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Portfolio Ref: EQ6010LO1W
Performance in the last:
Follow this Portfolio
1D 0.4 %
1W 0.5 %
2W 2.8 %
1M 0.9 %
3M 2.4 %
6M 6.7 %
9M 4.4 %
1Y 9.4 %
Alpha
1.2%
Beta
0.32
sharpe-R
0.71
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:31:57
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -7.52%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Equity asset class. This portfolio focuses only on companies in the Real Estate sector. The maximum number of assets that can be allocated in this strategy is 10.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
2

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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
AXR AMREP Corporation Equity Buy 10.18% 4.35%
AAT American Assets Trust, Inc. Equity Buy 9.76% 0%
BDN Brandywine Realty Trust Equity Buy 9.76% 0%
SLG SL Green Realty Corp. Equity Buy 9.76% 0%
ARL American Realty Investors, Inc. Equity Buy 9.76% 0%
The percentage of cash held in the portfolio is: 50.79%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 10.18% 4.35%
AAT American Assets Trust, Inc. Buy 9.76% 0%
BDN Brandywine Realty Trust Buy 9.76% 0%
SLG SL Green Realty Corp. Buy 9.76% 0%
ARL American Realty Investors, Inc. Buy 9.76% 0%
The percentage of cash held in the portfolio is: 50.79%
New Assets Added
  • AAT
  • BDN
  • SLG
  • ARL
Assets Removed
None
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • AXR
Assets Removed
None
Assets Rebalanced
None
2024-11-14 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 %
XHR Sell All -1.69%
BDN Sell All -4.4%
AAT Sell All -2.39%
AMH Sell All 4.37%
CUZ Sell All -1.62%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
XHR Xenia Hotels & Resorts, Inc. Buy 9.8% -1.1%
BDN Brandywine Realty Trust Buy 9.47% -4.4%
AAT American Assets Trust, Inc. Buy 9.7% -2.14%
AMH American Homes 4 Rent Buy 10.17% 2.64%
CUZ Cousins Properties Incorporated Buy 9.8% -1.11%
The percentage of cash held in the portfolio is: 51.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
CSGP Sell All 0.09%
KRC Sell All -1.51%
SLG Sell All -1.3%
OLP Sell All 2.72%
STRS Sell All 8.35%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.62% 2.86%
OLP One Liberty Properties, Inc. Buy 9.79% 4.65%
CSGP CoStar Group, Inc. Buy 9.29% -0.62%
STRS Stratus Properties Inc. Buy 11.22% 19.96%
XHR Xenia Hotels & Resorts, Inc. Buy 9.68% 0%
BDN Brandywine Realty Trust Buy 9.68% 0%
AAT American Assets Trust, Inc. Buy 9.68% 0%
AMH American Homes 4 Rent Buy 9.68% 0%
CUZ Cousins Properties Incorporated Buy 9.68% 0%
KRC Kilroy Realty Corporation Buy 9.68% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • XHR
  • BDN
  • AAT
  • AMH
  • CUZ
  • KRC
Assets Removed
Asset Action Perf %
IIPR Sell All -7.06%
CXW Sell All 28.98%
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 9.8% 0%
IIPR Innovative Industrial Properties, Inc. Buy 9.8% 0%
OLP One Liberty Properties, Inc. Buy 9.8% 0%
CXW CoreCivic, Inc. Buy 9.8% 0%
CSGP CoStar Group, Inc. Buy 9.8% 0%
STRS Stratus Properties Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 41.2%
New Assets Added
  • SLG
  • IIPR
  • OLP
  • CXW
  • CSGP
  • STRS
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

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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