1D | -0.2 % |
1W | 0.4 % |
2W | 0.3 % |
1M | -0.4 % |
3M | 8.8 % |
6M | 2.2 % |
9M | -5.1 % |
1Y | -6.3 % |
Alpha
-15.0%
|
Beta
0.33
|
sharpe-R
-0.39
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:09 |
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..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
UNIT Uniti Group Inc. | Equity | Buy | 9.7% | -0.76% | 2024-09-06 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 9.57% | -2.04% | 2024-09-16 | ||
FOR Forestar Group Inc. | Equity | Buy | 10.12% | 3.51% | 2024-09-17 | ||
AXR AMREP Corporation | Equity | Buy | 9.98% | 2.07% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 9.92% | 1.33% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 9.76% | -0.31% | 2024-09-16 |
FOR Forestar Group Inc. | Buy | 9.79% | 0% | 2024-09-17 |
AXR AMREP Corporation | Buy | 9.79% | 0% | 2024-09-17 |
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 % |
---|---|---|
CHCT | Buy All | 13.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CHCT Community Healthcare Trust Incorporated | Sell | -5.33% | 11.35% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
JBGS | Buy All | -4.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBGS JBG SMITH Properties | Sell | -6.05% | -0.8% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -5.26% | 12.41% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
ESRT | Buy All | 2.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ESRT Empire State Realty Trust, Inc. | Sell | -5.98% | -0.19% | 2024-07-26 |
JBGS JBG SMITH Properties | Sell | -5.96% | 1.1% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -5.67% | 5.97% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
CIO | Sell All | 9.81% |
SBAC | Sell All | 8.24% |
HPP | Sell All | 9.01% |
HOUS | Sell All | 9.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 7.2% | 4.61% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 7.74% | 12.38% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 8.01% | 16.35% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.33% | 21.03% | 2024-07-12 |
ESRT Empire State Realty Trust, Inc. | Sell | -6.06% | -2.18% | 2024-07-26 |
JBGS JBG SMITH Properties | Sell | -5.99% | 0% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -5.99% | 0% | 2024-08-01 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 7.07% | 2.31% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 7.44% | 7.69% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 8.1% | 17.31% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.41% | 21.79% | 2024-07-12 |
ESRT Empire State Realty Trust, Inc. | Sell | -6.07% | -1.99% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
MAC | Buy All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 7.01% | 0.58% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 6.95% | -0.19% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 8.05% | 15.58% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.11% | 16.41% | 2024-07-12 |
ESRT Empire State Realty Trust, Inc. | Sell | -6% | 0% | 2024-07-26 |
MAC The Macerich Company | Sell | -6% | 0% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
MAC | Sell All | -0.19% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 6.83% | -1.21% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 7.18% | 3.75% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 7.77% | 12.31% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.16% | 17.95% | 2024-07-12 |
MAC The Macerich Company | Buy | 11.11% | 6.32% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
OUT | Sell All | 6.78% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OUT Outfront Media Inc. | Buy | 11.29% | 6.92% | 2024-07-03 |
SBAC SBA Communications Corporation | Buy | 6.93% | -0.5% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 7.11% | 2.06% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 7.52% | 8.08% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.03% | 15.38% | 2024-07-12 |
MAC The Macerich Company | Buy | 11.05% | 5.04% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
CLPR | Sell All | 7.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLPR Clipper Realty Inc. | Buy | 11.55% | 8.97% | 2024-07-02 |
OUT Outfront Media Inc. | Buy | 11.37% | 7.34% | 2024-07-03 |
SBAC SBA Communications Corporation | Buy | 6.95% | -0.41% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 6.99% | 0.19% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 7.32% | 4.81% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 8.16% | 16.92% | 2024-07-12 |
MAC The Macerich Company | Buy | 10.84% | 2.74% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
DHC | Sell All | 3.28% |
PDM | Sell All | 10.9% |
ARL | Sell All | 14.72% |