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All portfolios and performance
Portfolio Ref: EQ605LO1W
Performance in the last:
Follow this Portfolio
1D -0.3 %
1W -0.1 %
2W -0.4 %
1M -0.9 %
3M 2.0 %
6M 0.6 %
9M -4.0 %
1Y -5.2 %
Alpha
-11.3%
Beta
0.27
sharpe-R
-0.26
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:50:54
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.84%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

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
4
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
MPW Medical Properties Trust, Inc. Equity Buy 19.25% -2.04%
BDN Brandywine Realty Trust Equity Buy 19.73% 0.37%
ESRT Empire State Realty Trust, Inc. Equity Buy 20.15% 2.55%
KW Kennedy-Wilson Holdings, Inc. Equity Buy 19.24% -2.09%
PGRE Paramount Group, Inc. Equity Buy 19.62% -0.2%
The percentage of cash held in the portfolio is: 2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
MPW Medical Properties Trust, Inc. Buy 19.56% -0.31%
BDN Brandywine Realty Trust Buy 19.88% 1.31%
ESRT Empire State Realty Trust, Inc. Buy 19.64% 0.09%
KW Kennedy-Wilson Holdings, Inc. Buy 19.3% -1.66%
PGRE Paramount Group, Inc. Buy 19.62% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • PGRE
Assets Removed
None
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
MPW Medical Properties Trust, Inc. Buy 19.6% 0%
BDN Brandywine Realty Trust Buy 19.6% 0%
ESRT Empire State Realty Trust, Inc. Buy 19.6% 0%
KW Kennedy-Wilson Holdings, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 21.6%
New Assets Added
  • MPW
  • BDN
  • ESRT
  • KW
Assets Removed
None
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
UNIT Sell All -0.57%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • UNIT
Assets Removed
None
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
HASI Sell All -2.62%
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HASI
Assets Removed
None
Assets Rebalanced
None
2024-08-05 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
VNO Sell All -2.86%
Assets Rebalanced
None
2024-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
VNO Vornado Realty Trust Buy 19.85% -0.07%
The percentage of cash held in the portfolio is: 80.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
MAC Sell All -4.44%
BRT Sell All -4.71%
Assets Rebalanced
None
2024-08-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
BRT BRT Apartments Corp. Buy 19% -3.1%
VNO Vornado Realty Trust Buy 20.03% 2.25%
MAC The Macerich Company Buy 19.32% -1.36%
The percentage of cash held in the portfolio is: 41.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
PDM Sell All 3.22%
SITC Sell All -3.5%
Assets Rebalanced
None
2024-07-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
PDM Piedmont Office Realty Trust, Inc. Buy 20.12% 4.18%
BRT BRT Apartments Corp. Buy 18.8% -2.64%
VNO Vornado Realty Trust Buy 19.42% 0.68%
MAC The Macerich Company Buy 19.88% 3.08%
SITC SITE Centers Corp. Buy 19.77% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SITC
Assets Removed
Asset Action Perf %
DEI Sell All 2.4%
Assets Rebalanced
None
2024-07-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
DEI Douglas Emmett, Inc. Buy 19.73% 2.27%
PDM Piedmont Office Realty Trust, Inc. Buy 20.12% 4.3%
BRT BRT Apartments Corp. Buy 19.61% 1.65%
VNO Vornado Realty Trust Buy 19.27% 0%
MAC The Macerich Company Buy 19.27% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • VNO
  • MAC
Assets Removed
None
Assets Rebalanced
None
2024-07-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
DEI Douglas Emmett, Inc. Buy 19.29% -2.01%
PDM Piedmont Office Realty Trust, Inc. Buy 19.66% -0.12%
BRT BRT Apartments Corp. Buy 19.68% 0%
The percentage of cash held in the portfolio is: 41.37%
New Assets Added
  • BRT
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
DEI Douglas Emmett, Inc. Buy 19.11% -3.11%
PDM Piedmont Office Realty Trust, Inc. Buy 19.72% 0%
The percentage of cash held in the portfolio is: 61.17%
New Assets Added
  • PDM
Assets Removed
None
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
DEI Douglas Emmett, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • DEI
Assets Removed
None
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SBAC Sell All 0.66%
HPP Sell All 1.13%
CIO Sell All 5.96%
HOUS Sell All 16.15%
Assets Rebalanced
None
2024-07-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SBAC SBA Communications Corporation Buy 18.44% 2.08%
HPP Hudson Pacific Properties, Inc. Buy 18.54% 2.63%
CIO City Office REIT, Inc. Buy 20.39% 12.88%
HOUS Anywhere Real Estate Inc. Buy 21.45% 18.72%
The percentage of cash held in the portfolio is: 21.18%
New Assets Added
None
Assets Removed
Asset Action Perf %
DBRG Sell All 7%
Assets Rebalanced
None
2024-07-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
DBRG DigitalBridge Group, Inc. Buy 19.85% 1.56%
SBAC SBA Communications Corporation Buy 19.54% 0%
HPP Hudson Pacific Properties, Inc. Buy 19.54% 0%
CIO City Office REIT, Inc. Buy 19.54% 0%
HOUS Anywhere Real Estate Inc. Buy 19.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SBAC
  • HPP
  • CIO
  • HOUS
Assets Removed
None
Assets Rebalanced
None
2024-07-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
DBRG DigitalBridge Group, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • DBRG
Assets Removed
None
Assets Rebalanced
None
2024-07-09 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CIO Sell All 2.39%
Assets Rebalanced
None
2024-07-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIO City Office REIT, Inc. Buy 20% -2.59%
The percentage of cash held in the portfolio is: 80%
New Assets Added
None
Assets Removed
Asset Action Perf %
CLDT Sell All -0.35%
VNO Sell All -2.13%
GOOD Sell All -0.42%
ARL Sell All 0.21%
Assets Rebalanced
None
2024-07-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
CLDT Chatham Lodging Trust Buy 19.34% -1.88%
VNO Vornado Realty Trust Buy 19.12% -3%
GOOD Gladstone Commercial Corporation Buy 19.48% -1.19%
ARL American Realty Investors, Inc. Buy 19.44% -1.41%
CIO City Office REIT, Inc. Buy 20.62% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CIO
Assets Removed
Asset Action Perf %
AKR Sell All 2.55%
Assets Rebalanced
None
2024-07-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
AKR Acadia Realty Trust Buy 20.16% 1.7%
CLDT Chatham Lodging Trust Buy 19.46% 0%
VNO Vornado Realty Trust Buy 19.46% 0%
GOOD Gladstone Commercial Corporation Buy 19.46% 0%
ARL American Realty Investors, Inc. Buy 19.46% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CLDT
  • VNO
  • GOOD
  • ARL
Assets Removed
None
Assets Rebalanced
None
2024-06-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
AKR Acadia Realty Trust Buy 19.96% 0.45%
The percentage of cash held in the portfolio is: 80.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
CIO Sell All -3.76%
Assets Rebalanced
None
2024-06-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIO City Office REIT, Inc. Buy 19.05% -4.55%
AKR Acadia Realty Trust Buy 19.77% -0.96%
The percentage of cash held in the portfolio is: 61.18%
New Assets Added
None
Assets Removed
Asset Action Perf %
SAFE Sell All -3%
Assets Rebalanced
None
2024-06-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
CIO City Office REIT, Inc. Buy 19.32% -3.17%
AKR Acadia Realty Trust Buy 19.55% -2.04%
SAFE Safehold Inc. Buy 19.31% -3.21%
The percentage of cash held in the portfolio is: 41.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
PSA Sell All -0.65%
Assets Rebalanced
None
2024-06-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PSA Public Storage Buy 19.65% 0.3%
CIO City Office REIT, Inc. Buy 19.56% -0.2%
AKR Acadia Realty Trust Buy 19.6% 0%
SAFE Safehold Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 21.6%
New Assets Added
  • AKR
  • SAFE
Assets Removed
None
Assets Rebalanced
None
2024-06-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
PSA Public Storage Buy 19.63% 0.18%
CIO City Office REIT, Inc. Buy 19.59% 0%
The percentage of cash held in the portfolio is: 60.78%
New Assets Added
  • CIO
Assets Removed
None
Assets Rebalanced
None
2024-06-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
PSA Public Storage Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • PSA
Assets Removed
None
Assets Rebalanced
None
2024-05-23 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
UMH Sell All -3.18%
Assets Rebalanced
None
2024-05-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
UMH UMH Properties, Inc. Buy 18.35% -2.8%
The percentage of cash held in the portfolio is: 81.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
IIPR Sell All 2.1%
Assets Rebalanced
None
2024-05-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
IIPR Innovative Industrial Properties, Inc. Buy 19.28% 2.38%
UMH UMH Properties, Inc. Buy 18.54% -1.5%
The percentage of cash held in the portfolio is: 62.19%
New Assets Added
None
Assets Removed
Asset Action Perf %
RMR Sell All -1.73%
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

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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