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Portfolio Ref: EQ5015LS3W
Performance in the last:
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1D 0.0 %
1W 0.1 %
2W -0.4 %
1M 0.3 %
3M 0.7 %
6M -7.0 %
9M 2.4 %
1Y 12.7 %
Alpha
7.3%
Beta
0.18
sharpe-R
0.79
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:01:52
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.26%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 Communication Services 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
RBBN Ribbon Communications Inc. Equity Buy 15.1% 22.14%
CMCSA Comcast Corporation Equity Buy 12.89% 4.27%
LPTV Loop Media, Inc. Equity Buy 10.74% -10.91%
CHTR Charter Communications, Inc. Equity Buy 11.08% -0.14%
IAC IAC/InterActiveCorp Equity Buy 10.87% -1.98%
SBGI Sinclair Broadcast Group, Inc. Equity Buy 9.92% 0%
QNST QuinStreet, Inc. Equity Sell -5.76% 4.51%
DIS The Walt Disney Company Equity Sell -6.54% -1.01%
The percentage of cash held in the portfolio is: 41.7%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RBBN Ribbon Communications Inc. Buy 15.1% 22.14%
CMCSA Comcast Corporation Buy 12.89% 4.27%
LPTV Loop Media, Inc. Buy 10.74% -10.91%
CHTR Charter Communications, Inc. Buy 11.08% -0.14%
IAC IAC/InterActiveCorp Buy 10.87% -1.98%
SBGI Sinclair Broadcast Group, Inc. Buy 9.92% 0%
QNST QuinStreet, Inc. Sell -5.76% 4.51%
DIS The Walt Disney Company Sell -6.54% -1.01%
The percentage of cash held in the portfolio is: 41.7%
New Assets Added
  • SBGI
Assets Removed
Asset Action Perf %
DJCO Buy All 4.26%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
RBBN Ribbon Communications Inc. Buy 14.71% 19.05%
CMCSA Comcast Corporation Buy 12.88% 4.24%
LPTV Loop Media, Inc. Buy 10.94% -9.09%
CHTR Charter Communications, Inc. Buy 11.08% 0%
IAC IAC/InterActiveCorp Buy 11.08% 0%
DJCO Daily Journal Corporation Sell -5.75% 5.72%
QNST QuinStreet, Inc. Sell -5.87% 2.66%
DIS The Walt Disney Company Sell -6.49% -0.28%
The percentage of cash held in the portfolio is: 57.41%
New Assets Added
  • CHTR
  • IAC
Assets Removed
Asset Action Perf %
MGNI Sell All 12.27%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
MGNI Magnite, Inc. Buy 12.67% 18.15%
RBBN Ribbon Communications Inc. Buy 12.87% 3.1%
CMCSA Comcast Corporation Buy 12.84% 2.83%
LPTV Loop Media, Inc. Buy 11.06% -9.09%
DJCO Daily Journal Corporation Sell -5.4% 12.39%
QNST QuinStreet, Inc. Sell -5.9% 3.16%
DIS The Walt Disney Company Sell -6.53% 0.05%
The percentage of cash held in the portfolio is: 68.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
IAC Buy All -4.5%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
MGNI Magnite, Inc. Buy 12.53% 18.78%
RBBN Ribbon Communications Inc. Buy 12.48% 1.67%
CMCSA Comcast Corporation Buy 12.47% 1.56%
LPTV Loop Media, Inc. Buy 12.61% 5.45%
IAC IAC/InterActiveCorp Sell -5.98% 0.36%
DJCO Daily Journal Corporation Sell -5.34% 11.78%
QNST QuinStreet, Inc. Sell -5.82% 2.78%
DIS The Walt Disney Company Sell -6.43% 0%
The percentage of cash held in the portfolio is: 73.49%
New Assets Added
  • DIS
Assets Removed
Asset Action Perf %
ATNI Buy All -8.02%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
MGNI Magnite, Inc. Buy 11.89% 10.25%
RBBN Ribbon Communications Inc. Buy 12.53% -0.24%
CMCSA Comcast Corporation Buy 12.75% 1.56%
LPTV Loop Media, Inc. Buy 12.23% 0%
IAC IAC/InterActiveCorp Sell -6.25% -1.88%
DJCO Daily Journal Corporation Sell -5.67% 8.42%
ATNI ATN International, Inc. Sell -6.38% -1.22%
QNST QuinStreet, Inc. Sell -6.51% -6.16%
The percentage of cash held in the portfolio is: 75.41%
New Assets Added
  • LPTV
Assets Removed
Asset Action Perf %
MTCH Sell All 5.72%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
MTCH Match Group, Inc. Buy 10.14% 2.63%
MGNI Magnite, Inc. Buy 11.29% 3.51%
RBBN Ribbon Communications Inc. Buy 12.7% 0%
CMCSA Comcast Corporation Buy 12.7% 0%
IAC IAC/InterActiveCorp Sell -6.39% -2.84%
DJCO Daily Journal Corporation Sell -5.63% 10.23%
ATNI ATN International, Inc. Sell -6.5% -1.93%
QNST QuinStreet, Inc. Sell -6.54% -5.44%
The percentage of cash held in the portfolio is: 78.21%
New Assets Added
  • RBBN
  • CMCSA
Assets Removed
Asset Action Perf %
ATUS Sell All 6.02%
GOGO Sell All 8.55%
GOOGL Sell All -6.22%
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

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