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Portfolio Ref: EQ6015LS1M
Performance in the last:
Follow this Portfolio
1D 0.8 %
1W -1.8 %
2W 4.5 %
1M 4.1 %
3M 3.4 %
6M 15.2 %
9M 8.2 %
1Y 2.9 %
Alpha
-0.4%
Beta
0.13
sharpe-R
0.27
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 08:32:14
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -15.3%
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 Real Estate 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
SLG SL Green Realty Corp. Equity Buy 10.47% -0.33%
AMH American Homes 4 Rent Equity Buy 11.5% 3.22%
NXRT NexPoint Residential Trust, Inc. Equity Buy 13.2% -0.72%
AHT Ashford Hospitality Trust, Inc. Equity Buy 13.59% 2.23%
KRC Kilroy Realty Corporation Equity Sell -5.68% 5%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Equity Sell -4.98% 13%
RDFN Redfin Corporation Equity Sell -5.35% 17.58%
MAC The Macerich Company Equity Sell -8.54% -1.72%
The percentage of cash held in the portfolio is: 75.8%
** 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
SLG SL Green Realty Corp. Buy 10.47% -0.33%
AMH American Homes 4 Rent Buy 11.5% 3.22%
NXRT NexPoint Residential Trust, Inc. Buy 13.2% -0.72%
AHT Ashford Hospitality Trust, Inc. Buy 13.59% 2.23%
KRC Kilroy Realty Corporation Sell -5.68% 5%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.98% 13%
RDFN Redfin Corporation Sell -5.35% 17.58%
MAC The Macerich Company Sell -8.54% -1.72%
The percentage of cash held in the portfolio is: 75.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
GNL Buy All 10.22%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.18% -3.01%
AMH American Homes 4 Rent Buy 11.51% 3.38%
NXRT NexPoint Residential Trust, Inc. Buy 13.12% -1.24%
AHT Ashford Hospitality Trust, Inc. Buy 14.02% 5.57%
GNL Global Net Lease, Inc. Sell -5.15% 10.34%
KRC Kilroy Realty Corporation Sell -5.68% 4.83%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.83% 15.57%
RDFN Redfin Corporation Sell -5.62% 13.44%
MAC The Macerich Company Sell -8.45% -0.68%
The percentage of cash held in the portfolio is: 80.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
DRH Sell All -4.73%
AAT Sell All -3.64%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.18% -2.18%
DRH DiamondRock Hospitality Company Buy 10.97% -0.54%
AAT American Assets Trust, Inc. Buy 10.77% -2.39%
AMH American Homes 4 Rent Buy 11.51% 4.37%
NXRT NexPoint Residential Trust, Inc. Buy 13.13% -0.2%
AHT Ashford Hospitality Trust, Inc. Buy 14.45% 9.8%
GNL Global Net Lease, Inc. Sell -5.24% 7.88%
KRC Kilroy Realty Corporation Sell -5.8% 2.06%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.81% 15.17%
RDFN Redfin Corporation Sell -5.84% 9.1%
MAC The Macerich Company Sell -8.31% 0%
The percentage of cash held in the portfolio is: 58.99%
New Assets Added
  • MAC
Assets Removed
Asset Action Perf %
DOC Sell All -4.03%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.18% -1.3%
DRH DiamondRock Hospitality Company Buy 10.78% -1.51%
AAT American Assets Trust, Inc. Buy 10.71% -2.14%
AMH American Homes 4 Rent Buy 11.23% 2.64%
DOC Physicians Realty Trust Buy 10.56% -3.41%
NXRT NexPoint Residential Trust, Inc. Buy 12.98% -0.5%
AHT Ashford Hospitality Trust, Inc. Buy 15.55% 19.15%
GNL Global Net Lease, Inc. Sell -5.18% 8.25%
KRC Kilroy Realty Corporation Sell -5.73% 2.35%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -4.69% 16.56%
RDFN Redfin Corporation Sell -6.16% 3.31%
The percentage of cash held in the portfolio is: 39.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
STRS Sell All -9.67%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.84% 3.95%
DRH DiamondRock Hospitality Company Buy 11% -0.54%
AAT American Assets Trust, Inc. Buy 11.06% 0%
AMH American Homes 4 Rent Buy 11.38% 2.86%
STRS Stratus Properties Inc. Buy 11.1% 0.32%
DOC Physicians Realty Trust Buy 10.95% -0.93%
NXRT NexPoint Residential Trust, Inc. Buy 13.32% 0.93%
AHT Ashford Hospitality Trust, Inc. Buy 13.27% 0.56%
GNL Global Net Lease, Inc. Sell -5.42% 4.93%
KRC Kilroy Realty Corporation Sell -6.02% -1.37%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.15% 9.49%
RDFN Redfin Corporation Sell -6.57% -1.86%
The percentage of cash held in the portfolio is: 30.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
CXW Sell All 36.18%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.97% 3.51%
CXW CoreCivic, Inc. Buy 14.4% 28.1%
DRH DiamondRock Hospitality Company Buy 11.19% -0.43%
AAT American Assets Trust, Inc. Buy 11.21% -0.29%
AMH American Homes 4 Rent Buy 11.42% 1.62%
STRS Stratus Properties Inc. Buy 10.71% -4.73%
DOC Physicians Realty Trust Buy 11.33% 0.89%
NXRT NexPoint Residential Trust, Inc. Buy 13.41% 0%
AHT Ashford Hospitality Trust, Inc. Buy 13.41% 0%
GNL Global Net Lease, Inc. Sell -5.63% 2.83%
KRC Kilroy Realty Corporation Sell -6.14% -1.89%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.12% 11.29%
RDFN Redfin Corporation Sell -6.55% 0%
The percentage of cash held in the portfolio is: 15.41%
New Assets Added
  • RDFN
  • NXRT
  • AHT
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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