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All portfolios and performance
Portfolio Ref: EQ6020LO1M
Performance in the last:
Follow this Portfolio
1D 1.6 %
1W -0.6 %
2W 2.1 %
1M 1.3 %
3M 2.4 %
6M 6.4 %
9M 3.7 %
1Y 10.3 %
Alpha
0.0%
Beta
0.38
sharpe-R
0.86
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 08:32:09
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -7.86%
Max. DrawDown Benchmark -8.41%

This Long Only 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 20.

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
2
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
MMI Marcus & Millichap, Inc. Equity Buy 5% 3.72%
PEB Pebblebrook Hotel Trust Equity Buy 4.84% 0.41%
OLP One Liberty Properties, Inc. Equity Buy 4.94% 3.34%
STRS Stratus Properties Inc. Equity Buy 5.38% 12.55%
BDN Brandywine Realty Trust Equity Buy 4.79% -1.28%
AMH American Homes 4 Rent Equity Buy 5.01% 3.22%
CUZ Cousins Properties Incorporated Equity Buy 4.8% -1.05%
NXRT NexPoint Residential Trust, Inc. Equity Buy 4.82% -0.72%
AHT Ashford Hospitality Trust, Inc. Equity Buy 4.96% 2.23%
AAT American Assets Trust, Inc. Equity Buy 4.86% 0%
SLG SL Green Realty Corp. Equity Buy 4.86% 0%
ARL American Realty Investors, Inc. Equity Buy 4.86% 0%
The percentage of cash held in the portfolio is: 40.88%
** 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
MMI Marcus & Millichap, Inc. Buy 5% 3.72%
PEB Pebblebrook Hotel Trust Buy 4.84% 0.41%
OLP One Liberty Properties, Inc. Buy 4.94% 3.34%
STRS Stratus Properties Inc. Buy 5.38% 12.55%
BDN Brandywine Realty Trust Buy 4.79% -1.28%
AMH American Homes 4 Rent Buy 5.01% 3.22%
CUZ Cousins Properties Incorporated Buy 4.8% -1.05%
NXRT NexPoint Residential Trust, Inc. Buy 4.82% -0.72%
AHT Ashford Hospitality Trust, Inc. Buy 4.96% 2.23%
AAT American Assets Trust, Inc. Buy 4.86% 0%
SLG SL Green Realty Corp. Buy 4.86% 0%
ARL American Realty Investors, Inc. Buy 4.86% 0%
The percentage of cash held in the portfolio is: 40.88%
New Assets Added
  • AAT
  • SLG
  • ARL
Assets Removed
Asset Action Perf %
AXR Sell All 28.87%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 5.35% 9.39%
MMI Marcus & Millichap, Inc. Buy 5.13% 5.01%
PEB Pebblebrook Hotel Trust Buy 4.83% -1.06%
OLP One Liberty Properties, Inc. Buy 4.99% 3.05%
STRS Stratus Properties Inc. Buy 5.19% 7.27%
BDN Brandywine Realty Trust Buy 4.68% -4.76%
AMH American Homes 4 Rent Buy 5.08% 3.38%
CUZ Cousins Properties Incorporated Buy 4.8% -2.48%
NXRT NexPoint Residential Trust, Inc. Buy 4.86% -1.24%
AHT Ashford Hospitality Trust, Inc. Buy 5.19% 5.57%
The percentage of cash held in the portfolio is: 49.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
AAT Sell All -3.64%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 5.47% 12.42%
MMI Marcus & Millichap, Inc. Buy 5.17% 6.49%
PEB Pebblebrook Hotel Trust Buy 4.85% -0.24%
OLP One Liberty Properties, Inc. Buy 4.92% 2.21%
STRS Stratus Properties Inc. Buy 5.43% 12.73%
BDN Brandywine Realty Trust Buy 4.68% -4.4%
AAT American Assets Trust, Inc. Buy 4.76% -2.78%
AMH American Homes 4 Rent Buy 5.05% 3.13%
CUZ Cousins Properties Incorporated Buy 4.79% -2.16%
NXRT NexPoint Residential Trust, Inc. Buy 4.79% -2.19%
AHT Ashford Hospitality Trust, Inc. Buy 5.18% 5.9%
The percentage of cash held in the portfolio is: 44.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
ESRT Sell All -3.92%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 5.56% 14.69%
MMI Marcus & Millichap, Inc. Buy 5.15% 6.41%
PEB Pebblebrook Hotel Trust Buy 4.98% 2.84%
OLP One Liberty Properties, Inc. Buy 4.96% 3.3%
STRS Stratus Properties Inc. Buy 5.06% 5.45%
BDN Brandywine Realty Trust Buy 4.66% -4.4%
AAT American Assets Trust, Inc. Buy 4.76% -2.39%
AMH American Homes 4 Rent Buy 5.09% 4.37%
CUZ Cousins Properties Incorporated Buy 4.8% -1.62%
ESRT Empire State Realty Trust, Inc. Buy 4.71% -3.37%
NXRT NexPoint Residential Trust, Inc. Buy 4.86% -0.2%
AHT Ashford Hospitality Trust, Inc. Buy 5.35% 9.8%
The percentage of cash held in the portfolio is: 40.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
SLG Sell All -2.18%
DOC Sell All -4.03%
SBRA Sell All -4.3%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 5.76% 20.12%
MMI Marcus & Millichap, Inc. Buy 5.08% 6.2%
PEB Pebblebrook Hotel Trust Buy 4.95% 3.41%
SLG SL Green Realty Corp. Buy 4.69% -1.3%
OLP One Liberty Properties, Inc. Buy 4.88% 2.72%
STRS Stratus Properties Inc. Buy 5.14% 8.35%
BDN Brandywine Realty Trust Buy 4.61% -4.4%
AAT American Assets Trust, Inc. Buy 4.72% -2.14%
AMH American Homes 4 Rent Buy 4.95% 2.64%
CUZ Cousins Properties Incorporated Buy 4.77% -1.11%
DOC Physicians Realty Trust Buy 4.66% -3.41%
ESRT Empire State Realty Trust, Inc. Buy 4.67% -3.28%
SBRA Sabra Health Care REIT, Inc. Buy 4.82% -0.05%
NXRT NexPoint Residential Trust, Inc. Buy 4.8% -0.5%
AHT Ashford Hospitality Trust, Inc. Buy 5.75% 19.15%
The percentage of cash held in the portfolio is: 25.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
CSGP Sell All 0.09%
HIW Sell All -4.58%
KRC Sell All -1.51%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXR AMREP Corporation Buy 4.95% 3.61%
MMI Marcus & Millichap, Inc. Buy 5.2% 8.99%
PEB Pebblebrook Hotel Trust Buy 5.02% 5.11%
SLG SL Green Realty Corp. Buy 4.9% 3.51%
OLP One Liberty Properties, Inc. Buy 4.97% 4.97%
CSGP CoStar Group, Inc. Buy 4.86% 2.72%
STRS Stratus Properties Inc. Buy 5.41% 14.29%
BDN Brandywine Realty Trust Buy 4.77% -0.73%
AAT American Assets Trust, Inc. Buy 4.79% -0.29%
AMH American Homes 4 Rent Buy 4.89% 1.62%
CUZ Cousins Properties Incorporated Buy 4.84% 0.7%
KRC Kilroy Realty Corporation Buy 4.94% 2.77%
DOC Physicians Realty Trust Buy 4.85% 0.89%
HIW Highwoods Properties, Inc. Buy 4.8% -0.09%
ESRT Empire State Realty Trust, Inc. Buy 4.76% -0.91%
SBRA Sabra Health Care REIT, Inc. Buy 4.81% 0%
NXRT NexPoint Residential Trust, Inc. Buy 4.81% 0%
AHT Ashford Hospitality Trust, Inc. Buy 4.81% 0%
The percentage of cash held in the portfolio is: 11.61%
New Assets Added
  • SBRA
  • 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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