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Portfolio Ref: EQ3015LS1M
Performance in the last:
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1D -1.9 %
1W -5.7 %
2W -2.9 %
1M -3.0 %
3M -3.9 %
6M -5.8 %
9M 0.2 %
1Y 4.5 %
Alpha
-4.5%
Beta
0.28
sharpe-R
0.26
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:30:10
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9.94%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 15.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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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
PLPC Preformed Line Products Company Equity Buy 12.15% 8.11%
BDC Belden Inc. Equity Buy 12.09% 0.15%
NATR Nature's Sunshine Products, Inc. Equity Buy 15.12% 12.52%
ELF e.l.f. Beauty, Inc. Equity Buy 13.78% 2.52%
ANDE The Andersons, Inc. Equity Buy 13.23% -2.74%
FARM Farmer Bros. Co. Equity Buy 12.77% -6.1%
NAII Natural Alternatives International, Inc. Equity Buy 13.52% -2.43%
ENS EnerSys Equity Sell -5.95% 4.83%
BGS B&G Foods, Inc. Equity Sell -5.41% 11.32%
CELH Celsius Holdings, Inc. Equity Sell -7.96% 4.12%
KAVL Kaival Brands Innovations Group, Inc. Equity Sell -4.85% 6.84%
The percentage of cash held in the portfolio is: 31.49%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 12.1% 6.5%
BDC Belden Inc. Buy 12.22% 0.15%
NATR Nature's Sunshine Products, Inc. Buy 15.26% 12.31%
ELF e.l.f. Beauty, Inc. Buy 14.25% 4.86%
ANDE The Andersons, Inc. Buy 13.26% -3.56%
FARM Farmer Bros. Co. Buy 12.59% -8.45%
NAII Natural Alternatives International, Inc. Buy 13.21% -5.74%
ENS EnerSys Sell -6.01% 4.98%
BGS B&G Foods, Inc. Sell -5.54% 10.04%
CELH Celsius Holdings, Inc. Sell -7.93% 5.57%
KAVL Kaival Brands Innovations Group, Inc. Sell -5.26% 0%
The percentage of cash held in the portfolio is: 31.84%
New Assets Added
  • KAVL
Assets Removed
Asset Action Perf %
MGPI Buy All 25.25%
SANW Buy All -34.36%
SAM Sell All 4.35%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 11.02% 3.98%
PLPC Preformed Line Products Company Buy 11.62% 5.38%
BDC Belden Inc. Buy 11.83% -0.14%
NATR Nature's Sunshine Products, Inc. Buy 14.72% 11.6%
ELF e.l.f. Beauty, Inc. Buy 13.94% 5.68%
ANDE The Andersons, Inc. Buy 13.19% -1.21%
FARM Farmer Bros. Co. Buy 12.41% -7.04%
NAII Natural Alternatives International, Inc. Buy 12.94% -4.86%
MGPI MGP Ingredients, Inc. Sell -4.79% 21.11%
ENS EnerSys Sell -5.96% 2.94%
BGS B&G Foods, Inc. Sell -5.29% 11.6%
CELH Celsius Holdings, Inc. Sell -7.27% 10.76%
SANW S&W Seed Company Sell -6.87% 0%
The percentage of cash held in the portfolio is: 28.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 11.08% 7.37%
PLPC Preformed Line Products Company Buy 11.81% 9.9%
BDC Belden Inc. Buy 11.67% 1.11%
NATR Nature's Sunshine Products, Inc. Buy 14.46% 12.52%
ELF e.l.f. Beauty, Inc. Buy 13.63% 6.07%
ANDE The Andersons, Inc. Buy 12.5% -3.86%
FARM Farmer Bros. Co. Buy 12.58% -3.29%
COTY Coty Inc. Buy 13.45% 1.61%
NAII Natural Alternatives International, Inc. Buy 13.25% 0%
MGPI MGP Ingredients, Inc. Sell -4.82% 18.48%
ENS EnerSys Sell -5.87% 1.77%
BGS B&G Foods, Inc. Sell -5.19% 11.03%
CELH Celsius Holdings, Inc. Sell -7.4% 6.82%
SANW S&W Seed Company Sell -6.4% 4.41%
The percentage of cash held in the portfolio is: 15.25%
New Assets Added
  • NAII
Assets Removed
None
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 10.81% 6.22%
PLPC Preformed Line Products Company Buy 11.96% 12.87%
BDC Belden Inc. Buy 11.89% 4.51%
NATR Nature's Sunshine Products, Inc. Buy 14.64% 15.54%
ELF e.l.f. Beauty, Inc. Buy 14.33% 13.15%
ANDE The Andersons, Inc. Buy 12.33% -3.84%
FARM Farmer Bros. Co. Buy 12.46% -2.82%
COTY Coty Inc. Buy 13.05% 0%
MGPI MGP Ingredients, Inc. Sell -4.79% 17.86%
ENS EnerSys Sell -5.89% 0.09%
BGS B&G Foods, Inc. Sell -5.28% 8.06%
CELH Celsius Holdings, Inc. Sell -7.3% 6.71%
SANW S&W Seed Company Sell -6.31% 4.41%
The percentage of cash held in the portfolio is: 28.1%
New Assets Added
  • COTY
Assets Removed
None
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 10.55% 4.84%
PLPC Preformed Line Products Company Buy 11.99% 14.42%
BDC Belden Inc. Buy 12.02% 6.84%
NATR Nature's Sunshine Products, Inc. Buy 15.36% 22.57%
ELF e.l.f. Beauty, Inc. Buy 14.48% 15.58%
ANDE The Andersons, Inc. Buy 12.57% -0.86%
FARM Farmer Bros. Co. Buy 12.32% -2.82%
MGPI MGP Ingredients, Inc. Sell -4.81% 16.52%
ENS EnerSys Sell -5.89% -1.09%
BGS B&G Foods, Inc. Sell -5.43% 4.53%
CELH Celsius Holdings, Inc. Sell -7.34% 5.22%
SANW S&W Seed Company Sell -6.53% 0%
The percentage of cash held in the portfolio is: 40.7%
New Assets Added
  • SANW
Assets Removed
Asset Action Perf %
KAVL Buy All -2.2%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SAM The Boston Beer Company, Inc. Buy 10.75% 3.19%
PLPC Preformed Line Products Company Buy 12.23% 12.83%
BDC Belden Inc. Buy 12.44% 6.85%
NATR Nature's Sunshine Products, Inc. Buy 13.58% 4.78%
ELF e.l.f. Beauty, Inc. Buy 13.42% 3.56%
ANDE The Andersons, Inc. Buy 13.12% 0%
FARM Farmer Bros. Co. Buy 13.12% 0%
MGPI MGP Ingredients, Inc. Sell -4.91% 17.72%
ENS EnerSys Sell -5.93% 1.62%
BGS B&G Foods, Inc. Sell -5.4% 8.2%
KAVL Kaival Brands Innovations Group, Inc. Sell -5.76% 2.09%
CELH Celsius Holdings, Inc. Sell -8.01% 0%
The percentage of cash held in the portfolio is: 41.35%
New Assets Added
  • CELH
  • ANDE
  • FARM
Assets Removed
Asset Action Perf %
FLUX Buy All -12.18%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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