1D | 0.7 % |
1W | 0.3 % |
2W | 0.7 % |
1M | 0.2 % |
3M | 3.5 % |
6M | -4.4 % |
9M | -12.3 % |
1Y | -7.8 % |
Alpha
-21.1%
|
Beta
0.54
|
sharpe-R
-0.35
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:54:53 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -17.6% |
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 5.
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 | 20.45% | 4.55% | 2024-09-06 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 19.39% | 0% | 2024-09-16 | ||
BDN Brandywine Realty Trust | Equity | Buy | 19.39% | 0% | 2024-09-16 | ||
ESRT Empire State Realty Trust, Inc. | Equity | Buy | 19.39% | 0% | 2024-09-16 | ||
KW Kennedy-Wilson Holdings, Inc. | Equity | Buy | 19.39% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 20.45% | 4.55% | 2024-09-06 |
MPW Medical Properties Trust, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
BDN Brandywine Realty Trust | Buy | 19.39% | 0% | 2024-09-16 |
ESRT Empire State Realty Trust, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
KW Kennedy-Wilson Holdings, Inc. | Buy | 19.39% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
UNIT Uniti Group Inc. | Buy | 19.67% | -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 | 19.54% | -0.36% | 2024-08-26 |
UNIT Uniti Group Inc. | Buy | 19.61% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Buy | 19.6% | 0% | 2024-08-26 |
Asset | Action | Perf % |
---|---|---|
PDM | Sell All | -1.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDM Piedmont Office Realty Trust, Inc. | Buy | 19.64% | -0.72% | 2024-07-25 |
Asset | Action | Perf % |
---|---|---|
DEI | Sell All | -0.97% |