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Portfolio Ref: EQ6015LS3W
Performance in the last:
Follow this Portfolio
1D 2.6 %
1W 1.0 %
2W 3.1 %
1M 1.5 %
3M 1.3 %
6M 7.8 %
9M -3.3 %
1Y -1.1 %
Alpha
-8.0%
Beta
0.25
sharpe-R
0.09
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
3.03
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 2024-11-08 07:59:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.44%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 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..
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 11.13% 4.03%
CXW CoreCivic, Inc. Equity Buy 14.25% 25.6%
DRH DiamondRock Hospitality Company Equity Buy 11.29% -0.54%
AAT American Assets Trust, Inc. Equity Buy 11.32% -0.21%
AMH American Homes 4 Rent Equity Buy 11.46% 0.99%
STRS Stratus Properties Inc. Equity Buy 10.86% -4.26%
DOC Physicians Realty Trust Equity Buy 11.34% 0%
GNL Global Net Lease, Inc. Equity Sell -5.74% 1.97%
KRC Kilroy Realty Corporation Equity Sell -6.12% -0.56%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Equity Sell -5.8% 0.47%
The percentage of cash held in the portfolio is: 36.01%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 11.13% 4.03%
CXW CoreCivic, Inc. Buy 14.25% 25.6%
DRH DiamondRock Hospitality Company Buy 11.29% -0.54%
AAT American Assets Trust, Inc. Buy 11.32% -0.21%
AMH American Homes 4 Rent Buy 11.46% 0.99%
STRS Stratus Properties Inc. Buy 10.86% -4.26%
DOC Physicians Realty Trust Buy 11.34% 0%
GNL Global Net Lease, Inc. Sell -5.74% 1.97%
KRC Kilroy Realty Corporation Sell -6.12% -0.56%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.8% 0.47%
The percentage of cash held in the portfolio is: 36.01%
New Assets Added
  • DOC
Assets Removed
None
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 11.29% 2.86%
CXW CoreCivic, Inc. Buy 11.64% 0%
DRH DiamondRock Hospitality Company Buy 11.64% 0%
AAT American Assets Trust, Inc. Buy 11.64% 0%
AMH American Homes 4 Rent Buy 11.64% 0%
STRS Stratus Properties Inc. Buy 11.64% 0%
GNL Global Net Lease, Inc. Sell -5.87% 2.22%
KRC Kilroy Realty Corporation Sell -6.19% 0.86%
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Sell -5.98% 0%
The percentage of cash held in the portfolio is: 48.56%
New Assets Added
  • HASI
  • CXW
  • DRH
  • AAT
  • AMH
  • STRS
Assets Removed
None
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 10.98% 0%
GNL Global Net Lease, Inc. Sell -5.73% 4.56%
KRC Kilroy Realty Corporation Sell -6.07% 2.87%
The percentage of cash held in the portfolio is: 100.82%
New Assets Added
  • SLG
Assets Removed
Asset Action Perf %
AHT Sell All 3.48%
Assets Rebalanced
None
2024-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
AHT Ashford Hospitality Trust, Inc. Buy 11.24% 2.15%
GNL Global Net Lease, Inc. Sell -5.67% 5.67%
KRC Kilroy Realty Corporation Sell -6.02% 3.65%
The percentage of cash held in the portfolio is: 100.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
ARL Buy All -3.88%
Assets Rebalanced
None
2024-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
AHT Ashford Hospitality Trust, Inc. Buy 11.97% 10.1%
GNL Global Net Lease, Inc. Sell -5.58% 6.03%
ARL American Realty Investors, Inc. Sell -5.99% -0.92%
KRC Kilroy Realty Corporation Sell -5.89% 4.61%
The percentage of cash held in the portfolio is: 105.49%
New Assets Added
None
Assets Removed
Asset Action Perf %
NMRK Sell All -4.94%
Assets Rebalanced
None
2024-10-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
NMRK Newmark Group, Inc. Buy 10.58% -2.27%
AHT Ashford Hospitality Trust, Inc. Buy 12.4% 14.57%
GNL Global Net Lease, Inc. Sell -5.83% 1.35%
ARL American Realty Investors, Inc. Sell -5.72% 3.25%
KRC Kilroy Realty Corporation Sell -6.15% 0%
The percentage of cash held in the portfolio is: 94.72%
New Assets Added
  • KRC
Assets Removed
None
Assets Rebalanced
None
2024-10-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
NMRK Newmark Group, Inc. Buy 10.67% -3.12%
AHT Ashford Hospitality Trust, Inc. Buy 11.01% 0%
GNL Global Net Lease, Inc. Sell -5.86% 2.46%
ARL American Realty Investors, Inc. Sell -5.88% 2.26%
The percentage of cash held in the portfolio is: 90.07%
New Assets Added
  • AHT
Assets Removed
None
Assets Rebalanced
None
2024-10-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
NMRK Newmark Group, Inc. Buy 11.01% 0%
GNL Global Net Lease, Inc. Sell -5.97% 0.74%
ARL American Realty Investors, Inc. Sell -6.11% -1.69%
The percentage of cash held in the portfolio is: 101.07%
New Assets Added
  • NMRK
Assets Removed
None
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GNL Global Net Lease, Inc. Sell -6.01% 0.25%
ARL American Realty Investors, Inc. Sell -6.31% -4.73%
The percentage of cash held in the portfolio is: 112.32%
New Assets Added
None
Assets Removed
Asset Action Perf %
OPI Sell All -3.92%
Assets Rebalanced
None
2024-10-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
OPI Office Properties Income Trust Buy 9.66% -2.45%
GNL Global Net Lease, Inc. Sell -6% 0%
ARL American Realty Investors, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 102.34%
New Assets Added
  • GNL
  • ARL
Assets Removed
None
Assets Rebalanced
None
2024-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
OPI Office Properties Income Trust Buy 9.88% 0%
The percentage of cash held in the portfolio is: 90.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
MLP Sell All -8.02%
Assets Rebalanced
None
2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
MLP Maui Land & Pineapple Company, Inc. Buy 9.85% 0.53%
OPI Office Properties Income Trust Buy 9.79% 0%
The percentage of cash held in the portfolio is: 80.36%
New Assets Added
  • OPI
Assets Removed
None
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
MLP Maui Land & Pineapple Company, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • MLP
Assets Removed
None
Assets Rebalanced
None
2024-10-08 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 %
FOR Sell All -0.85%
AXR Sell All 13.01%
Assets Rebalanced
None
2024-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
FOR Forestar Group Inc. Buy 9.83% 0.97%
AXR AMREP Corporation Buy 10.95% 12.48%
The percentage of cash held in the portfolio is: 79.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
UNIT Sell All 2.84%
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 9.82% 0.95%
FOR Forestar Group Inc. Buy 10.49% 7.77%
AXR AMREP Corporation Buy 10.52% 8.11%
The percentage of cash held in the portfolio is: 69.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
MPW Sell All -9.42%
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 9.92% 1.33%
MPW Medical Properties Trust, Inc. Buy 9.76% -0.31%
FOR Forestar Group Inc. Buy 9.79% 0%
AXR AMREP Corporation Buy 9.79% 0%
The percentage of cash held in the portfolio is: 60.74%
New Assets Added
  • FOR
  • AXR
Assets Removed
None
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 10.2% 4.55%
MPW Medical Properties Trust, Inc. Buy 9.76% 0%
The percentage of cash held in the portfolio is: 80.04%
New Assets Added
  • MPW
Assets Removed
None
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • UNIT
Assets Removed
None
Assets Rebalanced
None
2024-08-29 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 %
AHT Sell All -5.77%
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
AHT Ashford Hospitality Trust, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • AHT
Assets Removed
None
Assets Rebalanced
None
2024-08-22 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 %
CHCT Buy All 13.05%
Assets Rebalanced
None
2024-08-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CHCT Community Healthcare Trust Incorporated Sell -5.33% 11.35%
The percentage of cash held in the portfolio is: 105.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBGS Buy All -4.28%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
JBGS JBG SMITH Properties Sell -6.05% -0.8%
CHCT Community Healthcare Trust Incorporated Sell -5.26% 12.41%
The percentage of cash held in the portfolio is: 111.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
ESRT Buy All 2.18%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ESRT Empire State Realty Trust, Inc. Sell -5.98% -0.19%
JBGS JBG SMITH Properties Sell -5.96% 1.1%
CHCT Community Healthcare Trust Incorporated Sell -5.67% 5.97%
The percentage of cash held in the portfolio is: 117.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
CIO Sell All 9.81%
SBAC Sell All 8.24%
HPP Sell All 9.01%
HOUS Sell All 9.49%
Assets Rebalanced
None
2024-08-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
SBAC SBA Communications Corporation Buy 7.2% 4.61%
HPP Hudson Pacific Properties, Inc. Buy 7.74% 12.38%
CIO City Office REIT, Inc. Buy 8.01% 16.35%
HOUS Anywhere Real Estate Inc. Buy 8.33% 21.03%
ESRT Empire State Realty Trust, Inc. Sell -6.06% -2.18%
JBGS JBG SMITH Properties Sell -5.99% 0%
CHCT Community Healthcare Trust Incorporated Sell -5.99% 0%
The percentage of cash held in the portfolio is: 86.75%
New Assets Added
  • JBGS
  • CHCT
Assets Removed
None
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
SBAC SBA Communications Corporation Buy 7.07% 2.31%
HPP Hudson Pacific Properties, Inc. Buy 7.44% 7.69%
CIO City Office REIT, Inc. Buy 8.1% 17.31%
HOUS Anywhere Real Estate Inc. Buy 8.41% 21.79%
ESRT Empire State Realty Trust, Inc. Sell -6.07% -1.99%
The percentage of cash held in the portfolio is: 75.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
MAC Buy All -3.77%
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
SBAC SBA Communications Corporation Buy 7.01% 0.58%
HPP Hudson Pacific Properties, Inc. Buy 6.95% -0.19%
CIO City Office REIT, Inc. Buy 8.05% 15.58%
HOUS Anywhere Real Estate Inc. Buy 8.11% 16.41%
ESRT Empire State Realty Trust, Inc. Sell -6% 0%
MAC The Macerich Company Sell -6% 0%
The percentage of cash held in the portfolio is: 81.88%
New Assets Added
  • ESRT
  • MAC
Assets Removed
Asset Action Perf %
MAC Sell All -0.19%
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SBAC SBA Communications Corporation Buy 6.83% -1.21%
HPP Hudson Pacific Properties, Inc. Buy 7.18% 3.75%
CIO City Office REIT, Inc. Buy 7.77% 12.31%
HOUS Anywhere Real Estate Inc. Buy 8.16% 17.95%
MAC The Macerich Company Buy 11.11% 6.32%
The percentage of cash held in the portfolio is: 58.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
OUT Sell All 6.78%
Assets Rebalanced
None
2024-07-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
OUT Outfront Media Inc. Buy 11.29% 6.92%
SBAC SBA Communications Corporation Buy 6.93% -0.5%
HPP Hudson Pacific Properties, Inc. Buy 7.11% 2.06%
CIO City Office REIT, Inc. Buy 7.52% 8.08%
HOUS Anywhere Real Estate Inc. Buy 8.03% 15.38%
MAC The Macerich Company Buy 11.05% 5.04%
The percentage of cash held in the portfolio is: 48.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLPR Sell All 7.34%
Assets Rebalanced
None
2024-07-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLPR Clipper Realty Inc. Buy 11.55% 8.97%
OUT Outfront Media Inc. Buy 11.37% 7.34%
SBAC SBA Communications Corporation Buy 6.95% -0.41%
HPP Hudson Pacific Properties, Inc. Buy 6.99% 0.19%
CIO City Office REIT, Inc. Buy 7.32% 4.81%
HOUS Anywhere Real Estate Inc. Buy 8.16% 16.92%
MAC The Macerich Company Buy 10.84% 2.74%
The percentage of cash held in the portfolio is: 36.83%
New Assets Added
None
Assets Removed
Asset Action Perf %
DHC Sell All 3.28%
PDM Sell All 10.9%
ARL Sell All 14.72%
Assets Rebalanced
None

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Market Overview

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