4130
DUKE_AR_INVESTMENTS
Duke Emerging Market Portfolio Management (Fall 2019)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -264,000 | AZRE | 400,000 | 12.80 | 13.23 | -4.75% | 5,292,000 | 0 | 171,600 |
| 85,340 | AZUL | 251,000 | 39.79 | 7.99 | 4.44% | 2,005,490 | 0 | -7,981,429 |
| 208,880 | BABA | 38,397 | 172.04 | 117.62 | 4.85% | 4,516,255 | 0 | -2,089,709 |
| -129,600 | BSMX | 720,000 | 6.99 | 5.27 | -3.30% | 3,794,400 | 0 | -1,238,929 |
| 223,575 | CX | 1,355,000 | 3.70 | 3.89 | 4.43% | 5,270,950 | 0 | 257,411 |
| 151,060 | FXI | 166,000 | 41.96 | 33.84 | 2.76% | 5,617,440 | 0 | -1,348,043 |
| 81,760 | INDA | 146,000 | 34.25 | 39.94 | 1.42% | 5,831,240 | 0 | 831,083 |
| 245,000 | RDY | 250,000 | 37.44 | 55.92 | 1.78% | 13,980,000 | 0 | 4,620,880 |
| 501,929 | SCCO | 256,741 | 35.16 | 51.50 | 3.95% | 13,222,162 | 0 | 4,195,875 |
| 169,200 | TSM | 94,000 | 53.15 | 85.92 | 2.14% | 8,076,480 | 0 | 3,080,243 |
| 0 | VAR | 87,450 | 114.32 | 177.07 | 0.00% | 15,484,772 | 0 | 5,487,063 |
| 7,650 | WMT | 85,000 | 116.31 | 123.72 | 0.07% | 10,516,200 | 0 | 629,824 |
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) |
|---|