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All portfolios and performance
Portfolio Ref: EQXS5LO2W
Performance in the last:
Follow this Portfolio
1D -3.6 %
1W -8.3 %
2W -9.3 %
1M -4.9 %
3M -13.0 %
6M -27.6 %
9M -32.3 %
1Y -41.0 %
Alpha
-56.2%
Beta
0.76
sharpe-R
-1.37
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 07:52:03
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -41.18%
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..
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
BCO The Brink's Company Equity Buy 21.62% -2.73%
RCL Royal Caribbean Cruises Ltd. Equity Buy 22.03% -3.06%
CWH Camping World Holdings, Inc. Equity Buy 21.62% -4.89%
The percentage of cash held in the portfolio is: 34.73%
** 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
BCO The Brink's Company Buy 21.62% -2.73%
RCL Royal Caribbean Cruises Ltd. Buy 22.03% -3.06%
CWH Camping World Holdings, Inc. Buy 21.62% -4.89%
The percentage of cash held in the portfolio is: 34.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
FF Sell All -12.92%
FUL Sell All -4.18%
Assets Rebalanced
None
2025-01-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 21.1% -0.76%
FF FutureFuel Corp. Buy 16.71% -2.12%
FUL H.B. Fuller Company Buy 16.71% -2.13%
RCL Royal Caribbean Cruises Ltd. Buy 21.74% 0%
CWH Camping World Holdings, Inc. Buy 21.74% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RCL
  • CWH
Assets Removed
Asset Action Perf %
GTLS Sell All -3.66%
Assets Rebalanced
None
2025-01-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GTLS Chart Industries, Inc. Buy 24.19% -3.58%
BCO The Brink's Company Buy 21.33% 0.41%
FF FutureFuel Corp. Buy 16.51% -3.19%
FUL H.B. Fuller Company Buy 16.69% -2.18%
The percentage of cash held in the portfolio is: 21.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
HAL Sell All -5.5%
Assets Rebalanced
None
2025-01-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HAL Halliburton Company Buy 19.5% -3.37%
GTLS Chart Industries, Inc. Buy 23.65% -4.79%
BCO The Brink's Company Buy 21.06% 0.1%
FF FutureFuel Corp. Buy 16.89% 0%
FUL H.B. Fuller Company Buy 16.89% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • FF
  • FUL
Assets Removed
Asset Action Perf %
NESR Sell All -2.48%
CVI Sell All -0.88%
Assets Rebalanced
None
2025-01-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 16.66% 4.66%
HAL Halliburton Company Buy 20.13% 4.72%
GTLS Chart Industries, Inc. Buy 24.22% 2.34%
NESR National Energy Services Reunited Corp. Buy 16.94% 1.3%
BCO The Brink's Company Buy 20.04% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • BCO
Assets Removed
None
Assets Rebalanced
None
2025-01-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
CVI CVR Energy, Inc. Buy 16.55% 3.33%
HAL Halliburton Company Buy 20.51% 6.03%
GTLS Chart Industries, Inc. Buy 23.9% 0.41%
NESR National Energy Services Reunited Corp. Buy 16.88% 0.32%
The percentage of cash held in the portfolio is: 22.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
KTOS Sell All NA
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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