1D | -0.1 % |
1W | 0.3 % |
2W | 0.2 % |
1M | -0.2 % |
3M | 4.3 % |
6M | 0.7 % |
9M | -3.1 % |
1Y | -4.7 % |
Alpha
-9.1%
|
Beta
0.17
|
sharpe-R
-0.53
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:51:12 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.98% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 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 % |
---|---|---|
AHT | Sell All | -5.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AHT Ashford Hospitality Trust, Inc. | Buy | 5.76% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
ESRT | Buy All | 2.18% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ESRT Empire State Realty Trust, Inc. | Sell | -3.85% | -2.09% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
OPI | Sell All | -4.62% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OPI Office Properties Income Trust | Buy | 5.99% | 3.85% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.82% | -1.99% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
MAC | Buy All | -3.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OPI Office Properties Income Trust | Buy | 5.73% | -0.77% | 2024-07-17 |
ESRT Empire State Realty Trust, Inc. | Sell | -3.75% | 0% | 2024-07-26 |
MAC The Macerich Company | Sell | -3.75% | 0% | 2024-07-26 |
Asset | Action | Perf % |
---|---|---|
MAC | Sell All | -0.19% |
SBAC | Sell All | 0.58% |
HPP | Sell All | -0.19% |
CIO | Sell All | 15.58% |
HOUS | Sell All | 16.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SBAC SBA Communications Corporation | Buy | 5.14% | -0.5% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.27% | 2.06% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.58% | 8.08% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.96% | 15.38% | 2024-07-12 |
MAC The Macerich Company | Buy | 5.97% | 5.04% | 2024-07-16 |
OPI Office Properties Income Trust | Buy | 6.13% | 6.54% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
UNIT | Sell All | 21.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 6.8% | 21.78% | 2024-07-09 |
SBAC SBA Communications Corporation | Buy | 5.19% | -0.41% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.22% | 0.19% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.46% | 4.81% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 6.1% | 16.92% | 2024-07-12 |
MAC The Macerich Company | Buy | 5.9% | 2.74% | 2024-07-16 |
OPI Office Properties Income Trust | Buy | 5.48% | -5.77% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
BHR | Sell All | -5.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 7.07% | 28.71% | 2024-07-09 |
SBAC SBA Communications Corporation | Buy | 5.21% | 1.52% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.36% | 4.5% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.64% | 10% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.97% | 16.41% | 2024-07-12 |
MAC The Macerich Company | Buy | 5.81% | 2.81% | 2024-07-16 |
BHR Braemar Hotels & Resorts Inc. | Buy | 5.72% | 0% | 2024-07-17 |
OPI Office Properties Income Trust | Buy | 5.72% | 0% | 2024-07-17 |
Asset | Action | Perf % |
---|---|---|
OUT | Sell All | 10.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OUT Outfront Media Inc. | Buy | 6.35% | 7.13% | 2024-07-03 |
UNIT Uniti Group Inc. | Buy | 6.94% | 24.09% | 2024-07-09 |
SBAC SBA Communications Corporation | Buy | 5.23% | 0.19% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.38% | 3% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.22% | 0% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.66% | 8.46% | 2024-07-12 |
MAC The Macerich Company | Buy | 5.75% | 0% | 2024-07-16 |
Asset | Action | Perf % |
---|---|---|
CLPR | Sell All | 7.61% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CLPR Clipper Realty Inc. | Buy | 6.21% | 1.63% | 2024-07-02 |
OUT Outfront Media Inc. | Buy | 6.35% | 5.74% | 2024-07-03 |
UNIT Uniti Group Inc. | Buy | 6.52% | 15.18% | 2024-07-09 |
SBAC SBA Communications Corporation | Buy | 5.36% | 1.42% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.38% | 1.69% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.33% | 0.77% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.37% | 1.54% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
DHC | Sell All | 10.16% |
PDM | Sell All | 10.9% |
ARL | Sell All | 14.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DHC Diversified Healthcare Trust | Buy | 6.9% | 12.13% | 2024-07-01 |
PDM Piedmont Office Realty Trust, Inc. | Buy | 6.82% | 10.76% | 2024-07-01 |
ARL American Realty Investors, Inc. | Buy | 6.94% | 12.75% | 2024-07-01 |
CLPR Clipper Realty Inc. | Buy | 6.11% | -0.82% | 2024-07-02 |
OUT Outfront Media Inc. | Buy | 6.42% | 6.23% | 2024-07-03 |
UNIT Uniti Group Inc. | Buy | 6.23% | 9.24% | 2024-07-09 |
SBAC SBA Communications Corporation | Buy | 5.32% | 0% | 2024-07-12 |
HPP Hudson Pacific Properties, Inc. | Buy | 5.32% | 0% | 2024-07-12 |
CIO City Office REIT, Inc. | Buy | 5.32% | 0% | 2024-07-12 |
HOUS Anywhere Real Estate Inc. | Buy | 5.32% | 0% | 2024-07-12 |
Asset | Action | Perf % |
---|---|---|
OPI | Buy All | -12.94% |