1D | 3.5 % |
1W | 6.0 % |
2W | 6.2 % |
1M | -0.2 % |
3M | -4.2 % |
6M | -12.6 % |
9M | -21.1 % |
1Y | -27.6 % |
Alpha
-46.5%
|
Beta
0.74
|
sharpe-R
-1.04
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:55:15 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -31.91% |
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 5.
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 | 22.62% | 40.42% | 2024-09-04 | ||
MPW Medical Properties Trust, Inc. | Equity | Buy | 18.85% | 0% | 2024-09-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 22.62% | 40.42% | 2024-09-04 |
MPW Medical Properties Trust, Inc. | Buy | 18.85% | 0% | 2024-09-16 |
Asset | Action | Perf % |
---|---|---|
WES | Sell All | 2.57% |
MBUU | Sell All | 5.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WES Western Midstream Partners, LP | Buy | 20.48% | 0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.72% | 1.9% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 21.71% | 31.25% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
GME | Sell All | -5.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 19.7% | -4.04% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 20.36% | -0.73% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.76% | 1.24% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 21.26% | 27.5% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
JBSS | Sell All | -4.24% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
GME GameStop Corp. | Buy | 22.56% | 7.58% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 20.61% | -1.58% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.77% | -0.85% | 2024-09-02 |
JBSS John B. Sanfilippo & Son, Inc. | Buy | 17.03% | 0% | 2024-09-04 |
TVTX Travere Therapeutics, Inc. | Buy | 17.03% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
LPTV | Sell All | -31.82% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
LPTV Loop Media, Inc. | Buy | 15.07% | -26.14% | 2024-08-21 |
GME GameStop Corp. | Buy | 22.39% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 20.54% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.54% | 0% | 2024-09-02 |
Asset | Action | Perf % |
---|---|---|
WOW | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WOW WideOpenWest, Inc. | Buy | 19.46% | -4.5% | 2024-08-20 |
LPTV Loop Media, Inc. | Buy | 15.07% | -26.14% | 2024-08-21 |
GME GameStop Corp. | Buy | 22.39% | 8.88% | 2024-08-30 |
WES Western Midstream Partners, LP | Buy | 20.54% | 0% | 2024-09-02 |
MBUU Malibu Boats, Inc. | Buy | 20.54% | 0% | 2024-09-02 |