4193
HKMCapital
OLD|Aalto Investment Management Game (Spring 2020)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -512 | AAPL | 632 | 78.85 | 148.67 | -0.54% | 93,959 | 0 | 44,128 |
| -629 | ABMD | -294 | 170.30 | 351.82 | 0.61% | -103,435 | 0 | -53,367 |
| -447 | ADS | -443 | 113.04 | 97.35 | 1.05% | -43,126 | 0 | 6,951 |
| 2,033 | AMAT | 794 | 63.11 | 135.90 | 1.92% | 107,905 | 0 | 57,791 |
| 537 | AMD | 1,032 | 48.66 | 119.85 | 0.44% | 123,685 | 0 | 73,468 |
| 325 | CDW | 346 | 144.23 | 191.49 | 0.49% | 66,256 | 0 | 16,352 |
| 0 | COG | -2,877 | 17.43 | 22.25 | 0.00% | -64,013 | 0 | -13,867 |
| 202 | CPRT | 518 | 96.60 | 152.23 | 0.26% | 78,855 | 0 | 28,816 |
| 561 | DXC | -1,403 | 35.88 | 34.57 | -1.14% | -48,502 | 0 | 1,838 |
| 1,136 | GPS | -2,737 | 18.26 | 22.52 | -1.81% | -61,624 | 0 | -11,646 |
| 0 | KHC | -1,583 | 31.64 | 36.38 | 0.00% | -57,590 | 0 | -7,496 |
| 2,142 | KLAC | 283 | 178.00 | 343.08 | 2.26% | 97,092 | 0 | 46,718 |
| -1,988 | KSS | -1,069 | 46.73 | 49.16 | 3.93% | -52,552 | 0 | -2,598 |
| 297 | LDOS | 495 | 101.16 | 102.03 | 0.59% | 50,505 | 0 | 431 |
| 277 | LRCX | 166 | 303.58 | 557.09 | 0.30% | 92,477 | 0 | 42,082 |
| -889 | M | -2,778 | 17.91 | 26.59 | 1.22% | -73,867 | 0 | -24,099 |
| 362 | MOS | -2,333 | 21.50 | 42.02 | -0.37% | -98,021 | 0 | -47,850 |
| 0 | MYL | -2,383 | 21.12 | 15.85 | 0.00% | -37,782 | 0 | 12,546 |
| -970 | QRVO | 433 | 116.33 | 168.02 | -1.32% | 72,753 | 0 | 22,382 |
| 173 | WDC | 719 | 69.62 | 57.04 | 0.42% | 41,012 | 0 | -9,049 |
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) |
|---|