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All portfolios and performance
Portfolio Ref: EQXS5LO1W
Performance in the last:
Follow this Portfolio
1D -3.2 %
1W -9.4 %
2W -10.7 %
1M -6.1 %
3M -12.4 %
6M -24.0 %
9M -32.8 %
1Y -37.5 %
Alpha
-49.8%
Beta
0.64
sharpe-R
-1.29
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.69
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 2025-02-04 07:52:02
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -38.93%
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..
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
4
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
RCL Royal Caribbean Cruises Ltd. Equity Buy 19.88% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 19.5% -4.89%
SSRM SSR Mining Inc. Equity Buy 23.32% -1.47%
The percentage of cash held in the portfolio is: 37.3%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
RCL Royal Caribbean Cruises Ltd. Buy 19.88% -3.06%
CWH Camping World Holdings, Inc. Buy 19.5% -4.89%
SSRM SSR Mining Inc. Buy 23.32% -1.47%
The percentage of cash held in the portfolio is: 37.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
FF FutureFuel Corp. Buy 17.91% -2.12%
FUL H.B. Fuller Company Buy 18.08% -1.2%
RCL Royal Caribbean Cruises Ltd. Buy 19.92% 2.12%
CWH Camping World Holdings, Inc. Buy 19.59% 0.43%
SSRM SSR Mining Inc. Buy 22.51% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SSRM
Assets Removed
Asset Action Perf %
EVI Sell All 2.41%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 22.12% -0.86%
FF FutureFuel Corp. Buy 18.16% -2.12%
FUL H.B. Fuller Company Buy 18.16% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 19.78% 0%
CWH Camping World Holdings, Inc. Buy 19.78% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
Assets Removed
Asset Action Perf %
SIGA Sell All -2.03%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
SIGA SIGA Technologies, Inc. Buy 19.38% -2.97%
EVI EVI Industries, Inc. Buy 22.77% 2.41%
FF FutureFuel Corp. Buy 17.91% -3.19%
FUL H.B. Fuller Company Buy 18.09% -2.18%
The percentage of cash held in the portfolio is: 21.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
METC Sell All -2.37%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 19.67% -0.1%
SIGA SIGA Technologies, Inc. Buy 19.25% -0.78%
EVI EVI Industries, Inc. Buy 23.14% 7.13%
FF FutureFuel Corp. Buy 17.97% 0%
FUL H.B. Fuller Company Buy 17.97% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -3.73%
MPWR Sell All -12.86%
Assets Rebalanced
None
2025-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
METC Ramaco Resources, Inc. Buy 19.98% 5.05%
NESR National Energy Services Reunited Corp. Buy 19.17% 0.75%
SIGA SIGA Technologies, Inc. Buy 18.98% 1.25%
MPWR Monolithic Power Systems, Inc. Buy 19% 1.36%
EVI EVI Industries, Inc. Buy 20.87% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • EVI
Assets Removed
Asset Action Perf %
ERII Sell All -1.08%
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

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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