1553
FlorentMess
Fall 2016 ETF Global Portfolio Challenge
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 278 | ACWV | 94 | 74.04 | 95.62 | 3.19% | 8,988 | -52 | 2,029 |
| -25 | BND | 182 | 82.64 | 74.83 | -0.18% | 13,619 | -40 | -1,422 |
| -5 | DUST | 5 | 1,375.85 | 17.96 | -5.37% | 90 | 0 | -6,789 |
| 3 | IGOV | 172 | 48.33 | 40.96 | 0.05% | 7,045 | 1 | -1,268 |
| 823 | MTUM | 296 | 76.15 | 137.10 | 2.07% | 40,582 | -8 | 18,041 |
| 50 | PCY | 280 | 30.03 | 19.01 | 0.96% | 5,323 | 0 | -3,086 |
| 313 | QWLD | 110 | 62.14 | 93.62 | 3.14% | 10,298 | 13 | 3,462 |
| 65 | REET | 79 | 24.46 | 24.70 | 3.43% | 1,951 | 7 | 19 |
| 742 | RPV | 397 | 52.74 | 76.59 | 2.50% | 30,406 | 69 | 9,470 |
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) |
|---|