1D | -0.1 % |
1W | 0.3 % |
2W | 0.2 % |
1M | -0.8 % |
3M | 6.5 % |
6M | 0.4 % |
9M | -2.5 % |
1Y | 5.2 % |
Alpha
-1.7%
|
Beta
0.26
|
sharpe-R
0.46
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:15 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.91% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 25.
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 | 5.71% | -0.76% | 2024-09-06 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 5.64% | -2.04% | 2024-09-16 | ||
FOR Forestar Group Inc. | Equity | Buy | 5.96% | 3.51% | 2024-09-17 | ||
AXR AMREP Corporation | Equity | Buy | 5.87% | 2.07% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 5.84% | 1.33% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 5.74% | -0.31% | 2024-09-16 |
FOR Forestar Group Inc. | Buy | 5.76% | 0% | 2024-09-17 |
AXR AMREP Corporation | Buy | 5.76% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 6.01% | 4.55% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 5.75% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 5.76% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
FSP | Buy All | -4.6% |
CHCT | Buy All | 13.92% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FSP Franklin Street Properties Corp. | Sell | -3.86% | -0.57% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.29% | 14.34% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
AHT | Sell All | -5.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AHT Ashford Hospitality Trust, Inc. | Buy | 6.19% | 0% | 2024-08-26 |
FSP Franklin Street Properties Corp. | Sell | -3.78% | 1.15% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.38% | 11.76% | 2024-08-01 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
FSP Franklin Street Properties Corp. | Sell | -3.49% | 8.62% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.38% | 11.35% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
JBGS | Buy All | -4.28% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBGS JBG SMITH Properties | Sell | -3.9% | -2.45% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.45% | 9.2% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.14% | 17.33% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
SBAC | Sell All | 1.45% |
HOUS | Sell All | 8.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 5.02% | 3.35% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.23% | 7.69% | 2024-07-12 |
JBGS JBG SMITH Properties | Sell | -3.88% | -1.96% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.41% | 10.34% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.31% | 12.91% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
HPP | Sell All | -11.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 5.05% | 4.98% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 4.93% | 2.63% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.53% | 15.13% | 2024-07-12 |
JBGS JBG SMITH Properties | Sell | -3.79% | -0.8% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.4% | 9.77% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.3% | 12.41% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
ESRT | Buy All | 2.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 5.07% | 5.36% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 4.79% | -0.56% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.18% | 7.69% | 2024-07-12 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.55% | 3.98% | 2024-07-26 |
JBGS JBG SMITH Properties | Sell | -3.62% | 4.1% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.29% | 12.64% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.35% | 11.21% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
OPI | Sell All | -14.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 5.18% | 8.24% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.21% | 9.01% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.24% | 9.49% | 2024-07-12 |
OPI Office Properties Income Trust | Buy | 4.89% | 2.69% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.68% | -0.19% | 2024-07-26 |
JBGS JBG SMITH Properties | Sell | -3.71% | 1.1% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.68% | 1.72% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.52% | 5.97% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
OUT | Sell All | 10.1% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OUT Outfront Media Inc. | Buy | 6.43% | 12.25% | 2024-07-03 |
SBAC SBA Communications Corporation | Buy | 5.01% | 4.61% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.38% | 12.38% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.79% | 21.03% | 2024-07-12 |
OPI Office Properties Income Trust | Buy | 4.56% | -4.23% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.76% | -2.18% | 2024-07-26 |
JBGS JBG SMITH Properties | Sell | -3.75% | 0% | 2024-08-01 |
FSP Franklin Street Properties Corp. | Sell | -3.75% | 0% | 2024-08-01 |
CHCT Community Healthcare Trust Incorporated | Sell | -3.75% | 0% | 2024-08-01 |
Asset | Action | Perf % |
---|---|---|
CLPR | Sell All | 7.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLPR Clipper Realty Inc. | Buy | 6.19% | 7.88% | 2024-07-02 |
OUT Outfront Media Inc. | Buy | 6.39% | 11.42% | 2024-07-03 |
SBAC SBA Communications Corporation | Buy | 4.98% | 3.85% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.4% | 12.76% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.73% | 19.49% | 2024-07-12 |
OPI Office Properties Income Trust | Buy | 4.55% | -4.62% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.76% | -2.09% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
DHC | Sell All | 9.51% |
PDM | Sell All | 20.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DHC Diversified Healthcare Trust | Buy | 6.35% | 10.82% | 2024-07-01 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 6.9% | 20.55% | 2024-07-01 |
CLPR Clipper Realty Inc. | Buy | 6.19% | 8.15% | 2024-07-02 |
OUT Outfront Media Inc. | Buy | 6.21% | 8.44% | 2024-07-03 |
SBAC SBA Communications Corporation | Buy | 4.9% | 2.31% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.15% | 7.69% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.83% | 21.79% | 2024-07-12 |
OPI Office Properties Income Trust | Buy | 4.95% | 3.85% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.75% | -1.99% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
MAC | Buy All | -3.77% |
ARL | Sell All | 36.76% |