| 1D | 0.4 % |
| 1W | 0.4 % |
| 2W | 0.4 % |
| 1M | -0.1 % |
| 3M | 7.1 % |
| 6M | 1.8 % |
| 9M | -4.0 % |
| 1Y | -4.2 % |
|
Alpha
-12.6%
|
Beta
0.32
|
sharpe-R
-0.29
|
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-09-16 06:55:05 |
| Launch Date | 2023-01-01 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -14.49% |
| 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 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..Try Our Peformance Checker Tool
| Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
|---|---|---|---|---|---|---|---|
| UNIT Uniti Group Inc. | Equity | Buy | 10.2% | 4.55% | 2024-09-06 | ||
| MPW Medical Properties Trust, Inc. | Equity | Buy | 9.76% | 0% | 2024-09-16 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| UNIT Uniti Group Inc. | Buy | 10.2% | 4.55% | 2024-09-06 |
| MPW Medical Properties Trust, Inc. | Buy | 9.76% | 0% | 2024-09-16 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| UNIT Uniti Group Inc. | Buy | 9.8% | 0% | 2024-09-06 |
| Asset | Action | Perf % |
|---|---|---|
| AHT | Sell All | -5.77% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| AHT Ashford Hospitality Trust, Inc. | Buy | 9.8% | 0% | 2024-08-26 |
| Asset | Action | Perf % |
|---|---|---|
| ESRT | Buy All | 2.18% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ESRT Empire State Realty Trust, Inc. | Sell | -6.17% | -2.09% | 2024-07-26 |
| Asset | Action | Perf % |
|---|---|---|
| OPI | Sell All | -4.62% |