2573
InvictusII
Bug Test
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 367 | BCS | 4,893 | 7.66 | 7.44 | 1.02% | 36,404 | 0 | -1,061 |
| -542 | BIDU | 148 | 103.43 | 107.78 | -3.28% | 15,951 | 0 | 643 |
| -514 | CSX | 690 | 71.54 | 70.83 | -1.04% | 48,869 | 0 | -491 |
| -14 | FIT | 100 | 3.21 | 3.67 | -3.68% | 366 | 0 | 45 |
| -43 | GS | 12 | 197.96 | 215.24 | -1.64% | 2,583 | 0 | 207 |
| -453 | HSBC | 872 | 39.55 | 38.24 | -1.34% | 33,350 | 0 | -1,135 |
| -151 | IBM | 250 | 130.66 | 143.04 | -0.42% | 35,760 | 0 | 3,094 |
| -76 | JBHT | 50 | 85.29 | 113.05 | -1.33% | 5,652 | 0 | 1,388 |
| 36 | JPM | 25 | 106.39 | 119.40 | 1.23% | 2,985 | 0 | 325 |
| 930 | LMT | 137 | 296.63 | 393.43 | 1.76% | 53,900 | 0 | 13,262 |
| -31 | MS | 130 | 40.86 | 44.02 | -0.54% | 5,723 | 0 | 411 |
| 9,679 | MSFT | 2,872 | 90.21 | 141.03 | 2.45% | 405,038 | 577 | 145,953 |
| 337 | PPG | 130 | 101.89 | 120.77 | 2.19% | 15,700 | 0 | 2,454 |
| 3,987 | RBS | 14,238 | 5.76 | 5.22 | 5.66% | 74,394 | 0 | -7,596 |
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) |
|---|