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 |
---|---|---|---|---|---|---|---|---|
-61 | ABM | 95 | 38.73 | 44.14 | -1.43% | 4,193 | 0 | 514 |
-823 | ACGL | 460 | 37.94 | 69.69 | -2.50% | 32,057 | 0 | 14,605 |
66 | AEE | 70 | 74.45 | 81.03 | 1.19% | 5,672 | 0 | 461 |
85 | AEP | 60 | 87.36 | 83.12 | 1.73% | 4,987 | 0 | -254 |
-318 | AFL | 300 | 53.07 | 64.17 | -1.62% | 19,252 | 0 | 3,332 |
-414 | AJG | 125 | 85.87 | 200.29 | -1.63% | 25,036 | 0 | 14,302 |
-328 | AON | 85 | 198.48 | 308.19 | -1.24% | 26,196 | 0 | 9,325 |
-127 | AROW | 138 | 35.86 | 18.27 | -4.79% | 2,521 | 0 | -2,428 |
167 | AWK | 145 | 114.71 | 144.46 | 0.80% | 20,947 | 0 | 4,314 |
168 | AWR | 290 | 73.01 | 88.73 | 0.66% | 25,732 | 0 | 4,559 |
-78 | AXS | 90 | 60.18 | 51.90 | -1.65% | 4,671 | 0 | -745 |
-30 | BCE | 80 | 47.58 | 45.07 | -0.84% | 3,606 | 0 | -200 |
-156 | BCH | 170 | 21.92 | 20.19 | -4.36% | 3,432 | 0 | -294 |
0 | BDGE | 75 | 33.75 | 24.43 | 0.00% | 1,832 | 0 | -699 |
68 | BDX | 20 | 250.64 | 241.81 | 1.43% | 4,836 | 0 | -177 |
132 | BKH | 140 | 79.06 | 60.94 | 1.57% | 8,532 | 0 | -2,537 |
-41 | BR | 40 | 129.00 | 146.78 | -0.69% | 5,871 | 0 | 711 |
-465 | BRO | 650 | 32.06 | 62.32 | -1.13% | 40,508 | 0 | 19,669 |
2 | BRT | 180 | 13.25 | 18.38 | 0.05% | 3,308 | 0 | 923 |
85 | CAG | 150 | 33.73 | 34.84 | 1.65% | 5,226 | 0 | 166 |
-557 | CASY | 140 | 157.78 | 225.60 | -1.73% | 31,584 | 0 | 9,495 |
-324 | CB | 70 | 150.25 | 185.86 | -2.43% | 13,010 | 0 | 2,493 |
-99 | CDW | 35 | 136.51 | 171.64 | -1.61% | 6,007 | 0 | 1,230 |
37 | CHCT | 140 | 37.98 | 32.75 | 0.82% | 4,585 | 0 | -732 |
-81 | CHH | 25 | 101.58 | 113.45 | -2.79% | 2,836 | 0 | 297 |
65 | CHKP | 45 | 111.42 | 124.84 | 1.18% | 5,618 | 0 | 604 |
-110 | CL | 200 | 71.17 | 74.36 | -0.73% | 14,872 | 0 | 638 |
19 | CMCSA | 90 | 43.13 | 39.34 | 0.54% | 3,540 | 0 | -342 |
97 | CMS | 95 | 56.58 | 57.98 | 1.79% | 5,508 | 0 | 133 |
298 | COST | 85 | 246.19 | 511.73 | 0.69% | 43,497 | 0 | 22,571 |
482 | CPK | 220 | 92.77 | 127.73 | 1.74% | 28,101 | 0 | 7,691 |
0 | CUB | 80 | 60.77 | 75.00 | 0.00% | 6,000 | 0 | 1,139 |
-230 | CUBE | 300 | 33.39 | 44.42 | -1.69% | 13,328 | 0 | 3,310 |
-16 | DEI | 125 | 40.35 | 11.62 | -1.06% | 1,452 | 0 | -3,592 |
-26 | DENN | 250 | 19.79 | 11.07 | -0.94% | 2,768 | 0 | -2,180 |
-32 | DGX | 25 | 108.31 | 132.79 | -0.94% | 3,320 | 0 | 612 |
-101 | DPZ | 75 | 266.48 | 290.05 | -0.46% | 21,754 | 0 | 1,768 |
-238 | DRI | 120 | 118.02 | 158.45 | -1.24% | 19,015 | 0 | 4,852 |
101 | DTE | 80 | 126.39 | 107.62 | 1.18% | 8,610 | 0 | -1,502 |
122 | ED | 180 | 87.53 | 93.26 | 0.73% | 16,787 | 0 | 1,031 |
56 | EQR | 70 | 75.48 | 60.79 | 1.33% | 4,255 | 0 | -1,028 |
-156 | ESE | 65 | 76.48 | 89.95 | -2.60% | 5,847 | 0 | 876 |
68 | ETR | 50 | 97.90 | 98.16 | 1.40% | 4,908 | 0 | 13 |
-236 | EXPD | 50 | 76.43 | 110.26 | -4.11% | 5,513 | 0 | 1,692 |
-365 | EXR | 190 | 106.37 | 144.33 | -1.31% | 27,423 | 0 | 7,212 |
46 | FE | 120 | 41.84 | 37.38 | 1.03% | 4,485 | 0 | -536 |
-205 | FLO | 1,000 | 23.75 | 24.99 | -0.81% | 24,990 | 0 | 1,240 |
359 | GIS | 410 | 50.88 | 84.17 | 1.05% | 34,510 | 0 | 13,649 |
65 | GOOD | 200 | 20.96 | 11.70 | 2.86% | 2,340 | 0 | -1,852 |
-19 | GSK | 80 | 46.91 | 33.59 | -0.71% | 2,688 | 0 | -1,065 |
116 | HCP | 170 | 31.03 | 34.33 | 2.02% | 5,836 | 0 | 561 |
-21 | HDB | 40 | 64.09 | 64.38 | -0.80% | 2,575 | 0 | 11 |
-39 | HMC | 90 | 28.65 | 28.41 | -1.51% | 2,557 | 0 | -22 |
0 | HRC | 45 | 113.05 | 155.96 | 0.00% | 7,018 | 0 | 1,931 |
-13 | HRL | 120 | 41.09 | 38.24 | -0.29% | 4,589 | 0 | -342 |
150 | IDA | 100 | 101.58 | 104.11 | 1.46% | 10,411 | 0 | 253 |
-124 | JBHT | 30 | 117.67 | 166.98 | -2.42% | 5,009 | 0 | 1,479 |
164 | JJSF | 130 | 160.86 | 153.94 | 0.83% | 20,012 | 0 | -900 |
76 | KDP | 540 | 28.07 | 31.15 | 0.45% | 16,821 | 0 | 1,663 |
96 | KMB | 110 | 131.43 | 134.25 | 0.66% | 14,767 | 0 | 310 |
-95 | KWR | 30 | 168.97 | 190.06 | -1.65% | 5,702 | 0 | 633 |
-145 | L | 100 | 52.94 | 55.98 | -2.52% | 5,598 | 0 | 304 |
-45 | LANC | 20 | 140.78 | 196.44 | -1.12% | 3,929 | 0 | 1,113 |
48 | LNT | 110 | 47.95 | 51.43 | 0.85% | 5,658 | 0 | 383 |
-20 | MCY | 90 | 59.74 | 30.04 | -0.73% | 2,704 | 0 | -2,673 |
219 | MDLZ | 200 | 52.24 | 73.43 | 1.51% | 14,686 | 0 | 4,238 |
-130 | MGEE | 300 | 68.86 | 71.73 | -0.60% | 21,519 | 0 | 861 |
38 | MKC | 135 | 153.12 | 85.80 | 0.33% | 11,583 | 0 | -9,088 |
0 | MLHR | 230 | 47.09 | 39.04 | 0.00% | 8,979 | 0 | -1,852 |
-152 | MMC | 110 | 96.96 | 173.11 | -0.79% | 19,042 | 0 | 8,376 |
-1 | MO | 100 | 46.85 | 44.30 | -0.02% | 4,430 | 0 | -254 |
209 | MSEX | 170 | 58.90 | 81.33 | 1.54% | 13,826 | 0 | 3,813 |
0 | MXIM | 40 | 60.28 | 103.14 | 0.00% | 4,126 | 0 | 1,714 |
518 | NEE | 700 | 50.20 | 73.44 | 1.02% | 51,411 | 0 | 16,268 |
44 | NI | 185 | 28.09 | 26.87 | 0.90% | 4,971 | 0 | -226 |
14 | NTES | 75 | 59.68 | 85.12 | 0.21% | 6,384 | 0 | 1,908 |
-25 | NWN | 230 | 66.94 | 42.70 | -0.26% | 9,821 | 0 | -5,575 |
28 | OGE | 125 | 42.65 | 35.27 | 0.64% | 4,408 | 0 | -923 |
6 | OLP | 180 | 28.83 | 20.02 | 0.18% | 3,603 | 0 | -1,587 |
-101 | ORI | 230 | 22.47 | 24.47 | -1.77% | 5,629 | 0 | 461 |
-71 | PCAR | 30 | 79.78 | 68.77 | -3.35% | 2,063 | 0 | -330 |
43 | PEG | 180 | 59.40 | 59.72 | 0.40% | 10,750 | 0 | 58 |
141 | PEP | 160 | 129.57 | 182.41 | 0.48% | 29,186 | 0 | 8,455 |
-26 | PG | 40 | 122.40 | 142.43 | -0.46% | 5,697 | 0 | 801 |
3 | PGR | 50 | 70.78 | 127.92 | 0.05% | 6,396 | 0 | 2,857 |
-31 | PNC | 10 | 155.52 | 115.91 | -2.60% | 1,159 | 0 | -396 |
37 | POR | 70 | 55.36 | 48.70 | 1.09% | 3,409 | 0 | -467 |
-394 | PSA | 70 | 237.70 | 283.38 | -1.95% | 19,837 | 0 | 3,198 |
-461 | RE | 40 | 248.27 | 340.06 | -3.28% | 13,602 | 0 | 3,672 |
-1,107 | REX | 540 | 7.98 | 32.92 | -5.86% | 17,777 | 0 | 13,466 |
-97 | RNR | 25 | 187.26 | 188.46 | -2.02% | 4,711 | 0 | 30 |
-58 | SAFT | 110 | 92.72 | 72.86 | -0.72% | 8,015 | 0 | -2,185 |
119 | SAM | 45 | 305.76 | 337.56 | 0.79% | 15,190 | 0 | 1,431 |
-117 | SEE | 60 | 39.75 | 37.85 | -4.91% | 2,271 | 0 | -114 |
-678 | SIGI | 220 | 77.85 | 96.73 | -3.09% | 21,281 | 0 | 4,154 |
0 | SJI | 150 | 31.77 | 36.09 | 0.00% | 5,413 | 0 | 648 |
-34 | SO | 300 | 54.20 | 69.76 | -0.16% | 20,928 | 0 | 4,668 |
-15 | SRE | 40 | 132.19 | 143.47 | -0.26% | 5,739 | 0 | 451 |
-180 | SUI | 170 | 126.14 | 126.58 | -0.83% | 21,519 | 0 | 75 |
130 | SYY | 260 | 70.17 | 69.97 | 0.72% | 18,192 | 0 | -53 |
-62 | TDG | 9 | 565.62 | 773.70 | -0.88% | 6,963 | 0 | 1,873 |
-40 | TFSL | 300 | 17.58 | 11.31 | -1.18% | 3,394 | 0 | -1,880 |
-88 | TGT | 30 | 84.27 | 130.96 | -2.18% | 3,929 | 0 | 1,401 |
-93 | THG | 40 | 128.70 | 111.53 | -2.03% | 4,461 | 0 | -687 |
0 | TMK | 230 | 88.23 | 88.10 | 0.00% | 20,263 | 0 | -30 |
-42 | TNC | 50 | 78.52 | 73.12 | -1.14% | 3,656 | 0 | -270 |
-589 | TRV | 145 | 147.55 | 169.18 | -2.34% | 24,531 | 0 | 3,136 |
38 | UBA | 220 | 21.88 | 19.36 | 0.91% | 4,258 | 0 | -556 |
-34 | USB | 45 | 55.16 | 29.89 | -2.46% | 1,345 | 0 | -1,137 |
0 | VER | 120 | 45.55 | 50.15 | 0.00% | 6,018 | 0 | 552 |
-15 | WCN | 55 | 90.17 | 136.76 | -0.20% | 7,522 | 0 | 2,562 |
225 | WEC | 270 | 81.29 | 87.36 | 0.97% | 23,587 | 0 | 1,639 |
188 | WELL | 130 | 80.69 | 74.66 | 1.98% | 9,706 | 0 | -784 |
-56 | WEN | 250 | 19.29 | 22.00 | -1.01% | 5,500 | 0 | 678 |
122 | WMT | 155 | 102.56 | 146.88 | 0.54% | 22,766 | 0 | 6,870 |
105 | WTM | 5 | 983.14 | 1,356.96 | 1.57% | 6,785 | 0 | 1,869 |
0 | WTR | 540 | 39.82 | 51.94 | 0.00% | 28,048 | 0 | 6,545 |
312 | XEL | 275 | 57.78 | 65.28 | 1.77% | 17,952 | 0 | 2,062 |
0 | Y | 30 | 683.58 | 847.79 | 0.00% | 25,434 | 0 | 4,926 |
42 | YORW | 300 | 34.71 | 42.43 | 0.33% | 12,729 | 0 | 2,316 |
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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