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Portfolio Ref: EQ5515LS1M
Performance in the last:
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1D 0.0 %
1W 0.0 %
2W 0.0 %
1M -0.7 %
3M 1.2 %
6M 2.8 %
9M 2.4 %
1Y 0.4 %
Alpha
0.9%
Beta
-0
sharpe-R
0.29
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:50:53
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -2.75%
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 Utilities 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
HE Hawaiian Electric Industries, Inc. Equity Buy 9.81% 0.16%
The percentage of cash held in the portfolio is: 90.19%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • HE
Assets Removed
None
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
OGS Buy All -0.65%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
OGS ONE Gas, Inc. Sell -6.14% 0.19%
The percentage of cash held in the portfolio is: 106.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
CNP Buy All 1.62%
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
CNP CenterPoint Energy, Inc. Sell -5.84% 3.53%
OGS ONE Gas, Inc. Sell -6.05% 1.43%
The percentage of cash held in the portfolio is: 111.9%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEP Buy All -0.23%
Assets Rebalanced
None
2024-08-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEP NextEra Energy Partners, LP Sell -5.82% 2.55%
CNP CenterPoint Energy, Inc. Sell -5.63% 6.74%
OGS ONE Gas, Inc. Sell -5.96% 2.48%
The percentage of cash held in the portfolio is: 117.41%
New Assets Added
None
Assets Removed
Asset Action Perf %
ES Sell All 8.97%
Assets Rebalanced
None
2024-08-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
ES Eversource Energy Buy 10.35% 7.47%
NEP NextEra Energy Partners, LP Sell -5.69% 4.9%
CNP CenterPoint Energy, Inc. Sell -5.72% 5.3%
OGS ONE Gas, Inc. Sell -5.97% 2.55%
The percentage of cash held in the portfolio is: 107.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
NRG Buy All -11.39%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
ES Eversource Energy Buy 10.35% 8.53%
NEP NextEra Energy Partners, LP Sell -5.59% 5.63%
CNP CenterPoint Energy, Inc. Sell -5.55% 7.14%
OGS ONE Gas, Inc. Sell -5.8% 4.27%
NRG NRG Energy, Inc. Sell -6.17% -1.7%
The percentage of cash held in the portfolio is: 112.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
DTE Sell All 4.01%
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
ES Eversource Energy Buy 10.63% 11.22%
DTE DTE Energy Company Buy 10.29% 7.65%
NEP NextEra Energy Partners, LP Sell -5.93% -0.04%
CNP CenterPoint Energy, Inc. Sell -5.84% 2.45%
OGS ONE Gas, Inc. Sell -6.07% 0%
NRG NRG Energy, Inc. Sell -6.07% 0%
The percentage of cash held in the portfolio is: 103.01%
New Assets Added
  • OGS
  • NRG
Assets Removed
None
Assets Rebalanced
None
2024-08-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ES Eversource Energy Buy 10.34% 7.57%
DTE DTE Energy Company Buy 10.12% 5.28%
NEP NextEra Energy Partners, LP Sell -5.88% 1.47%
CNP CenterPoint Energy, Inc. Sell -6.03% 0%
The percentage of cash held in the portfolio is: 91.44%
New Assets Added
  • CNP
Assets Removed
None
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ES Eversource Energy Buy 10.19% 5.4%
DTE DTE Energy Company Buy 9.98% 3.24%
NEP NextEra Energy Partners, LP Sell -6% 0%
The percentage of cash held in the portfolio is: 85.84%
New Assets Added
  • NEP
Assets Removed
Asset Action Perf %
ARTNA Sell All 9.36%
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARTNA Artesian Resources Corporation Buy 10.64% 9.97%
ES Eversource Energy Buy 10.1% 4.46%
DTE DTE Energy Company Buy 9.96% 3%
The percentage of cash held in the portfolio is: 69.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEE Buy All -6.26%
Assets Rebalanced
None
2024-07-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARTNA Artesian Resources Corporation Buy 10.52% 7.89%
ES Eversource Energy Buy 9.58% -1.79%
DTE DTE Energy Company Buy 9.64% -1.18%
NEE NextEra Energy, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 76.26%
New Assets Added
  • NEE
Assets Removed
None
Assets Rebalanced
None
2024-07-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARTNA Artesian Resources Corporation Buy 10.55% 8.5%
ES Eversource Energy Buy 9.72% 0%
DTE DTE Energy Company Buy 9.72% 0%
The percentage of cash held in the portfolio is: 70.02%
New Assets Added
  • ES
  • DTE
Assets Removed
None
Assets Rebalanced
None
2024-06-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARTNA Artesian Resources Corporation Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • ARTNA
Assets Removed
None
Assets Rebalanced
None
2024-06-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
HE Buy All NA
Assets Rebalanced
None
2024-06-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Sell -5.56% 7.58%
The percentage of cash held in the portfolio is: 105.56%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEP Sell All 6.76%
Assets Rebalanced
None
2024-05-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEP NextEra Energy Partners, LP Buy 10.15% 4.34%
HE Hawaiian Electric Industries, Inc. Sell -5.76% 4.73%
The percentage of cash held in the portfolio is: 95.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
GWRS Sell All -6.88%
Assets Rebalanced
None
2024-05-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEP NextEra Energy Partners, LP Buy 10.59% 9.74%
GWRS Global Water Resources, Inc. Buy 9.48% -1.74%
HE Hawaiian Electric Industries, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 85.92%
New Assets Added
  • HE
Assets Removed
Asset Action Perf %
HE Sell All 7.38%
Assets Rebalanced
None
2024-05-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Buy 10.83% 13.03%
NEP NextEra Energy Partners, LP Buy 10.54% 10%
GWRS Global Water Resources, Inc. Buy 9.58% 0%
The percentage of cash held in the portfolio is: 69.05%
New Assets Added
  • GWRS
Assets Removed
None
Assets Rebalanced
None
2024-05-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
HE Hawaiian Electric Industries, Inc. Buy 9.8% 0%
NEP NextEra Energy Partners, LP Buy 9.8% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HE
  • NEP
Assets Removed
None
Assets Rebalanced
None
2024-04-15 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
DTE Buy All 2.87%
OGS Sell All -3.8%
Assets Rebalanced
None
2024-04-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
OGS ONE Gas, Inc. Buy 10.31% -1.7%
DTE DTE Energy Company Sell -6.05% -0.8%
The percentage of cash held in the portfolio is: 95.74%
New Assets Added
None
Assets Removed
Asset Action Perf %
CMS Sell All 0.59%
Assets Rebalanced
None
2024-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMS CMS Energy Corporation Buy 9.98% 2.32%
OGS ONE Gas, Inc. Buy 10.46% 0%
DTE DTE Energy Company Sell -6.14% -2.51%
The percentage of cash held in the portfolio is: 85.7%
New Assets Added
  • OGS
Assets Removed
None
Assets Rebalanced
None
2024-03-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMS CMS Energy Corporation Buy 9.66% -1.15%
DTE DTE Energy Company Sell -6% 0%
The percentage of cash held in the portfolio is: 96.34%
New Assets Added
  • DTE
Assets Removed
None
Assets Rebalanced
None
2024-03-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CMS CMS Energy Corporation Buy 9.83% 0.76%
The percentage of cash held in the portfolio is: 90.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
BKH Sell All 3.39%
Assets Rebalanced
None
2024-03-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
BKH Black Hills Corporation Buy 10% 1.49%
CMS CMS Energy Corporation Buy 9.78% 0%
The percentage of cash held in the portfolio is: 80.22%
New Assets Added
  • CMS
Assets Removed
Asset Action Perf %
WTRG Buy All -3.74%
Assets Rebalanced
None
2024-02-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
BKH Black Hills Corporation Buy 9.84% -0.06%
WTRG Essential Utilities, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 96.16%
New Assets Added
  • WTRG
Assets Removed
None
Assets Rebalanced
None
2024-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
BKH Black Hills Corporation Buy 9.73% -1.24%
The percentage of cash held in the portfolio is: 90.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
CPK Sell All -4.57%
Assets Rebalanced
None
2024-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BKH Black Hills Corporation Buy 10.01% 2.32%
CPK Chesapeake Utilities Corporation Buy 9.78% 0%
The percentage of cash held in the portfolio is: 80.22%
New Assets Added
  • CPK
Assets Removed
None
Assets Rebalanced
None
2024-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
BKH Black Hills Corporation Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • BKH
Assets Removed
None
Assets Rebalanced
None
2023-09-28 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SO Sell All -2.92%
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

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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