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All portfolios and performance
Portfolio Ref: EQXS5LO1W
Performance in the last:
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1D 0.0 %
1W -11.8 %
2W -12.1 %
1M -12.4 %
3M -19.3 %
6M -30.0 %
9M -24.9 %
1Y -38.1 %
Alpha
-58.2%
Beta
0.72
sharpe-R
-1.38
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 08:32:21
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -37.23%
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
TPIC TPI Composites, Inc. Equity Buy 17.94% -15.97%
CLMT Calumet Specialty Products Partners, L.P. Equity Buy 19.27% -0.53%
CWEN Clearway Energy, Inc. Equity Buy 20.41% 1.27%
VTNR Vertex Energy, Inc. Equity Buy 20.21% 0.27%
The percentage of cash held in the portfolio is: 22.16%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 18.12% -15.13%
CLMT Calumet Specialty Products Partners, L.P. Buy 19.25% -0.62%
CWEN Clearway Energy, Inc. Buy 20.31% 0.76%
VTNR Vertex Energy, Inc. Buy 20.16% 0%
The percentage of cash held in the portfolio is: 22.16%
New Assets Added
  • VTNR
Assets Removed
None
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
TPIC TPI Composites, Inc. Buy 18.48% -13.45%
CLMT Calumet Specialty Products Partners, L.P. Buy 19.05% -1.67%
CWEN Clearway Energy, Inc. Buy 20.16% 0%
The percentage of cash held in the portfolio is: 42.31%
New Assets Added
  • CWEN
Assets Removed
Asset Action Perf %
HNRG Sell All -2.89%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
HNRG Hallador Energy Company Buy 21.55% -2.13%
TPIC TPI Composites, Inc. Buy 19.18% -8.82%
CLMT Calumet Specialty Products Partners, L.P. Buy 19.09% 0%
The percentage of cash held in the portfolio is: 40.18%
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
LEU Centrus Energy Corp. Buy 16.3% -13.54%
HNRG Hallador Energy Company Buy 21.42% 1.9%
TPIC TPI Composites, Inc. Buy 20.09% 0%
The percentage of cash held in the portfolio is: 42.18%
New Assets Added
  • TPIC
Assets Removed
Asset Action Perf %
TWI Sell All -8.84%
CRK Sell All 2.37%
SPCE Sell All -12.85%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
CRK Comstock Resources, Inc. Buy 23.09% 5.35%
LEU Centrus Energy Corp. Buy 16.31% -11.07%
TWI Titan International, Inc. Buy 19.13% -5.67%
SPCE Virgin Galactic Holdings, Inc. Buy 19.01% -6.23%
HNRG Hallador Energy Company Buy 20.45% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HNRG
Assets Removed
Asset Action Perf %
ZEUS Sell All -4.7%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZEUS Olympic Steel, Inc. Buy 20.24% 0.98%
CRK Comstock Resources, Inc. Buy 22.43% 8.87%
LEU Centrus Energy Corp. Buy 17.21% -0.19%
TWI Titan International, Inc. Buy 19.06% 0%
SPCE Virgin Galactic Holdings, Inc. Buy 19.06% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TWI
  • SPCE
Assets Removed
Asset Action Perf %
PLPC Sell All 14.42%
PRTS Sell All -11.76%
Assets Rebalanced
None

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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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