3806
group39
OLD|Aalto Investment Management Game (Spring 2019)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 0 | ACHN | 800 | 2.19 | 0.12 | 0.00% | 96 | 0 | -1,656 |
| 80 | BMY | 700 | 49.72 | 74.52 | 0.15% | 52,167 | 0 | 17,364 |
| 0 | CELG | 400 | 88.23 | 108.24 | 0.00% | 43,296 | 0 | 8,002 |
| -275 | EXEL | 1,000 | 24.05 | 17.28 | -1.57% | 17,280 | 0 | -6,770 |
| 582 | GSK | 1,200 | 39.06 | 35.33 | 1.39% | 42,396 | 0 | -4,482 |
| -2,691 | IHF | 900 | 172.72 | 257.79 | -1.15% | 232,011 | 0 | 76,558 |
| -975 | IYH | 600 | 186.32 | 277.24 | -0.58% | 166,341 | 0 | 54,549 |
| -918 | MDT | 500 | 86.03 | 85.27 | -2.11% | 42,637 | 0 | -380 |
| 702 | MRK | 600 | 74.50 | 104.10 | 1.14% | 62,463 | 0 | 17,760 |
| 889 | NVO | 700 | 47.20 | 137.92 | 0.93% | 96,544 | 0 | 63,504 |
| -170 | NVS | 500 | 87.88 | 85.52 | -0.40% | 42,758 | 0 | -1,185 |
| -208 | PFE | 800 | 42.73 | 43.77 | -0.59% | 35,012 | 0 | 828 |
| 0 | PSCH | 2,000 | 115.06 | 144.88 | 0.00% | 289,760 | 0 | 59,640 |
| -2,424 | SYK | 200 | 161.75 | 271.00 | -4.28% | 54,200 | 0 | 21,849 |
| 231 | UNH | 100 | 256.86 | 474.44 | 0.49% | 47,444 | 0 | 21,758 |
| -4,240 | VGT | 800 | 172.63 | 360.92 | -1.45% | 288,736 | 0 | 150,628 |
| -3,540 | VHT | 2,000 | 165.73 | 243.88 | -0.72% | 487,760 | 0 | 156,300 |
| -684 | XLV | 800 | 88.38 | 131.85 | -0.64% | 105,480 | 0 | 34,780 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|