3661
anthonyquintiliani
UMaine Investment Strategy 2018
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 80 | AWK | 50 | 89.18 | 159.67 | 1.01% | 7,983 | 0 | 3,524 |
| 0 | BOFI | 25 | 31.31 | 30.50 | 0.00% | 762 | 0 | -20 |
| -4 | BTG | 22 | 2.60 | 5.02 | -3.46% | 111 | 0 | 53 |
| -46 | DIS | 20 | 109.71 | 171.18 | -1.33% | 3,424 | 0 | 1,229 |
| -25 | GOOG | 15 | 1,175.29 | 1,737.26 | -0.09% | 26,059 | 0 | 8,430 |
| 0 | JCP | -25 | 1.61 | 0.20 | 0.00% | -5 | 0 | 35 |
| -89 | JPM | 30 | 113.64 | 138.67 | -2.09% | 4,160 | 0 | 751 |
| -4 | LBTYA | 20 | 24.84 | 24.73 | -0.76% | 495 | 0 | -2 |
| 1 | LNG | 13 | 63.89 | 66.19 | 0.15% | 860 | 0 | 30 |
| -9 | MATX | 5 | 39.72 | 65.03 | -2.59% | 325 | 0 | 127 |
| 219 | MTB | -46 | 162.31 | 144.75 | -3.18% | -6,658 | 0 | 808 |
| 0 | MYL | 20 | 31.51 | 15.87 | 0.00% | 317 | 0 | -313 |
| -272 | NVDA | 20 | 192.47 | 514.30 | -2.58% | 10,286 | 0 | 6,436 |
| 11 | PDCO | -10 | 24.84 | 32.50 | -3.27% | -325 | 0 | -77 |
| -97 | QCOM | 25 | 65.22 | 157.01 | -2.41% | 3,925 | 0 | 2,295 |
| -209 | SIVB | 50 | 315.12 | 461.50 | -0.90% | 23,075 | 0 | 7,319 |
| -6 | SYF | 25 | 29.11 | 38.77 | -0.64% | 969 | 0 | 242 |
| -39 | VFH | 30 | 71.29 | 76.49 | -1.68% | 2,295 | 0 | 156 |
| 1 | WM | 40 | 91.99 | 114.57 | 0.01% | 4,583 | 0 | 903 |
| 0 | XHB | 3 | 39.35 | 60.43 | -0.18% | 181 | 0 | 63 |
| -60 | YUM | 50 | 89.22 | 106.58 | -1.11% | 5,329 | 0 | 868 |
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) |
|---|