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All portfolios and performance
Portfolio Ref: EQXS5LO2W
Performance in the last:
Follow this Portfolio
1D 1.7 %
1W 1.1 %
2W 5.4 %
1M 1.7 %
3M -2.3 %
6M -13.9 %
9M -19.8 %
1Y -26.5 %
Alpha
-45.9%
Beta
0.74
sharpe-R
-1
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:51:18
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -31.63%
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
MPW Medical Properties Trust, Inc. Equity Buy 18.16% -2.04%
HE Hawaiian Electric Industries, Inc. Equity Buy 19.81% 0.16%
FOR Forestar Group Inc. Equity Buy 20.48% 3.51%
AMRC Ameresco, Inc. Equity Buy 19.78% 0%
The percentage of cash held in the portfolio is: 21.78%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
MPW Medical Properties Trust, Inc. Buy 18.16% -2.04%
HE Hawaiian Electric Industries, Inc. Buy 19.81% 0.16%
FOR Forestar Group Inc. Buy 20.48% 3.51%
AMRC Ameresco, Inc. Buy 19.78% 0%
The percentage of cash held in the portfolio is: 21.78%
New Assets Added
  • AMRC
Assets Removed
None
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
MPW Medical Properties Trust, Inc. Buy 18.55% -0.31%
HE Hawaiian Electric Industries, Inc. Buy 19.86% 0%
FOR Forestar Group Inc. Buy 19.86% 0%
The percentage of cash held in the portfolio is: 41.72%
New Assets Added
  • HE
  • FOR
Assets Removed
Asset Action Perf %
TVTX Sell All 48.65%
Assets Rebalanced
None
2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
TVTX Travere Therapeutics, Inc. Buy 22.62% 40.42%
MPW Medical Properties Trust, Inc. Buy 18.85% 0%
The percentage of cash held in the portfolio is: 58.54%
New Assets Added
  • MPW
Assets Removed
Asset Action Perf %
WES Sell All 2.57%
MBUU Sell All 5.75%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 20.48% 0.73%
MBUU Malibu Boats, Inc. Buy 20.72% 1.9%
TVTX Travere Therapeutics, Inc. Buy 21.71% 31.25%
The percentage of cash held in the portfolio is: 37.09%
New Assets Added
None
Assets Removed
Asset Action Perf %
GME Sell All -5.16%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 19.7% -4.04%
WES Western Midstream Partners, LP Buy 20.36% -0.73%
MBUU Malibu Boats, Inc. Buy 20.76% 1.24%
TVTX Travere Therapeutics, Inc. Buy 21.26% 27.5%
The percentage of cash held in the portfolio is: 17.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBSS Sell All -4.24%
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
GME GameStop Corp. Buy 22.56% 7.58%
WES Western Midstream Partners, LP Buy 20.61% -1.58%
MBUU Malibu Boats, Inc. Buy 20.77% -0.85%
JBSS John B. Sanfilippo & Son, Inc. Buy 17.03% 0%
TVTX Travere Therapeutics, Inc. Buy 17.03% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • JBSS
  • TVTX
Assets Removed
Asset Action Perf %
LPTV Sell All -31.82%
Assets Rebalanced
None
2024-09-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
LPTV Loop Media, Inc. Buy 15.07% -26.14%
GME GameStop Corp. Buy 22.39% 8.88%
WES Western Midstream Partners, LP Buy 20.54% 0%
MBUU Malibu Boats, Inc. Buy 20.54% 0%
The percentage of cash held in the portfolio is: 21.46%
New Assets Added
None
Assets Removed
Asset Action Perf %
WOW Sell All NA
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 19.46% -4.5%
LPTV Loop Media, Inc. Buy 15.07% -26.14%
GME GameStop Corp. Buy 22.39% 8.88%
WES Western Midstream Partners, LP Buy 20.54% 0%
MBUU Malibu Boats, Inc. Buy 20.54% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • WES
  • MBUU
Assets Removed
None
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 20.61% -1.21%
LPTV Loop Media, Inc. Buy 14.24% -31.82%
GME GameStop Corp. Buy 21.05% 0%
The percentage of cash held in the portfolio is: 44.1%
New Assets Added
  • GME
Assets Removed
Asset Action Perf %
VIAV Sell All 5.8%
ROG Sell All 0.38%
VRNT Sell All -3.87%
Assets Rebalanced
None
2024-08-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
VIAV Viavi Solutions Inc. Buy 19.52% -1.85%
ROG Rogers Corporation Buy 19.37% -2.65%
VRNT Verint Systems Inc. Buy 19.84% -0.24%
WOW WideOpenWest, Inc. Buy 19.34% -2.77%
LPTV Loop Media, Inc. Buy 19.92% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LPTV
Assets Removed
None
Assets Rebalanced
None
2024-08-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
VIAV Viavi Solutions Inc. Buy 19.27% -1.85%
ROG Rogers Corporation Buy 19.67% 0.18%
VRNT Verint Systems Inc. Buy 19.77% 0.7%
WOW WideOpenWest, Inc. Buy 19.64% 0%
The percentage of cash held in the portfolio is: 21.64%
New Assets Added
  • WOW
Assets Removed
None
Assets Rebalanced
None
2024-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
VIAV Viavi Solutions Inc. Buy 19.6% 0%
ROG Rogers Corporation Buy 19.6% 0%
VRNT Verint Systems Inc. Buy 19.6% 0%
The percentage of cash held in the portfolio is: 41.2%
New Assets Added
  • VIAV
  • ROG
  • VRNT
Assets Removed
None
Assets Rebalanced
None
2024-08-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KNX Sell All -3.27%
Assets Rebalanced
None
2024-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNX Knight-Swift Transportation Holdings Inc. Buy 17.42% -0.21%
The percentage of cash held in the portfolio is: 82.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
MAT Sell All -2.06%
Assets Rebalanced
None
2024-08-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
MAT Mattel, Inc. Buy 20.73% -0.95%
KNX Knight-Swift Transportation Holdings Inc. Buy 17.49% 0.56%
The percentage of cash held in the portfolio is: 61.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
VHI Sell All -3.45%
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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