3661
benjamin.fogg
UMaine Investment Strategy 2018
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 0 | AAPL | 204 | 48.05 | 146.17 | 1.55% | 29,819 | 0 | 20,017 |
| 0 | BXMT | 500 | 34.37 | 23.74 | 2.48% | 11,872 | 0 | -5,310 |
| 0 | GE | 57 | 66.45 | 83.27 | 2.64% | 4,746 | 0 | 959 |
| 0 | HD | 100 | 184.73 | 316.60 | 0.98% | 31,660 | 0 | 13,186 |
| 0 | IBM | 200 | 123.23 | 134.41 | -0.05% | 26,882 | 0 | 2,236 |
| 0 | MSFT | 100 | 105.74 | 248.22 | 0.18% | 24,822 | 0 | 14,248 |
| 0 | RGR | 160 | 63.25 | 55.90 | 0.83% | 8,944 | 0 | -1,176 |
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) |
|---|