1D | 0.6 % |
1W | 0.2 % |
2W | -0.2 % |
1M | -1.9 % |
3M | 0.5 % |
6M | 6.1 % |
9M | 2.9 % |
1Y | 13.7 % |
Alpha
11.2%
|
Beta
0.07
|
sharpe-R
1.13
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:36 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -7.18% |
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 Communication Services sector. The maximum number of assets that can be allocated in this strategy is 25.
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 |
---|---|---|---|---|---|---|---|
ATUS Altice USA, Inc. | Equity | Buy | 7.17% | 21.98% | 2024-08-22 | ||
LUMN Lumen Technologies, Inc. | Equity | Buy | 7.73% | 14.91% | 2024-09-06 | ||
PARA Paramount Global | Equity | Sell | -3.75% | 0.19% | 2024-08-30 | ||
LBRDK Liberty Broadband Corporation | Equity | Sell | -3.74% | -0.31% | 2024-09-04 | ||
SSP The E.W. Scripps Company | Equity | Sell | -4.04% | -6.56% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ATUS Altice USA, Inc. | Buy | 6.35% | 6.59% | 2024-08-22 |
LUMN Lumen Technologies, Inc. | Buy | 6.74% | -1.09% | 2024-09-06 |
PARA Paramount Global | Sell | -3.63% | 4.59% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.66% | 3.31% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.74% | 2.73% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | -12.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.66% | -3.98% | 2024-08-20 |
ATUS Altice USA, Inc. | Buy | 6.64% | 12.64% | 2024-08-22 |
LUMN Lumen Technologies, Inc. | Buy | 6.96% | 3.27% | 2024-09-06 |
PARA Paramount Global | Sell | -3.71% | 1.43% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.63% | 2.94% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.61% | 4.92% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -47.73% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.55% | -4.84% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.45% | -40.91% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 7.05% | 20.88% | 2024-08-22 |
LUMN Lumen Technologies, Inc. | Buy | 7.09% | 6.18% | 2024-09-06 |
PARA Paramount Global | Sell | -3.6% | 3.54% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.65% | 1.56% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.66% | 2.73% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
TWLO | Sell All | -7.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.66% | -2.94% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.91% | -32.95% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 6.86% | 17.58% | 2024-08-22 |
TWLO Twilio Inc. | Buy | 5.96% | -2.25% | 2024-09-02 |
LUMN Lumen Technologies, Inc. | Buy | 6.67% | 0% | 2024-09-06 |
PARA Paramount Global | Sell | -3.7% | 0.76% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.68% | 0.58% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.78% | -0.55% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.65% | -3.46% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 3.99% | -31.82% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 6.56% | 12.09% | 2024-08-22 |
TWLO Twilio Inc. | Buy | 5.93% | -3.06% | 2024-09-02 |
PARA Paramount Global | Sell | -3.74% | 0% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.63% | 2.27% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.77% | 0% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.59% | -5.36% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 4.02% | -31.82% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 5.84% | -1.1% | 2024-08-22 |
TWLO Twilio Inc. | Buy | 6.02% | -2.49% | 2024-09-02 |
PARA Paramount Global | Sell | -3.76% | 0.38% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.75% | 0% | 2024-09-04 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.6% | -4.5% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 4.33% | -26.14% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 5.93% | 1.1% | 2024-08-22 |
TWLO Twilio Inc. | Buy | 6.13% | 0% | 2024-09-02 |
PARA Paramount Global | Sell | -3.75% | -0.1% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.8% | -1.21% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 4% | -31.82% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 6% | 2.2% | 2024-08-22 |
PARA Paramount Global | Sell | -3.75% | 0% | 2024-08-30 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.63% | -3.29% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 4.96% | -14.77% | 2024-08-21 |
ATUS Altice USA, Inc. | Buy | 5.83% | 0% | 2024-08-22 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.61% | -2.77% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 5.77% | 0% | 2024-08-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 5.76% | 0% | 2024-08-20 |
Asset | Action | Perf % |
---|---|---|
SSTK | Sell All | -1.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSTK Shutterstock, Inc. | Buy | 5.96% | 2% | 2024-07-11 |
Asset | Action | Perf % |
---|---|---|
ZG | Buy All | 2.85% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSTK Shutterstock, Inc. | Buy | 5.97% | 2.7% | 2024-07-11 |
ZG Zillow Group, Inc. | Sell | -3.29% | 15.25% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
GOOGL | Buy All | 13.95% |
LPTV | Sell All | -26.11% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSTK Shutterstock, Inc. | Buy | 6.2% | 6.82% | 2024-07-11 |
LPTV Loop Media, Inc. | Buy | 4.67% | -23.57% | 2024-07-17 |
GOOGL Alphabet Inc. | Sell | -3.33% | 9.95% | 2024-07-15 |
ZG Zillow Group, Inc. | Sell | -3.4% | 12.14% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
SSP | Sell All | -17.57% |
GSAT | Sell All | -9.84% |