2235
Notre_Dame_Blue
Spring 2017 ETF Global Portfolio Challenge
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -202 | EDZ | 173 | 86.43 | 13.13 | -8.18% | 2,271 | 0 | -12,682 |
| 995 | HACK | 343 | 29.07 | 48.13 | 6.41% | 16,509 | 0 | 6,539 |
| 608 | ITA | 200 | 74.79 | 98.43 | 3.19% | 19,686 | 0 | 4,727 |
| 598 | PSL | 169 | 58.80 | 80.05 | 4.62% | 13,528 | 0 | 3,591 |
| 11,762 | TECL | 3,770 | 6.60 | 32.62 | 10.58% | 122,977 | 0 | 98,089 |
| 0 | VXXB | 379 | 65.77 | 26.65 | 0.00% | 10,100 | 0 | -14,827 |
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) |
|---|