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 |
---|---|---|---|---|---|---|---|---|
50 | ABM | 95 | 38.73 | 39.66 | 1.35% | 3,768 | 0 | 88 |
-478 | ACGL | 460 | 37.94 | 33.38 | -3.02% | 15,355 | 0 | -2,098 |
90 | AEE | 70 | 74.45 | 72.97 | 1.79% | 5,108 | 0 | -104 |
73 | AEP | 60 | 87.36 | 82.23 | 1.51% | 4,934 | 0 | -308 |
-6 | AFL | 300 | 53.07 | 46.41 | -0.04% | 13,924 | 0 | -1,996 |
-148 | AJG | 125 | 85.87 | 118.08 | -0.99% | 14,760 | 0 | 4,026 |
-284 | AON | 85 | 198.48 | 206.62 | -1.59% | 17,563 | 0 | 692 |
51 | AROW | 134 | 36.93 | 31.35 | 1.23% | 4,201 | 0 | -748 |
41 | AWK | 145 | 114.71 | 161.17 | 0.17% | 23,370 | 0 | 6,737 |
160 | AWR | 290 | 73.01 | 80.44 | 0.69% | 23,328 | 0 | 2,155 |
-94 | AXS | 90 | 60.18 | 48.99 | -2.10% | 4,409 | 0 | -1,007 |
-40 | BCE | 80 | 47.58 | 43.03 | -1.16% | 3,443 | 0 | -364 |
-99 | BCH | 170 | 21.92 | 21.25 | -2.66% | 3,612 | 0 | -114 |
32 | BDGE | 75 | 33.75 | 27.23 | 1.60% | 2,042 | 0 | -489 |
-65 | BDX | 20 | 250.64 | 259.05 | -1.24% | 5,181 | 0 | 168 |
-158 | BKH | 140 | 79.06 | 59.21 | -1.86% | 8,289 | 0 | -2,779 |
-89 | BR | 40 | 129.00 | 149.21 | -1.47% | 5,968 | 0 | 809 |
-13 | BRO | 650 | 32.06 | 47.49 | -0.04% | 30,872 | 0 | 10,033 |
-36 | BRT | 180 | 13.25 | 15.18 | -1.30% | 2,732 | 0 | 347 |
54 | CAG | 150 | 33.73 | 34.45 | 1.06% | 5,168 | 0 | 109 |
130 | CASY | 140 | 157.78 | 197.34 | 0.47% | 27,628 | 0 | 5,538 |
-323 | CB | 70 | 150.25 | 152.89 | -2.93% | 10,702 | 0 | 185 |
-65 | CDW | 35 | 136.51 | 135.64 | -1.36% | 4,747 | 0 | -30 |
34 | CHCT | 140 | 37.98 | 48.95 | 0.49% | 6,853 | 0 | 1,536 |
-23 | CHH | 25 | 101.58 | 103.41 | -0.89% | 2,585 | 0 | 46 |
107 | CHKP | 45 | 111.42 | 129.52 | 1.87% | 5,828 | 0 | 814 |
-215 | CL | 200 | 71.17 | 78.30 | -1.35% | 15,660 | 0 | 1,426 |
-41 | CMCSA | 90 | 43.13 | 48.77 | -0.93% | 4,389 | 0 | 507 |
35 | CMS | 95 | 56.58 | 58.52 | 0.64% | 5,559 | 0 | 184 |
-22 | COST | 85 | 246.19 | 362.86 | -0.07% | 30,843 | 0 | 9,917 |
84 | CPK | 220 | 92.77 | 102.81 | 0.37% | 22,618 | 0 | 2,209 |
46 | CUB | 80 | 60.77 | 66.44 | 0.87% | 5,315 | 0 | 454 |
75 | CUBE | 300 | 33.39 | 35.05 | 0.72% | 10,514 | 0 | 496 |
-53 | DEI | 125 | 40.35 | 28.49 | -1.47% | 3,561 | 0 | -1,482 |
-56 | DENN | 250 | 19.79 | 15.49 | -1.43% | 3,874 | 0 | -1,074 |
-17 | DGX | 25 | 108.31 | 124.36 | -0.55% | 3,109 | 0 | 401 |
-31 | DPZ | 75 | 266.48 | 380.86 | -0.11% | 28,564 | 0 | 8,578 |
-347 | DRI | 120 | 118.02 | 122.17 | -2.31% | 14,660 | 0 | 498 |
-30 | DTE | 80 | 126.39 | 122.09 | -0.31% | 9,767 | 0 | -344 |
-36 | ED | 180 | 87.53 | 69.05 | -0.29% | 12,428 | 0 | -3,327 |
-14 | EQR | 70 | 75.48 | 61.68 | -0.33% | 4,318 | 0 | -966 |
47 | ESE | 65 | 76.48 | 106.18 | 0.68% | 6,902 | 0 | 1,930 |
20 | ETR | 50 | 97.90 | 94.12 | 0.44% | 4,706 | 0 | -189 |
-13 | EXPD | 50 | 76.43 | 93.95 | -0.27% | 4,698 | 0 | 876 |
179 | EXR | 190 | 106.37 | 115.61 | 0.82% | 21,966 | 0 | 1,756 |
25 | FE | 120 | 41.84 | 31.35 | 0.66% | 3,763 | 0 | -1,258 |
270 | FLO | 1,000 | 23.75 | 22.45 | 1.22% | 22,455 | 0 | -1,295 |
289 | GIS | 410 | 50.88 | 55.94 | 1.28% | 22,935 | 0 | 2,075 |
-4 | GOOD | 200 | 20.96 | 18.37 | -0.11% | 3,674 | 0 | -518 |
48 | GSK | 80 | 46.91 | 38.40 | 1.57% | 3,072 | 0 | -681 |
0 | HCP | 170 | 31.03 | 35.80 | 0.00% | 6,087 | 0 | 812 |
36 | HDB | 40 | 64.09 | 74.25 | 1.24% | 2,970 | 0 | 406 |
-62 | HMC | 90 | 28.65 | 27.58 | -2.44% | 2,483 | 0 | -96 |
-40 | HRC | 45 | 113.05 | 99.43 | -0.88% | 4,474 | 0 | -613 |
32 | HRL | 120 | 41.09 | 45.49 | 0.60% | 5,459 | 0 | 528 |
-13 | IDA | 100 | 101.58 | 88.51 | -0.15% | 8,851 | 0 | -1,307 |
-44 | JBHT | 30 | 117.67 | 146.27 | -0.99% | 4,388 | 0 | 858 |
210 | JJSF | 130 | 160.86 | 153.00 | 1.07% | 19,891 | 0 | -1,021 |
8 | KDP | 540 | 28.07 | 31.55 | 0.05% | 17,037 | 0 | 1,879 |
147 | KMB | 110 | 131.43 | 132.44 | 1.02% | 14,569 | 0 | 112 |
118 | KWR | 30 | 168.97 | 273.23 | 1.46% | 8,197 | 0 | 3,128 |
-10 | L | 100 | 52.94 | 46.52 | -0.23% | 4,652 | 0 | -642 |
-1 | LANC | 20 | 140.78 | 174.72 | -0.02% | 3,494 | 0 | 679 |
-29 | LNT | 110 | 47.95 | 49.51 | -0.53% | 5,446 | 0 | 172 |
-11 | MCY | 90 | 59.74 | 53.42 | -0.23% | 4,808 | 0 | -568 |
46 | MDLZ | 200 | 52.24 | 56.35 | 0.41% | 11,271 | 0 | 823 |
21 | MGEE | 300 | 68.86 | 66.05 | 0.11% | 19,814 | 0 | -844 |
75 | MKC | 135 | 153.12 | 92.05 | 0.61% | 12,427 | 0 | -8,244 |
37 | MLHR | 230 | 47.09 | 36.78 | 0.44% | 8,459 | 0 | -2,372 |
-24 | MMC | 110 | 96.96 | 111.78 | -0.20% | 12,296 | 0 | 1,630 |
-3 | MO | 100 | 46.85 | 41.92 | -0.07% | 4,192 | 0 | -493 |
94 | MSEX | 170 | 58.90 | 73.57 | 0.76% | 12,507 | 0 | 2,494 |
-95 | MXIM | 40 | 60.28 | 93.71 | -2.47% | 3,749 | 0 | 1,337 |
357 | NEE | 700 | 50.20 | 84.39 | 0.61% | 59,076 | 0 | 23,933 |
6 | NI | 185 | 28.09 | 21.98 | 0.16% | 4,066 | 0 | -1,130 |
80 | NTES | 75 | 59.68 | 117.02 | 0.92% | 8,777 | 0 | 4,301 |
30 | NWN | 230 | 66.94 | 43.17 | 0.30% | 9,929 | 0 | -5,467 |
1 | OGE | 125 | 42.65 | 31.33 | 0.02% | 3,917 | 0 | -1,414 |
-22 | OLP | 180 | 28.83 | 20.36 | -0.59% | 3,665 | 0 | -1,525 |
-55 | ORI | 230 | 22.47 | 18.38 | -1.29% | 4,229 | 0 | -940 |
8 | PCAR | 30 | 79.78 | 99.10 | 0.28% | 2,973 | 0 | 580 |
28 | PEG | 180 | 59.40 | 58.52 | 0.27% | 10,534 | 0 | -158 |
-128 | PEP | 160 | 129.57 | 138.84 | -0.57% | 22,214 | 0 | 1,483 |
-41 | PG | 40 | 122.40 | 130.14 | -0.78% | 5,206 | 0 | 310 |
-96 | PGR | 50 | 70.78 | 92.50 | -2.04% | 4,625 | 0 | 1,086 |
-10 | PNC | 10 | 155.52 | 152.78 | -0.63% | 1,528 | 0 | -27 |
-6 | POR | 70 | 55.36 | 41.79 | -0.21% | 2,925 | 0 | -950 |
89 | PSA | 70 | 237.70 | 223.32 | 0.57% | 15,632 | 0 | -1,007 |
-95 | RE | 40 | 248.27 | 229.54 | -1.03% | 9,182 | 0 | -749 |
106 | REX | 60 | 71.85 | 89.70 | 2.00% | 5,382 | 0 | 1,071 |
-93 | RNR | 25 | 187.26 | 155.06 | -2.35% | 3,876 | 0 | -805 |
-49 | SAFT | 110 | 92.72 | 77.46 | -0.57% | 8,521 | 0 | -1,679 |
347 | SAM | 45 | 305.76 | 927.76 | 0.84% | 41,749 | 0 | 27,990 |
24 | SEE | 60 | 39.75 | 45.50 | 0.88% | 2,730 | 0 | 345 |
-125 | SIGI | 220 | 77.85 | 66.93 | -0.84% | 14,725 | 0 | -2,402 |
70 | SJI | 150 | 31.77 | 21.59 | 2.20% | 3,238 | 0 | -1,527 |
87 | SO | 300 | 54.20 | 60.27 | 0.48% | 18,082 | 0 | 1,822 |
-34 | SRE | 40 | 132.19 | 121.70 | -0.69% | 4,868 | 0 | -420 |
144 | SUI | 170 | 126.14 | 147.21 | 0.58% | 25,026 | 0 | 3,582 |
-411 | SYY | 260 | 70.17 | 75.40 | -2.05% | 19,604 | 0 | 1,358 |
24 | TDG | 9 | 565.62 | 577.34 | 0.47% | 5,196 | 0 | 105 |
46 | TFSL | 300 | 17.58 | 19.04 | 0.82% | 5,713 | 0 | 440 |
18 | TGT | 30 | 84.27 | 191.82 | 0.31% | 5,755 | 0 | 3,227 |
-105 | THG | 40 | 128.70 | 116.95 | -2.20% | 4,678 | 0 | -470 |
0 | TMK | 230 | 88.23 | 88.11 | 0.00% | 20,265 | 0 | -28 |
50 | TNC | 50 | 78.52 | 75.31 | 1.36% | 3,766 | 0 | -161 |
-338 | TRV | 145 | 147.55 | 146.22 | -1.57% | 21,202 | 0 | -193 |
12 | UBA | 220 | 21.88 | 14.40 | 0.38% | 3,168 | 0 | -1,646 |
8 | USB | 45 | 55.16 | 45.98 | 0.37% | 2,069 | 0 | -414 |
-26 | VER | 120 | 45.55 | 35.71 | -0.60% | 4,286 | 0 | -1,180 |
6 | WCN | 55 | 90.17 | 103.14 | 0.10% | 5,673 | 0 | 713 |
-82 | WEC | 270 | 81.29 | 87.68 | -0.35% | 23,674 | 0 | 1,725 |
156 | WELL | 130 | 80.69 | 63.16 | 1.94% | 8,211 | 0 | -2,279 |
-102 | WEN | 250 | 19.29 | 20.84 | -1.93% | 5,211 | 0 | 389 |
246 | WMT | 155 | 102.56 | 146.51 | 1.10% | 22,709 | 0 | 6,812 |
123 | WTM | 5 | 983.14 | 1,045.00 | 2.41% | 5,225 | 0 | 309 |
0 | WTR | 540 | 39.82 | 51.96 | 0.00% | 28,061 | 0 | 6,558 |
-58 | XEL | 275 | 57.78 | 64.92 | -0.32% | 17,853 | 0 | 1,964 |
-165 | Y | 30 | 683.58 | 587.27 | -0.93% | 17,618 | 0 | -2,889 |
90 | YORW | 300 | 34.71 | 45.51 | 0.66% | 13,653 | 0 | 3,240 |
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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