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All portfolios and performance
Portfolio Ref: EQXS10LO3W
Performance in the last:
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1D 0.6 %
1W -6.7 %
2W 1.7 %
1M -2.9 %
3M -15.4 %
6M -16.6 %
9M -20.1 %
1Y -12.9 %
Alpha
-40.4%
Beta
0.95
sharpe-R
-0.5
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
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 2024-11-21 08:32:28
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -25.74%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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..
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
PLPC Preformed Line Products Company Equity Buy 9.91% 8.11%
CORT Corcept Therapeutics Incorporated Equity Buy 10.27% 12.05%
CVCO Cavco Industries, Inc. Equity Buy 9.5% 3.87%
BKE The Buckle, Inc. Equity Buy 13.4% -0.82%
TPIC TPI Composites, Inc. Equity Buy 6.22% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 6.71% -0.53%
CWEN Clearway Energy, Inc. Equity Buy 12.12% 1.27%
VTNR Vertex Energy, Inc. Equity Buy 10.8% 0.27%
The percentage of cash held in the portfolio is: 21.07%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 9.91% 8.11%
CORT Corcept Therapeutics Incorporated Buy 10.27% 12.05%
CVCO Cavco Industries, Inc. Buy 9.5% 3.87%
BKE The Buckle, Inc. Buy 13.4% -0.82%
TPIC TPI Composites, Inc. Buy 6.22% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Buy 6.71% -0.53%
CWEN Clearway Energy, Inc. Buy 12.12% 1.27%
VTNR Vertex Energy, Inc. Buy 10.8% 0.27%
The percentage of cash held in the portfolio is: 21.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
IRTC Sell All -9.45%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PLPC Preformed Line Products Company Buy 9.8% 6.5%
CORT Corcept Therapeutics Incorporated Buy 9.99% 8.49%
IRTC iRhythm Technologies, Inc. Buy 8.53% -7.33%
CVCO Cavco Industries, Inc. Buy 9.45% 2.98%
BKE The Buckle, Inc. Buy 13.47% -0.76%
TPIC TPI Composites, Inc. Buy 6.3% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 6.73% -0.62%
CWEN Clearway Energy, Inc. Buy 12.1% 0.76%
VTNR Vertex Energy, Inc. Buy 10.81% 0%
The percentage of cash held in the portfolio is: 12.81%
New Assets Added
  • VTNR
Assets Removed
Asset Action Perf %
NEOG Sell All 5.23%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.71% 6%
PLPC Preformed Line Products Company Buy 9.72% 5.38%
CORT Corcept Therapeutics Incorporated Buy 9.69% 5.11%
IRTC iRhythm Technologies, Inc. Buy 8.7% -5.62%
CVCO Cavco Industries, Inc. Buy 9.36% 1.82%
BKE The Buckle, Inc. Buy 13.64% 0.36%
TPIC TPI Composites, Inc. Buy 6.44% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 6.67% -1.67%
CWEN Clearway Energy, Inc. Buy 12.03% 0%
The percentage of cash held in the portfolio is: 14.03%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
COTY Sell All -5.35%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.24% 1.81%
PLPC Preformed Line Products Company Buy 9.82% 7.37%
CORT Corcept Therapeutics Incorporated Buy 9.47% 3.54%
IRTC iRhythm Technologies, Inc. Buy 9.03% -1.22%
CVCO Cavco Industries, Inc. Buy 9.27% 1.65%
BKE The Buckle, Inc. Buy 13.56% 0.65%
COTY Coty Inc. Buy 12.99% -3.61%
HNRG Hallador Energy Company Buy 11.17% -2.13%
TPIC TPI Composites, Inc. Buy 6.73% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 6.72% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CLMT
Assets Removed
Asset Action Perf %
LEU Sell All -23.54%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 8.91% 2.09%
PLPC Preformed Line Products Company Buy 9.66% 9.9%
CORT Corcept Therapeutics Incorporated Buy 9.62% 9.45%
IRTC iRhythm Technologies, Inc. Buy 9% 2.46%
CVCO Cavco Industries, Inc. Buy 8.9% 1.58%
LEU Centrus Energy Corp. Buy 7.22% -13.54%
BKE The Buckle, Inc. Buy 13.26% 2.37%
COTY Coty Inc. Buy 13.16% 1.61%
HNRG Hallador Energy Company Buy 11.18% 1.9%
TPIC TPI Composites, Inc. Buy 7.09% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 9.14% 5.86%
PLPC Preformed Line Products Company Buy 9.69% 11.41%
CORT Corcept Therapeutics Incorporated Buy 9.8% 12.76%
IRTC iRhythm Technologies, Inc. Buy 9.3% 6.99%
CVCO Cavco Industries, Inc. Buy 8.83% 1.85%
LEU Centrus Energy Corp. Buy 7.35% -11.07%
TWI Titan International, Inc. Buy 7.24% -5.67%
BKE The Buckle, Inc. Buy 13.13% 2.5%
COTY Coty Inc. Buy 12.66% -1.2%
HNRG Hallador Energy Company Buy 10.86% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
Assets Removed
Asset Action Perf %
CDMO Sell All 17.76%
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

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