1D | 0.8 % |
1W | 1.3 % |
2W | -3.1 % |
1M | -8.4 % |
3M | -2.1 % |
6M | 1.0 % |
9M | -4.2 % |
1Y | -2.0 % |
Alpha
-16.8%
|
Beta
0.6
|
sharpe-R
-0.04
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:54:04 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -14.81% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 Information Technology sector. The maximum number of assets that can be allocated in this strategy is 20.
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 |
---|---|---|---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Equity | Buy | 4.88% | -0.35% | 2024-08-29 | ||
ISDR Issuer Direct Corporation | Equity | Buy | 4.87% | -0.65% | 2024-08-30 | ||
AAOI Applied Optoelectronics, Inc. | Equity | Buy | 6.18% | 28.72% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | Buy | 4.88% | -0.35% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.87% | -0.65% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 6.18% | 28.72% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
LYTS | Sell All | -0.52% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LYTS LSI Industries Inc. | Buy | 5.35% | 0.91% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.77% | -2.88% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.81% | -1.86% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 6.15% | 27.93% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
KNW | Sell All | -6.25% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KNW Know Labs, Inc. | Buy | 4.86% | -9.38% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.31% | -0.84% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.69% | -5.4% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.14% | 3.82% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.35% | 10.26% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PHUN | Sell All | 5.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PHUN Phunware, Inc. | Buy | 5.05% | -8.26% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.6% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.42% | -0.39% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.78% | -4.99% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 4.92% | -2.24% | 2024-08-30 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.14% | 4.05% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
RUN | Sell All | -10.32% |
WDC | Sell All | -7.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RUN Sunrun Inc. | Buy | 5.15% | -4.94% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 5.07% | -6.55% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.53% | -15.62% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.56% | 3.77% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.91% | -1.04% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.17% | 4.19% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 4.64% | -4.54% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.25% | 7.84% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | 10.06% |
FIVN | Sell All | -11.57% |
VIAV | Sell All | 0.12% |
ROG | Sell All | -4.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 6.36% | 18.11% | 2024-08-16 |
FIVN Five9, Inc. | Buy | 5% | -7.17% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 5.36% | -0.37% | 2024-08-16 |
ROG Rogers Corporation | Buy | 5.2% | -3.4% | 2024-08-16 |
RUN Sunrun Inc. | Buy | 4.92% | -8.64% | 2024-08-20 |
PHUN Phunware, Inc. | Buy | 4.88% | -9.4% | 2024-08-21 |
KNW Know Labs, Inc. | Buy | 4.67% | -12.5% | 2024-08-23 |
LYTS LSI Industries Inc. | Buy | 5.43% | 2.01% | 2024-08-26 |
DBD Diebold Nixdorf, Incorporated | Buy | 4.86% | -1.44% | 2024-08-29 |
ISDR Issuer Direct Corporation | Buy | 5.37% | 8.95% | 2024-08-30 |
WDC Western Digital Corporation | Buy | 4.65% | -3.86% | 2024-09-02 |
AAOI Applied Optoelectronics, Inc. | Buy | 5.22% | 8.02% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
VRNT | Sell All | -8.79% |
CMTL | Sell All | -11.11% |
ATOM | Sell All | -17.55% |
ASTI | Sell All | -49.09% |
SCSC | Sell All | -6.32% |