92%
The percentage of cash held in the portfolio is: 69.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
SAM Sell All -3.77%
WMK Sell All 1.94%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
WMK Weis Markets, Inc. Buy 9.94% 2.06%
JBSS John B. Sanfilippo & Son, Inc. Buy 10.02% 0.4%
SAM The Boston Beer Company, Inc. Buy 9.95% 1.26%
BGS B&G Foods, Inc. Buy 9.79% -0.34%
STKL SunOpta Inc. Buy 9.8% -0.18%
The percentage of cash held in the portfolio is: 50.5%
New Assets Added
None
Assets Removed
Asset Action Perf %
ANDE Sell All -5.48%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANDE The Andersons, Inc. Buy 9.45% -2.87%
WMK Weis Markets, Inc. Buy 9.88% 1.56%
JBSS John B. Sanfilippo & Son, Inc. Buy 10% 0.39%
SAM The Boston Beer Company, Inc. Buy 9.83% 0.26%
BGS B&G Foods, Inc. Buy 9.81% 0%
STKL SunOpta Inc. Buy 9.81% 0%
The percentage of cash held in the portfolio is: 41.23%
New Assets Added
  • BGS
  • STKL
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANDE The Andersons, Inc. Buy 9.36% -3.86%
WMK Weis Markets, Inc. Buy 9.93% 2.08%
JBSS John B. Sanfilippo & Son, Inc. Buy 10.03% 0.6%
SAM The Boston Beer Company, Inc. Buy 9.81% 0%
The percentage of cash held in the portfolio is: 60.87%
New Assets Added
  • SAM
Assets Removed
Asset Action Perf %
FLUX Sell All -9.06%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ANDE The Andersons, Inc. Buy 9.73% 0.79%
WMK Weis Markets, Inc. Buy 9.81% 1.65%
FLUX Flux Power Holdings, Inc. Buy 9.23% -4.39%
JBSS John B. Sanfilippo & Son, Inc. Buy 9.89% 0%
The percentage of cash held in the portfolio is: 61.34%
New Assets Added
  • JBSS
Assets Removed
Asset Action Perf %
HAIN Sell All 17.13%
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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