1D | 2.7 % |
1W | -7.6 % |
2W | -12.5 % |
1M | -13.8 % |
3M | -31.6 % |
6M | -30.2 % |
9M | -33.3 % |
1Y | -35.5 % |
Alpha
-56.0%
|
Beta
0.8
|
sharpe-R
-1.25
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:31 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -38.57% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 15.
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 |
---|---|---|---|---|---|---|---|
WES Western Midstream Partners, LP | Equity | Buy | 13.93% | 2.57% | 2024-09-02 | ||
MBUU Malibu Boats, Inc. | Equity | Buy | 14.2% | 6.66% | 2024-09-04 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 20.56% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 11.3% | 0% | 2024-09-16 | ||
TROX Tronox Holdings plc | Equity | Sell | -7.31% | 10.41% | 2024-08-21 | ||
DK Delek US Holdings, Inc. | Equity | Sell | -7.99% | 1.72% | 2024-09-06 | ||
POWI Power Integrations, Inc. | Equity | Sell | -8.12% | 0.03% | 2024-09-06 | ||
GPRE Green Plains Inc. | Equity | Sell | -2.19% | -5.36% | 2024-09-11 | ||
LUV Southwest Airlines Co. | Equity | Sell | -4.18% | 0.45% | 2024-09-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 13.93% | 2.57% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 14.2% | 6.66% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 20.56% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 11.3% | 0% | 2024-09-16 |
TROX Tronox Holdings plc | Sell | -7.31% | 10.41% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.99% | 1.72% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -8.12% | 0.03% | 2024-09-06 |
GPRE Green Plains Inc. | Sell | -2.19% | -5.36% | 2024-09-11 |
LUV Southwest Airlines Co. | Sell | -4.18% | 0.45% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
PRTH | Sell All | 25.35% |
VIAV | Sell All | 3.46% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 15.34% | 16.7% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 13.5% | 2.72% | 2024-08-16 |
WES Western Midstream Partners, LP | Buy | 13.85% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 13.97% | 2.11% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 20.11% | -2.56% | 2024-09-09 |
TROX Tronox Holdings plc | Sell | -7.32% | 12.71% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.96% | 4.61% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -8.22% | 1.56% | 2024-09-06 |
GPRE Green Plains Inc. | Sell | -2.19% | -2.51% | 2024-09-11 |
LUV Southwest Airlines Co. | Sell | -4.32% | 0% | 2024-09-12 |
Asset | Action | Perf % |
---|---|---|
PLCE | Buy All | -43.99% |
WOW | Sell All | -12.46% |
GME | Sell All | -10.8% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 13.8% | 13.08% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 12.28% | 0.62% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 14.14% | -4.84% | 2024-08-20 |
WES Western Midstream Partners, LP | Buy | 12.76% | -1.53% | 2024-09-02 |
GME GameStop Corp. | Buy | 12.87% | 1.34% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 12.46% | -1.89% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 19.22% | 0.26% | 2024-09-09 |
PLCE The Children's Place, Inc. | Sell | -6.13% | 22.47% | 2024-08-14 |
TROX Tronox Holdings plc | Sell | -6.77% | 13.09% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.6% | 1.98% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -7.52% | 2.93% | 2024-09-06 |
GPRE Green Plains Inc. | Sell | -1.98% | 0% | 2024-09-11 |
Asset | Action | Perf % |
---|---|---|
SEE | Buy All | 0.27% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 13.5% | 10.66% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 12% | -1.6% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 14.26% | -3.98% | 2024-08-20 |
WES Western Midstream Partners, LP | Buy | 12.63% | -2.44% | 2024-09-02 |
GME GameStop Corp. | Buy | 13.31% | 4.8% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 12.54% | -1.19% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 19.28% | 0.63% | 2024-09-09 |
SEE Sealed Air Corporation | Sell | -1.55% | -0.57% | 2024-08-12 |
PLCE The Children's Place, Inc. | Sell | -6.08% | 23.1% | 2024-08-14 |
TROX Tronox Holdings plc | Sell | -7.03% | 9.67% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.36% | 5.02% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -7.51% | 3.03% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -47.73% |
UAA | Sell All | -9.36% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 12.76% | 3.82% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 12% | -2.35% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 14.23% | -4.84% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.06% | -40.91% | 2024-08-21 |
WES Western Midstream Partners, LP | Buy | 12.77% | -2.13% | 2024-09-02 |
GME GameStop Corp. | Buy | 13.22% | 3.37% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 12.84% | 0.39% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 2.52% | -5.35% | 2024-09-05 |
MYGN Myriad Genetics, Inc. | Buy | 19.3% | 0% | 2024-09-09 |
SEE Sealed Air Corporation | Sell | -1.58% | -1.99% | 2024-08-12 |
PLCE The Children's Place, Inc. | Sell | -6.4% | 19.62% | 2024-08-14 |
TROX Tronox Holdings plc | Sell | -7.21% | 8.03% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.72% | 1.11% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -7.61% | 2.5% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
ROG | Sell All | -7.91% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PRTH Priority Technology Holdings, Inc. | Buy | 13.02% | 10.06% | 2024-08-16 |
VIAV Viavi Solutions Inc. | Buy | 11.84% | 0.12% | 2024-08-16 |
ROG Rogers Corporation | Buy | 13.56% | -4.05% | 2024-08-16 |
WOW WideOpenWest, Inc. | Buy | 13.97% | -2.94% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 9.89% | -32.95% | 2024-08-21 |
WES Western Midstream Partners, LP | Buy | 12.31% | -1.94% | 2024-09-02 |
GME GameStop Corp. | Buy | 11.91% | -3.24% | 2024-09-04 |
MBUU Malibu Boats, Inc. | Buy | 12.21% | -0.8% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 2.44% | -4.5% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 26.83% | 0% | 2024-09-06 |
SEE Sealed Air Corporation | Sell | -1.54% | -3.41% | 2024-08-12 |
PLCE The Children's Place, Inc. | Sell | -6.34% | 17.25% | 2024-08-14 |
TROX Tronox Holdings plc | Sell | -7.09% | 6.02% | 2024-08-21 |
DK Delek US Holdings, Inc. | Sell | -7.51% | 0% | 2024-09-06 |
POWI Power Integrations, Inc. | Sell | -7.51% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
FIVN | Sell All | -11.57% |