match
MorrisMarketNeutral
None
13
MorrisMarketNeutral
1D P&L Symbol Position Avg Cost Mark Price 1D Chg (%) Mkt Value Rlz P&L Unrlz P&L
-10 ABM 58 39.26 53.09 -0.32% 3,079 0 802
33 ADI -28 150.03 159.78 -0.74% -4,474 0 -273
30 ALSN 53 36.49 43.70 1.32% 2,316 151 382
-5 AVGO 5 467.43 483.63 -0.23% 2,418 0 81
-38 BBSI 34 58.31 70.05 -1.56% 2,382 169 399
45 BKE 55 20.52 43.65 1.92% 2,401 908 1,272
-7 CRUS 26 86.16 84.72 -0.30% 2,203 0 -37
20 DLX 62 27.69 42.59 0.78% 2,641 102 924
40 EME 24 76.34 118.73 1.43% 2,850 108 1,017
11 FIX 38 51.18 79.50 0.38% 3,021 30 1,076
59 GIB 29 69.83 86.15 2.41% 2,498 15 473
1 HSII 74 21.98 37.22 0.05% 2,754 219 1,128
61 IPG 88 18.29 30.07 2.35% 2,646 189 1,037
-69 ITRN 116 14.81 21.67 -2.67% 2,514 107 796
28 MAN 25 76.58 105.56 1.06% 2,639 148 724
66 MCFT 82 20.23 28.03 2.94% 2,298 54 640
9 MCK 12 155.92 191.45 0.40% 2,297 140 426
3 MIK 146 7.72 21.98 0.09% 3,210 605 2,083
36 MXIM -50 89.48 94.99 -0.75% -4,750 0 -276
-17 NLS 87 18.57 16.37 -1.15% 1,424 164 -191
10 QRVO 14 166.32 192.31 0.35% 2,692 0 364
61 RGR 33 65.86 70.33 2.70% 2,321 75 148
-10 SWKS 13 177.99 187.89 -0.39% 2,443 0 129
85 UIS 93 11.64 25.01 3.78% 2,326 624 1,243
-24 VCR -57 282.00 309.39 0.13% -17,636 -960 -1,562
10 VGT -16 313.06 381.30 -0.17% -6,101 0 -1,092
2 VHT -10 230.55 230.29 -0.07% -2,303 -14 3
-145 VIS -81 165.96 194.27 0.93% -15,736 -842 -2,293
38 VOX -48 112.03 136.02 -0.58% -6,529 -170 -1,152

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)