4193
MA_Invest
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 |
|---|---|---|---|---|---|---|---|---|
| 0 | BPY | 3,733 | 18.75 | 18.59 | 0.00% | 69,396 | 0 | -583 |
| 595 | BXP | 367 | 136.40 | 90.60 | 1.82% | 33,250 | 0 | -16,809 |
| 1,381 | CCI | 347 | 144.01 | 172.36 | 2.36% | 59,809 | 0 | 9,837 |
| 726 | DLR | 415 | 120.99 | 131.58 | 1.35% | 54,606 | 0 | 4,397 |
| 1,408 | DRE | 1,126 | 35.26 | 56.20 | 2.27% | 63,281 | 0 | 23,578 |
| 1,361 | EQIX | 85 | 585.99 | 673.03 | 2.44% | 57,208 | 0 | 7,399 |
| 433 | EQR | 610 | 81.99 | 72.93 | 0.98% | 44,487 | 0 | -5,527 |
| 537 | ESRT | 3,581 | 13.94 | 7.18 | 2.13% | 25,712 | 0 | -24,225 |
| 374 | GEO | 3,117 | 16.02 | 6.72 | 1.82% | 20,946 | 0 | -28,988 |
| 838 | LADR | 2,702 | 18.50 | 10.85 | 2.94% | 29,317 | 0 | -20,684 |
| 350 | MAA | 449 | 133.47 | 175.45 | 0.45% | 78,777 | 0 | 18,849 |
| 1,198 | MPW | 3,238 | 21.73 | 15.64 | 2.42% | 50,642 | 0 | -19,706 |
| 1,756 | O | 929 | 75.29 | 70.15 | 2.77% | 65,169 | 0 | -4,772 |
| 0 | QTS | 1,316 | 53.15 | 77.95 | 0.00% | 102,582 | 0 | 32,634 |
| 0 | SNR | 6,385 | 7.83 | 8.82 | 0.00% | 56,316 | 0 | 6,321 |
| 655 | STWD | 1,985 | 25.18 | 21.22 | 1.58% | 42,122 | 0 | -7,871 |
| 714 | WELL | 830 | 84.57 | 83.21 | 1.04% | 69,064 | 0 | -1,127 |
| 309 | WPC | 606 | 82.56 | 83.37 | 0.62% | 50,522 | 0 | 491 |
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) |
|---|