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Portfolio Ref: EQ605LO2W
Performance in the last:
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1D 0.1 %
1W -0.5 %
2W 4.1 %
1M 3.3 %
3M 0.5 %
6M 3.8 %
9M -5.3 %
1Y 0.3 %
Alpha
-14.8%
Beta
0.46
sharpe-R
-0.05
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.5
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 2024-11-22 08:49:19
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.
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
NXRT NexPoint Residential Trust, Inc. Equity Buy 25.15% -0.75%
BDN Brandywine Realty Trust Equity Buy 18.21% 0%
DEI Douglas Emmett, Inc. Equity Buy 18.21% 0%
HOUS Anywhere Real Estate Inc. Equity Buy 18.21% 0%
ARL American Realty Investors, Inc. Equity Buy 18.21% 0%
The percentage of cash held in the portfolio is: 2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXRT NexPoint Residential Trust, Inc. Buy 25.15% -0.75%
BDN Brandywine Realty Trust Buy 18.21% 0%
DEI Douglas Emmett, Inc. Buy 18.21% 0%
HOUS Anywhere Real Estate Inc. Buy 18.21% 0%
ARL American Realty Investors, Inc. Buy 18.21% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BDN
  • DEI
  • HOUS
  • ARL
Assets Removed
None
Assets Rebalanced
None
2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
NXRT NexPoint Residential Trust, Inc. Buy 24.98% -1.63%
The percentage of cash held in the portfolio is: 75.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
CUZ Sell All -1.05%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CUZ Cousins Properties Incorporated Buy 18.36% -2.48%
NXRT NexPoint Residential Trust, Inc. Buy 24.95% -2.15%
The percentage of cash held in the portfolio is: 56.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
XHR Sell All -4.15%
AAT Sell All -3.64%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
XHR Xenia Hotels & Resorts, Inc. Buy 18.31% -1.69%
AAT American Assets Trust, Inc. Buy 18.17% -2.39%
CUZ Cousins Properties Incorporated Buy 18.32% -1.62%
NXRT NexPoint Residential Trust, Inc. Buy 24.93% -1.12%
The percentage of cash held in the portfolio is: 20.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
SLG Sell All -2.18%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 18.84% 3.95%
XHR Xenia Hotels & Resorts, Inc. Buy 18.09% -0.19%
AAT American Assets Trust, Inc. Buy 18.12% 0%
CUZ Cousins Properties Incorporated Buy 18.4% 1.53%
NXRT NexPoint Residential Trust, Inc. Buy 24.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NXRT
Assets Removed
Asset Action Perf %
CXW Sell All 36.18%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 20.05% 2.86%
XHR Xenia Hotels & Resorts, Inc. Buy 19.49% 0%
CXW CoreCivic, Inc. Buy 19.49% 0%
AAT American Assets Trust, Inc. Buy 19.49% 0%
CUZ Cousins Properties Incorporated Buy 19.49% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • XHR
  • CXW
  • AAT
  • CUZ
Assets Removed
None
Assets Rebalanced
None
2024-11-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
SLG SL Green Realty Corp. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SLG
Assets Removed
None
Assets Rebalanced
None
2024-11-04 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 %
RMAX Sell All -6.81%
Assets Rebalanced
None
2024-10-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
RMAX RE/MAX Holdings, Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • RMAX
Assets Removed
None
Assets Rebalanced
None
2024-09-30 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 %
BDN Sell All -0.56%
ESRT Sell All 3.3%
Assets Rebalanced
None
2024-09-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
BDN Brandywine Realty Trust Buy 19.39% -3.36%
ESRT Empire State Realty Trust, Inc. Buy 20.84% 3.87%
The percentage of cash held in the portfolio is: 59.77%
New Assets Added
None
Assets Removed
Asset Action Perf %
KW Sell All -4.89%
Assets Rebalanced
None
2024-09-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BDN Brandywine Realty Trust Buy 19.87% 0.75%
ESRT Empire State Realty Trust, Inc. Buy 20.97% 6.32%
KW Kennedy-Wilson Holdings, Inc. Buy 19.17% -2.79%
The percentage of cash held in the portfolio is: 39.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
UNIT Sell All 0.95%
MPW Sell All -9.42%
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 20.45% 4.55%
MPW Medical Properties Trust, Inc. Buy 19.39% 0%
BDN Brandywine Realty Trust Buy 19.39% 0%
ESRT Empire State Realty Trust, Inc. Buy 19.39% 0%
KW Kennedy-Wilson Holdings, Inc. Buy 19.39% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MPW
  • BDN
  • ESRT
  • KW
Assets Removed
None
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
UNIT Uniti Group Inc. Buy 19.67% -0.38%
The percentage of cash held in the portfolio is: 80.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
HASI Sell All -3.46%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. Buy 19.54% -0.36%
UNIT Uniti Group Inc. Buy 19.61% 0%
The percentage of cash held in the portfolio is: 60.84%
New Assets Added
  • UNIT
Assets Removed
None
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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