1D | 3.7 % |
1W | 3.6 % |
2W | 0.3 % |
1M | -2.2 % |
3M | -2.3 % |
6M | -4.5 % |
9M | 0.8 % |
1Y | 0.4 % |
Alpha
-17.7%
|
Beta
0.76
|
sharpe-R
0.13
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:22 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -16.17% |
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 20.
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 | 6.35% | 40.42% | 2024-09-04 | ||
SPWH Sportsman's Warehouse Holdings, Inc. | Equity | Buy | 5.68% | 22.59% | 2024-09-06 | ||
NVCR NovoCure Limited | Equity | Buy | 4.76% | 2.88% | 2024-09-06 | ||
LUMN Lumen Technologies, Inc. | Equity | Buy | 5.13% | 10.73% | 2024-09-06 | ||
UNIT Uniti Group Inc. | Equity | Buy | 4.84% | 4.55% | 2024-09-06 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 4.68% | 2.3% | 2024-09-09 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 4.75% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 6.35% | 40.42% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.68% | 22.59% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.76% | 2.88% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 5.13% | 10.73% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.84% | 4.55% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.68% | 2.3% | 2024-09-09 |
MPW Medical Properties Trust, Inc. | Buy | 4.75% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
MGNX | Sell All | 5.41% |
ESPR | Sell All | 4.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 5.18% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.24% | 1.9% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.29% | 2.85% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.92% | -4.37% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.09% | 31.25% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.27% | 10.88% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.57% | -3.99% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 5.18% | 8.91% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.73% | -0.57% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.6% | -2.15% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 5.19% | -4.04% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.15% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.25% | 1.24% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.35% | 3.13% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.94% | -4.92% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.97% | 27.5% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 5.1% | 6.28% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.58% | -4.54% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 4.75% | -1.09% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.84% | 0.76% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.62% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 6.06% | 12.74% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.03% | -2.44% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.05% | -2.03% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 5.11% | -0.85% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 5.07% | -1.71% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.79% | -7.1% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.23% | 33.96% | 2024-09-04 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 4.89% | 2.51% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.39% | -7.98% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 4.92% | 3.27% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.69% | -1.7% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.74% | 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 | 6.03% | 11.2% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.09% | -2.13% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.17% | -0.47% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 5.22% | 0.4% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 4.81% | -7.41% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.69% | -9.84% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.36% | 14.37% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.54% | -5.35% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.66% | -3.01% | 2024-09-05 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 4.81% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.49% | -6.48% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 5.1% | 6.18% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.79% | -0.38% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.75% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WDC | Sell All | -7.35% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 5.63% | 4.09% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 5.09% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 5.1% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 5.21% | 0.39% | 2024-09-02 |
MGNX MacroGenics, Inc. | Buy | 4.99% | -3.7% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.87% | -6.01% | 2024-09-02 |
WDC Western Digital Corporation | Buy | 4.95% | -4.54% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 4.84% | 3.44% | 2024-09-04 |
UAA Under Armour, Inc. | Buy | 4.58% | -4.5% | 2024-09-05 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.79% | 0% | 2024-09-05 |
TSLA Tesla, Inc. | Buy | 4.8% | 0% | 2024-09-06 |
SPWH Sportsman's Warehouse Holdings, Inc. | Buy | 4.8% | 0% | 2024-09-06 |
NVCR NovoCure Limited | Buy | 4.8% | 0% | 2024-09-06 |
LUMN Lumen Technologies, Inc. | Buy | 4.8% | 0% | 2024-09-06 |
UNIT Uniti Group Inc. | Buy | 4.8% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
CARA | Sell All | -6.41% |
AGEN | Sell All | -8.59% |