3661
EvangelosStasinos
UMaine Investment Strategy 2018
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -12 | ALKS | 100 | 42.05 | 28.23 | -0.41% | 2,824 | 0 | -1,382 |
| 10 | BND | 45 | 78.08 | 76.90 | 0.30% | 3,460 | 0 | -53 |
| 2 | DIA | 30 | 260.44 | 319.45 | 0.02% | 9,584 | 0 | 1,770 |
| 0 | ESRX | 100 | 94.98 | 92.33 | 0.00% | 9,233 | 0 | -266 |
| 26 | JNPR | 100 | 29.20 | 29.98 | 0.88% | 2,998 | 0 | 78 |
| 0 | LMNX | 100 | 28.63 | 36.99 | 0.00% | 3,699 | 0 | 836 |
| 202 | LNG | 100 | 60.66 | 132.51 | 1.55% | 13,251 | 0 | 7,185 |
| 141 | PSX | 100 | 100.28 | 98.18 | 1.46% | 9,818 | 0 | -210 |
| 295 | REX | 100 | 63.90 | 90.74 | 3.36% | 9,074 | 0 | 2,684 |
| 24 | SHI | 100 | 46.04 | 18.79 | 1.29% | 1,879 | 0 | -2,726 |
| 36 | SPY | 30 | 289.31 | 395.09 | 0.30% | 11,853 | 0 | 3,174 |
| -1,472 | TMO | 100 | 226.26 | 534.10 | -2.68% | 53,410 | 0 | 30,784 |
| 246 | VLO | 100 | 85.48 | 126.67 | 1.98% | 12,667 | 0 | 4,118 |
| 43 | VVV | 100 | 20.56 | 30.21 | 1.44% | 3,021 | 0 | 964 |
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) |
|---|