1D | 0.1 % |
1W | 0.4 % |
2W | -0.5 % |
1M | -0.1 % |
3M | 1.4 % |
6M | -3.3 % |
9M | -5.1 % |
1Y | 5.9 % |
Alpha
-5.9%
|
Beta
0.47
|
sharpe-R
0.45
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:03 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -8.73% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
UNIT Uniti Group Inc. | Equity | Buy | 4.86% | -0.76% | 2024-09-06 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 4.79% | -2.04% | 2024-09-16 | ||
BDN Brandywine Realty Trust | Equity | Buy | 4.9% | 0.37% | 2024-09-16 | ||
ESRT Empire State Realty Trust, Inc. | Equity | Buy | 5.01% | 2.55% | 2024-09-16 | ||
KW Kennedy-Wilson Holdings, Inc. | Equity | Buy | 4.78% | -2.09% | 2024-09-16 | ||
PGRE Paramount Group, Inc. | Equity | Buy | 4.88% | -0.2% | 2024-09-17 | ||
INN Summit Hotel Properties, Inc. | Equity | Buy | 4.99% | 2.19% | 2024-09-17 | ||
FOR Forestar Group Inc. | Equity | Buy | 5.06% | 3.51% | 2024-09-17 | ||
AXR AMREP Corporation | Equity | Buy | 4.99% | 2.07% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 4.98% | 1.33% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 4.88% | -0.31% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 4.96% | 1.31% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 4.9% | 0.09% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 4.82% | -1.66% | 2024-09-16 |
PGRE Paramount Group, Inc. | Buy | 4.9% | 0% | 2024-09-17 |
INN Summit Hotel Properties, Inc. | Buy | 4.9% | 0% | 2024-09-17 |
FOR Forestar Group Inc. | Buy | 4.9% | 0% | 2024-09-17 |
AXR AMREP Corporation | Buy | 4.9% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 5.12% | 4.55% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 4.89% | 0% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 4.89% | 0% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 4.89% | 0% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 4.89% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 4.83% | -1.7% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ESRT | Sell All | -2.21% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ESRT Empire State Realty Trust, Inc. | Buy | 4.83% | -1.73% | 2024-08-27 |
UNIT Uniti Group Inc. | Buy | 4.89% | -0.38% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
HASI | Sell All | -3.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 4.89% | -0.36% | 2024-08-26 |
ESRT Empire State Realty Trust, Inc. | Buy | 4.95% | 0.86% | 2024-08-27 |
UNIT Uniti Group Inc. | Buy | 4.9% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MLP | Sell All | 3.32% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 4.79% | -2.41% | 2024-08-26 |
ESRT Empire State Realty Trust, Inc. | Buy | 4.98% | 1.53% | 2024-08-27 |
MLP Maui Land & Pineapple Company, Inc. | Buy | 5.05% | 2.97% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AHT | Sell All | -5.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AHT Ashford Hospitality Trust, Inc. | Buy | 4.85% | -0.96% | 2024-08-26 |
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 4.91% | 0.09% | 2024-08-26 |
ESRT Empire State Realty Trust, Inc. | Buy | 4.9% | 0% | 2024-08-27 |
MLP Maui Land & Pineapple Company, Inc. | Buy | 4.9% | 0% | 2024-08-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AHT Ashford Hospitality Trust, Inc. | Buy | 4.9% | 0% | 2024-08-26 |
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 4.9% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
DLR | Sell All | 1.13% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DLR Digital Realty Trust, Inc. | Buy | 5% | -1.57% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
PDM | Sell All | -1.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDM Piedmont Office Realty Trust, Inc. | Buy | 5.05% | -0.72% | 2024-07-25 |
DLR Digital Realty Trust, Inc. | Buy | 5.04% | -0.58% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
DEI | Sell All | -0.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 4.95% | -3.96% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 4.93% | -3.34% | 2024-07-25 |
DLR Digital Realty Trust, Inc. | Buy | 4.92% | -3.36% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
OPI | Sell All | -16.54% |
DHC | Sell All | -8.26% |
VNO | Sell All | -7.02% |
OUT | Sell All | -11.23% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 5.1% | 1.95% | 2024-07-24 |
DHC Diversified Healthcare Trust | Buy | 4.85% | -2.95% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 5.14% | 3.82% | 2024-07-25 |
VNO Vornado Realty Trust | Buy | 4.96% | -0.07% | 2024-07-29 |
OUT Outfront Media Inc. | Buy | 5.03% | 1.53% | 2024-07-29 |
OPI Office Properties Income Trust | Buy | 4.99% | 0.38% | 2024-07-30 |
DLR Digital Realty Trust, Inc. | Buy | 5.03% | 1.87% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
EXPI | Sell All | -12.3% |
MAC | Sell All | -4.44% |
RDFN | Sell All | -8.21% |
RMAX | Sell All | -3.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 5.15% | 4.35% | 2024-07-24 |
DHC Diversified Healthcare Trust | Buy | 4.87% | -1.47% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 5.05% | 3.22% | 2024-07-25 |
VNO Vornado Realty Trust | Buy | 5.01% | 2.25% | 2024-07-29 |
MAC The Macerich Company | Buy | 4.83% | -1.36% | 2024-07-29 |
OUT Outfront Media Inc. | Buy | 5.07% | 3.51% | 2024-07-29 |
EXPI eXp World Holdings, Inc. | Buy | 4.8% | -1.91% | 2024-07-29 |
RDFN Redfin Corporation | Buy | 4.92% | 0.56% | 2024-07-29 |
RMAX RE/MAX Holdings, Inc. | Buy | 4.94% | 0.84% | 2024-07-29 |
OPI Office Properties Income Trust | Buy | 4.59% | -6.39% | 2024-07-30 |
DLR Digital Realty Trust, Inc. | Buy | 4.88% | 0% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
SITC | Sell All | -3.5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DEI Douglas Emmett, Inc. | Buy | 5.05% | 2.4% | 2024-07-24 |
DHC Diversified Healthcare Trust | Buy | 4.86% | -1.47% | 2024-07-24 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 5.09% | 4.18% | 2024-07-25 |
VNO Vornado Realty Trust | Buy | 4.92% | 0.68% | 2024-07-29 |
MAC The Macerich Company | Buy | 5.04% | 3.08% | 2024-07-29 |
OUT Outfront Media Inc. | Buy | 5.02% | 2.74% | 2024-07-29 |
EXPI eXp World Holdings, Inc. | Buy | 4.74% | -3.01% | 2024-07-29 |
RDFN Redfin Corporation | Buy | 5.02% | 2.66% | 2024-07-29 |
RMAX RE/MAX Holdings, Inc. | Buy | 4.82% | -1.46% | 2024-07-29 |
OPI Office Properties Income Trust | Buy | 4.57% | -6.77% | 2024-07-30 |
SITC SITE Centers Corp. | Buy | 4.89% | 0% | 2024-07-31 |
Asset | Action | Perf % |
---|---|---|
BRT | Sell All | -2.64% |