1D | 0.9 % |
1W | 3.9 % |
2W | 3.8 % |
1M | -1.9 % |
3M | -13.9 % |
6M | -12.0 % |
9M | -20.6 % |
1Y | -22.2 % |
Alpha
-39.5%
|
Beta
0.75
|
sharpe-R
-0.73
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:13 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -26.12% |
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 5.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MPW Medical Properties Trust, Inc. | Buy | 19.6% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 19.19% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -2.12% |
TVTX | Sell All | 33.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.18% | 0.66% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 20.66% | 14.37% | 2024-09-04 |
MYGN Myriad Genetics, Inc. | Buy | 19.72% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | -2.13% |
MBUU | Sell All | -0.47% |
TSLA | Sell All | -8.45% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 19.9% | -1.94% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 19.96% | -1.65% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.25% | 0.64% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 18.76% | 3.44% | 2024-09-04 |
TSLA Tesla, Inc. | Buy | 21.15% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | 4.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 21.8% | 7.58% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 19.93% | -1.58% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.08% | -0.85% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 18.1% | 0% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 18.1% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
NEOG | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NEOG Neogen Corporation | Buy | 17.22% | 0.35% | 2024-08-28 |
GME GameStop Corp. | Buy | 21.65% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 19.87% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 19.87% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
TDW | Sell All | NA |