4096
Brad21
Fall 2019 ETF Global Portfolio Challenge
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 0 | EVIX | 2,111 | 4.29 | 11.25 | 0.00% | 23,749 | 0 | 14,685 |
| -688 | SPXL | 155 | 58.29 | 67.50 | -6.17% | 10,462 | 0 | 1,427 |
| -1,292 | TECL | 450 | 20.08 | 29.08 | -8.98% | 13,086 | 0 | 4,049 |
| -703 | UPRO | 294 | 30.81 | 35.87 | -6.25% | 10,546 | 0 | 1,489 |
| 0 | VIIX | 229 | 39.58 | 68.37 | 0.00% | 15,657 | 0 | 6,592 |
| 0 | VIXM | 402 | 22.51 | 34.43 | 0.00% | 13,841 | 0 | 4,790 |
| 74 | VIXY | 148 | 61.19 | 18.02 | 2.85% | 2,667 | 0 | -6,389 |
| 0 | VXXB | 340 | 26.65 | 26.65 | 0.00% | 9,061 | 0 | -1 |
| 318 | VXZ | 482 | 18.80 | 29.62 | 2.28% | 14,277 | 0 | 5,217 |
| 0 | XVZ | 475 | 19.06 | 38.38 | 0.00% | 18,233 | 0 | 9,181 |
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) |
|---|