1D | 0.4 % |
1W | 0.2 % |
2W | 0.6 % |
1M | -1.1 % |
3M | 1.7 % |
6M | 2.3 % |
9M | 1.4 % |
1Y | -3.3 % |
Alpha
-4.8%
|
Beta
0.03
|
sharpe-R
-0.51
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:50:33 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.89% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 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 |
---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Equity | Buy | 7.38% | 14.91% | 2024-09-06 | ||
SSP The E.W. Scripps Company | Equity | Sell | -4% | -6.56% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 7.38% | 14.91% | 2024-09-06 |
SSP The E.W. Scripps Company | Sell | -4% | -6.56% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
LBRDK | Buy All | -0.31% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 7% | 8.91% | 2024-09-06 |
LBRDK Liberty Broadband Corporation | Sell | -3.67% | 0.81% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.67% | 2.19% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
PARA | Buy All | 1.91% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LUMN Lumen Technologies, Inc. | Buy | 6.83% | 6.18% | 2024-09-06 |
PARA Paramount Global | Sell | -3.59% | 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 |
---|---|---|---|---|
TWLO Twilio Inc. | Buy | 5.98% | -2.25% | 2024-09-02 |
LUMN Lumen Technologies, Inc. | Buy | 6.45% | 0% | 2024-09-06 |
PARA Paramount Global | Sell | -3.71% | 0.76% | 2024-08-30 |
LBRDK Liberty Broadband Corporation | Sell | -3.7% | 0.58% | 2024-09-04 |
SSP The E.W. Scripps Company | Sell | -3.79% | -0.55% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
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 | Perf % |
---|---|---|
ATUS | Sell All | 12.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
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 | Perf % |
---|---|---|
LPTV | Sell All | -31.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
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 | Perf % |
---|---|---|
WOW | Sell All | NA |
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 % |
---|---|---|
ZG | Buy All | 12.14% |
SSP | Sell All | -17.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SSP The E.W. Scripps Company | Buy | 6.2% | -3.62% | 2024-07-24 |
ZG Zillow Group, Inc. | Sell | -3.66% | 2.75% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -23.57% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LPTV Loop Media, Inc. | Buy | 4.38% | -24.84% | 2024-07-17 |
SSP The E.W. Scripps Company | Buy | 6.39% | -0.52% | 2024-07-24 |
ZG Zillow Group, Inc. | Sell | -3.68% | 2.08% | 2024-07-22 |
Asset | Action | Perf % |
---|---|---|
GOOGL | Buy All | 9.76% |
LBRDK | Buy All | -15.81% |
CHTR | Sell All | 18.19% |