4025
Deming701
CSM Low Vol (75)
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
-55 | ABM | 95 | 38.73 | 43.61 | -1.31% | 4,143 | 0 | 464 |
51 | ACGL | 460 | 37.94 | 44.97 | 0.25% | 20,686 | 0 | 3,234 |
74 | AEE | 70 | 74.45 | 88.97 | 1.21% | 6,228 | 0 | 1,016 |
83 | AEP | 60 | 87.36 | 94.98 | 1.47% | 5,699 | 0 | 457 |
30 | AFL | 300 | 53.07 | 55.89 | 0.18% | 16,767 | 0 | 846 |
-2 | AJG | 125 | 85.87 | 165.23 | -0.01% | 20,654 | 0 | 9,920 |
-19 | AON | 85 | 198.48 | 271.52 | -0.08% | 23,079 | 0 | 6,208 |
-21 | AROW | 134 | 36.93 | 32.34 | -0.49% | 4,334 | 0 | -616 |
88 | AWK | 145 | 114.71 | 148.95 | 0.41% | 21,598 | 0 | 4,965 |
183 | AWR | 290 | 73.01 | 79.72 | 0.80% | 23,119 | 0 | 1,946 |
-12 | AXS | 90 | 60.18 | 57.56 | -0.23% | 5,180 | 0 | -236 |
19 | BCE | 80 | 47.58 | 49.32 | 0.49% | 3,946 | 0 | 139 |
119 | BCH | 170 | 21.92 | 18.80 | 3.87% | 3,196 | 0 | -530 |
0 | BDGE | 75 | 33.75 | 24.43 | 0.00% | 1,832 | 0 | -699 |
-16 | BDX | 20 | 250.64 | 250.10 | -0.33% | 5,002 | 0 | -11 |
225 | BKH | 140 | 79.06 | 73.10 | 2.25% | 10,234 | 0 | -834 |
52 | BR | 40 | 129.00 | 146.89 | 0.89% | 5,876 | 0 | 716 |
-26 | BRO | 650 | 32.06 | 59.02 | -0.07% | 38,363 | 0 | 17,524 |
-4 | BRT | 180 | 13.25 | 21.88 | -0.09% | 3,938 | 0 | 1,553 |
-8 | CAG | 150 | 33.73 | 34.05 | -0.15% | 5,108 | 0 | 48 |
416 | CASY | 140 | 157.78 | 194.50 | 1.55% | 27,230 | 0 | 5,141 |
15 | CB | 70 | 150.25 | 194.75 | 0.11% | 13,632 | 0 | 3,115 |
50 | CDW | 35 | 136.51 | 165.78 | 0.88% | 5,802 | 0 | 1,024 |
-64 | CHCT | 140 | 37.98 | 35.55 | -1.28% | 4,977 | 0 | -340 |
-30 | CHH | 25 | 101.58 | 116.04 | -1.02% | 2,901 | 0 | 362 |
-9 | CHKP | 45 | 111.42 | 123.91 | -0.15% | 5,576 | 0 | 562 |
-100 | CL | 200 | 71.17 | 79.88 | -0.62% | 15,976 | 0 | 1,742 |
23 | CMCSA | 90 | 43.13 | 39.83 | 0.66% | 3,585 | 0 | -297 |
95 | CMS | 95 | 56.58 | 66.19 | 1.53% | 6,288 | 0 | 913 |
-223 | COST | 85 | 246.19 | 481.75 | -0.54% | 40,949 | 0 | 20,023 |
1,333 | CPK | 220 | 92.77 | 126.59 | 5.03% | 27,850 | 0 | 7,440 |
0 | CUB | 80 | 60.77 | 75.00 | 0.00% | 6,000 | 0 | 1,139 |
60 | CUBE | 300 | 33.39 | 43.72 | 0.46% | 13,116 | 0 | 3,099 |
-26 | DEI | 125 | 40.35 | 22.74 | -0.92% | 2,842 | 0 | -2,201 |
-22 | DENN | 250 | 19.79 | 9.13 | -0.98% | 2,282 | 0 | -2,665 |
-44 | DGX | 25 | 108.31 | 138.56 | -1.25% | 3,464 | 0 | 756 |
78 | DPZ | 75 | 266.48 | 397.58 | 0.26% | 29,818 | 0 | 9,832 |
254 | DRI | 120 | 118.02 | 121.93 | 1.77% | 14,632 | 0 | 469 |
115 | DTE | 80 | 126.39 | 124.35 | 1.17% | 9,948 | 0 | -163 |
113 | ED | 180 | 87.53 | 93.56 | 0.68% | 16,841 | 0 | 1,085 |
97 | EQR | 70 | 75.48 | 73.21 | 1.94% | 5,125 | 0 | -159 |
93 | ESE | 65 | 76.48 | 68.66 | 2.13% | 4,463 | 0 | -508 |
70 | ETR | 50 | 97.90 | 111.96 | 1.28% | 5,598 | 0 | 703 |
2 | EXPD | 50 | 76.43 | 100.53 | 0.04% | 5,026 | 0 | 1,205 |
-76 | EXR | 190 | 106.37 | 171.97 | -0.23% | 32,674 | 0 | 12,464 |
103 | FE | 120 | 41.84 | 38.15 | 2.31% | 4,578 | 0 | -443 |
10 | FLO | 1,000 | 23.75 | 26.24 | 0.04% | 26,240 | 0 | 2,490 |
168 | GIS | 410 | 50.88 | 71.04 | 0.58% | 29,126 | 0 | 8,266 |
28 | GOOD | 200 | 20.96 | 19.02 | 0.74% | 3,804 | 0 | -388 |
1 | GSK | 80 | 46.91 | 43.70 | 0.02% | 3,496 | 0 | -257 |
-202 | HCP | 170 | 31.03 | 31.58 | -3.63% | 5,369 | 0 | 94 |
-39 | HDB | 40 | 64.09 | 56.84 | -1.68% | 2,274 | 0 | -290 |
-54 | HMC | 90 | 28.65 | 24.44 | -2.40% | 2,200 | 0 | -379 |
0 | HRC | 45 | 113.05 | 155.96 | 0.00% | 7,018 | 0 | 1,931 |
19 | HRL | 120 | 41.09 | 47.53 | 0.34% | 5,704 | 0 | 773 |
144 | IDA | 100 | 101.58 | 105.61 | 1.38% | 10,561 | 0 | 403 |
0 | JBHT | 30 | 117.67 | 162.16 | 0.01% | 4,865 | 0 | 1,335 |
-29 | JJSF | 130 | 160.86 | 139.44 | -0.16% | 18,127 | 0 | -2,785 |
70 | KDP | 540 | 28.07 | 35.89 | 0.36% | 19,381 | 0 | 4,223 |
-96 | KMB | 110 | 131.43 | 133.59 | -0.65% | 14,695 | 0 | 238 |
-36 | KWR | 30 | 168.97 | 151.39 | -0.79% | 4,542 | 0 | -527 |
2 | L | 100 | 52.94 | 59.79 | 0.03% | 5,979 | 0 | 685 |
-20 | LANC | 20 | 140.78 | 131.27 | -0.76% | 2,625 | 0 | -190 |
67 | LNT | 110 | 47.95 | 57.93 | 1.06% | 6,372 | 0 | 1,098 |
58 | MCY | 90 | 59.74 | 44.77 | 1.47% | 4,029 | 0 | -1,347 |
-4 | MDLZ | 200 | 52.24 | 62.63 | -0.03% | 12,526 | 0 | 2,078 |
51 | MGEE | 300 | 68.86 | 77.22 | 0.22% | 23,166 | 0 | 2,508 |
9 | MKC | 135 | 153.12 | 87.91 | 0.08% | 11,868 | 0 | -8,803 |
0 | MLHR | 230 | 47.09 | 39.04 | 0.00% | 8,979 | 0 | -1,852 |
11 | MMC | 110 | 96.96 | 158.93 | 0.06% | 17,482 | 0 | 6,817 |
-21 | MO | 100 | 46.85 | 43.19 | -0.48% | 4,319 | 0 | -366 |
78 | MSEX | 170 | 58.90 | 86.44 | 0.54% | 14,695 | 0 | 4,682 |
0 | MXIM | 40 | 60.28 | 103.14 | 0.00% | 4,126 | 0 | 1,714 |
-91 | NEE | 700 | 50.20 | 77.89 | -0.17% | 54,523 | 0 | 19,380 |
100 | NI | 185 | 28.09 | 29.16 | 1.89% | 5,395 | 0 | 198 |
171 | NTES | 75 | 59.68 | 95.88 | 2.44% | 7,191 | 0 | 2,715 |
251 | NWN | 230 | 66.94 | 53.48 | 2.08% | 12,300 | 0 | -3,096 |
72 | OGE | 125 | 42.65 | 38.19 | 1.54% | 4,774 | 0 | -558 |
47 | OLP | 180 | 28.83 | 26.29 | 1.00% | 4,732 | 0 | -457 |
-7 | ORI | 230 | 22.47 | 22.33 | -0.13% | 5,136 | 0 | -32 |
-12 | PCAR | 30 | 79.78 | 83.82 | -0.46% | 2,515 | 0 | 121 |
58 | PEG | 180 | 59.40 | 62.83 | 0.51% | 11,309 | 0 | 617 |
35 | PEP | 160 | 129.57 | 166.35 | 0.13% | 26,616 | 0 | 5,885 |
-44 | PG | 40 | 122.40 | 143.25 | -0.76% | 5,730 | 0 | 834 |
28 | PGR | 50 | 70.78 | 116.56 | 0.49% | 5,828 | 0 | 2,289 |
-14 | PNC | 10 | 155.52 | 161.45 | -0.85% | 1,614 | 0 | 59 |
174 | POR | 70 | 55.36 | 49.49 | 5.30% | 3,464 | 0 | -411 |
-34 | PSA | 70 | 237.70 | 313.71 | -0.15% | 21,960 | 0 | 5,321 |
-6 | RE | 40 | 248.27 | 283.03 | -0.06% | 11,321 | 0 | 1,390 |
316 | REX | 60 | 71.85 | 89.18 | 6.27% | 5,351 | 0 | 1,040 |
24 | RNR | 25 | 187.26 | 157.72 | 0.62% | 3,943 | 0 | -738 |
36 | SAFT | 110 | 92.72 | 94.86 | 0.35% | 10,435 | 0 | 235 |
-328 | SAM | 45 | 305.76 | 333.99 | -2.14% | 15,030 | 0 | 1,270 |
-11 | SEE | 60 | 39.75 | 59.47 | -0.30% | 3,568 | 0 | 1,183 |
205 | SIGI | 220 | 77.85 | 83.54 | 1.13% | 18,379 | 0 | 1,252 |
-3 | SJI | 150 | 31.77 | 33.97 | -0.06% | 5,096 | 0 | 330 |
162 | SO | 300 | 54.20 | 70.37 | 0.77% | 21,111 | 0 | 4,851 |
49 | SRE | 40 | 132.19 | 150.67 | 0.82% | 6,027 | 0 | 739 |
-136 | SUI | 170 | 126.14 | 162.00 | -0.49% | 27,540 | 0 | 6,096 |
138 | SYY | 260 | 70.17 | 86.10 | 0.62% | 22,386 | 0 | 4,140 |
-45 | TDG | 9 | 565.62 | 533.80 | -0.92% | 4,804 | 0 | -286 |
42 | TFSL | 300 | 17.58 | 14.33 | 0.99% | 4,299 | 0 | -975 |
-24 | TGT | 30 | 84.27 | 149.61 | -0.54% | 4,488 | 0 | 1,960 |
-95 | THG | 40 | 128.70 | 145.62 | -1.61% | 5,825 | 0 | 677 |
0 | TMK | 230 | 88.23 | 88.10 | 0.00% | 20,263 | 0 | -30 |
-42 | TNC | 50 | 78.52 | 58.69 | -1.43% | 2,934 | 0 | -992 |
112 | TRV | 145 | 147.55 | 167.49 | 0.46% | 24,286 | 0 | 2,891 |
24 | UBA | 220 | 21.88 | 16.73 | 0.66% | 3,681 | 0 | -1,133 |
-12 | USB | 45 | 55.16 | 47.25 | -0.57% | 2,126 | 0 | -356 |
0 | VER | 120 | 45.55 | 50.15 | 0.00% | 6,018 | 0 | 552 |
21 | WCN | 55 | 90.17 | 123.11 | 0.31% | 6,771 | 0 | 1,812 |
572 | WEC | 270 | 81.29 | 99.28 | 2.18% | 26,806 | 0 | 4,857 |
-25 | WELL | 130 | 80.69 | 83.17 | -0.23% | 10,812 | 0 | 322 |
-25 | WEN | 250 | 19.29 | 19.03 | -0.52% | 4,757 | 0 | -65 |
62 | WMT | 155 | 102.56 | 124.12 | 0.32% | 19,239 | 0 | 3,342 |
24 | WTM | 5 | 983.14 | 1,282.66 | 0.37% | 6,413 | 0 | 1,498 |
0 | WTR | 540 | 39.82 | 51.94 | 0.00% | 28,048 | 0 | 6,545 |
212 | XEL | 275 | 57.78 | 69.33 | 1.12% | 19,066 | 0 | 3,176 |
11 | Y | 30 | 683.58 | 833.87 | 0.04% | 25,016 | 0 | 4,509 |
210 | YORW | 300 | 34.71 | 40.47 | 1.76% | 12,141 | 0 | 1,728 |
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 |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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