1D | 3.3 % |
1W | 3.4 % |
2W | -0.1 % |
1M | -3.4 % |
3M | -12.5 % |
6M | -13.2 % |
9M | -15.6 % |
1Y | -17.0 % |
Alpha
-39.4%
|
Beta
0.87
|
sharpe-R
-0.66
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:18 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -25.8% |
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. 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..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Equity | Buy | 12.01% | 40.42% | 2024-09-04 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 8.93% | 4.37% | 2024-09-04 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 8.05% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 9.86% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 12.01% | 40.42% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.93% | 4.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 8.05% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 9.86% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
MGNX | Sell All | 5.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 10.95% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 11.07% | 1.9% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 11.18% | 2.85% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 11.54% | 31.25% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.41% | -4.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 7.92% | -2.15% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 10.49% | -4.04% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.84% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 11.06% | 1.24% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 11.26% | 3.13% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 11.27% | 27.5% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.4% | -4.92% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 7.92% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 12.1% | 12.74% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.47% | -2.44% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.51% | -2.03% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.64% | -0.85% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.54% | -1.71% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 11.63% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.07% | -7.1% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 8.04% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 12.15% | 11.2% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.69% | -2.13% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.87% | -0.47% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.97% | 0.4% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.11% | -7.41% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 10.11% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 7.97% | -9.84% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 8.39% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 8.6% | -3.01% | 2024-09-05 |
MYGN Myriad Genetics, Inc. | Buy | 8.13% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 11.38% | 4.09% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 10.71% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 10.74% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 10.97% | 0.39% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 10.52% | -3.7% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.15% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.31% | -6.01% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 8.47% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 8.87% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 8.89% | 0% | 2024-09-06 |