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All portfolios and performance
Portfolio Ref: EQXS10LO1W
Performance in the last:
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1D 0.9 %
1W 2.0 %
2W -1.0 %
1M -4.0 %
3M -13.9 %
6M -10.9 %
9M -9.0 %
1Y -10.9 %
Alpha
-31.7%
Beta
0.8
sharpe-R
-0.46
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:55:16
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -21.2%
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. The maximum number of assets that can be allocated in this strategy is 10.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
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
3
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 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
MPW Medical Properties Trust, Inc. Buy 9.8% 0%
The percentage of cash held in the portfolio is: 90.2%
New Assets Added
  • MPW
Assets Removed
Asset Action Perf %
MYGN Sell All 2.3%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
MYGN Myriad Genetics, Inc. Buy 9.48% -2.15%
The percentage of cash held in the portfolio is: 90.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
SPWH Sell All 10.88%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SPWH Sportsman's Warehouse Holdings, Inc. Buy 9.99% -0.42%
MYGN Myriad Genetics, Inc. Buy 9.8% 0.26%
The percentage of cash held in the portfolio is: 80.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
TVTX Sell All 33.75%
ESPR Sell All -5.46%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
TVTX Travere Therapeutics, Inc. Buy 12.61% 33.96%
ESPR Esperion Therapeutics, Inc. Buy 8.75% -7.1%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.27% 2.51%
MYGN Myriad Genetics, Inc. Buy 9.82% 0.63%
The percentage of cash held in the portfolio is: 58.55%
New Assets Added
None
Assets Removed
Asset Action Perf %
ALDX Sell All -6.49%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
TVTX Travere Therapeutics, Inc. Buy 10.96% 14.37%
ESPR Esperion Therapeutics, Inc. Buy 8.64% -9.84%
UAA Under Armour, Inc. Buy 9.18% -5.35%
ALDX Aldeyra Therapeutics, Inc. Buy 9.41% -3.01%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.19% 0%
MYGN Myriad Genetics, Inc. Buy 9.93% 0%
The percentage of cash held in the portfolio is: 41.7%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
WES Sell All -2.13%
MBUU Sell All -0.47%
JBSS Sell All 0.4%
MGNX Sell All -7.41%
TSLA Sell All -8.45%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 10.03% -1.94%
MBUU Malibu Boats, Inc. Buy 10.06% -1.65%
JBSS John B. Sanfilippo & Son, Inc. Buy 10.27% 0.39%
MGNX MacroGenics, Inc. Buy 9.85% -3.7%
TVTX Travere Therapeutics, Inc. Buy 9.83% 3.44%
ESPR Esperion Therapeutics, Inc. Buy 8.93% -6.01%
UAA Under Armour, Inc. Buy 9.19% -4.5%
ALDX Aldeyra Therapeutics, Inc. Buy 9.62% 0%
TSLA Tesla, Inc. Buy 10.11% 0%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 10.11% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TSLA
  • SPWH
Assets Removed
Asset Action Perf %
GME Sell All 4.09%
Assets Rebalanced
None

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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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