4193
Passive_aggressive
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 |
---|---|---|---|---|---|---|---|---|
43 | AJRD | 478 | 52.25 | 41.31 | 0.22% | 19,746 | 0 | -5,229 |
0 | AOBC | 1,625 | 9.36 | 11.82 | 0.00% | 19,208 | 0 | 3,998 |
57 | ARNC | 519 | 29.06 | 28.05 | 0.39% | 14,558 | 0 | -524 |
295 | ATRO | 868 | 28.82 | 10.56 | 3.33% | 9,166 | 0 | -15,850 |
1,271 | AVAV | 215 | 69.63 | 95.96 | 6.56% | 20,631 | 0 | 5,661 |
198 | BA | 45 | 332.55 | 132.14 | 3.45% | 5,946 | 0 | -9,018 |
134 | BAH | 326 | 76.66 | 86.86 | 0.47% | 28,316 | 0 | 3,325 |
0 | BLL | 226 | 66.30 | 69.49 | 0.00% | 15,705 | 0 | 722 |
435 | BWXT | 385 | 64.81 | 51.75 | 2.23% | 19,924 | 0 | -5,028 |
595 | CACI | 95 | 263.07 | 284.82 | 2.25% | 27,058 | 0 | 2,066 |
1,003 | CAE | 843 | 29.64 | 24.95 | 5.01% | 21,033 | 0 | -3,954 |
-181 | CMTL | 420 | 35.68 | 12.69 | -3.28% | 5,330 | 0 | -9,656 |
0 | CUB | 222 | 67.50 | 75.00 | 0.00% | 16,650 | 0 | 1,665 |
171 | CW | 173 | 143.73 | 144.42 | 0.69% | 24,985 | 0 | 119 |
647 | DCO | 446 | 40.82 | 44.21 | 3.39% | 19,718 | 0 | 1,512 |
195 | ESLT | 94 | 158.35 | 196.24 | 1.07% | 18,447 | 0 | 3,562 |
0 | FLIR | 648 | 53.96 | 57.34 | 0.00% | 37,156 | 0 | 2,190 |
1,028 | GD | 194 | 179.51 | 226.56 | 2.40% | 43,953 | 0 | 9,128 |
444 | HEI | 124 | 120.09 | 144.21 | 2.55% | 17,882 | 0 | 2,991 |
342 | HII | 129 | 270.94 | 214.15 | 1.25% | 27,625 | 0 | -7,326 |
632 | HON | 195 | 178.68 | 196.34 | 1.68% | 38,286 | 0 | 3,444 |
451 | HXL | 342 | 78.70 | 58.41 | 2.31% | 19,976 | 0 | -6,939 |
1,787 | IRDM | 921 | 27.19 | 38.70 | 5.28% | 35,643 | 0 | 10,601 |
199 | KAMN | 524 | 66.83 | 36.22 | 1.06% | 18,979 | 0 | -16,040 |
357 | KTOS | 760 | 19.72 | 14.75 | 3.29% | 11,210 | 0 | -3,777 |
430 | LDOS | 247 | 101.02 | 105.37 | 1.68% | 26,026 | 0 | 1,074 |
687 | LHX | 166 | 210.37 | 240.93 | 1.75% | 39,994 | 0 | 5,073 |
214 | LMT | 84 | 413.83 | 450.54 | 0.57% | 37,845 | 0 | 3,084 |
190 | MRCY | 204 | 74.05 | 57.44 | 1.65% | 11,718 | 0 | -3,388 |
311 | NOC | 93 | 374.39 | 470.77 | 0.71% | 43,782 | 0 | 8,963 |
119 | NPK | 290 | 86.18 | 68.42 | 0.60% | 19,842 | 0 | -5,150 |
-113 | OSK | 270 | 92.35 | 92.57 | -0.45% | 24,994 | 0 | 59 |
-56 | RGR | 513 | 48.66 | 67.16 | -0.16% | 34,453 | 0 | 9,490 |
1,489 | ROLL | 91 | 164.61 | 185.61 | 9.67% | 16,891 | 0 | 1,911 |
0 | RTN | 110 | 226.48 | 116.96 | 0.00% | 12,866 | 0 | -12,047 |
421 | SAIC | 268 | 93.04 | 86.88 | 1.84% | 23,284 | 0 | -1,651 |
688 | SPR | 502 | 69.60 | 32.02 | 4.47% | 16,074 | 0 | -18,865 |
316 | TDG | 25 | 595.47 | 612.37 | 2.10% | 15,309 | 0 | 422 |
405 | TDY | 41 | 365.55 | 398.14 | 2.55% | 16,324 | 0 | 1,336 |
964 | TXT | 564 | 44.29 | 66.05 | 2.66% | 37,252 | 0 | 12,273 |
0 | UTX | 164 | 152.28 | 85.65 | 0.00% | 14,047 | 0 | -10,926 |
455 | WWD | 204 | 125.14 | 102.25 | 2.23% | 20,859 | 0 | -4,670 |
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 |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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