match
DUKE_AR_INVESTMENTS
None
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)