4193
Trader_Joes
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 |
|---|---|---|---|---|---|---|---|---|
| 1,173 | AAL | -1,585 | 28.22 | 19.15 | -3.72% | -30,353 | 0 | 14,376 |
| 679 | ADSK | 234 | 190.75 | 308.58 | 0.95% | 72,208 | 0 | 27,573 |
| 460 | AMD | 939 | 47.91 | 119.82 | 0.41% | 112,511 | 0 | 67,523 |
| -467 | DHI | 741 | 60.70 | 88.59 | -0.71% | 65,645 | 0 | 20,666 |
| -688 | JBHT | -400 | 112.52 | 195.66 | 0.89% | -78,264 | 0 | -33,256 |
| 531 | JNPR | -1,896 | 23.71 | 28.15 | -0.98% | -53,372 | 0 | -8,418 |
| 0 | KHC | -1,524 | 29.64 | 36.38 | 0.00% | -55,443 | 0 | -10,272 |
| 249 | LDOS | 409 | 110.11 | 102.04 | 0.60% | 41,734 | 0 | -3,301 |
| -600 | LEN | 652 | 69.19 | 100.50 | -0.91% | 65,526 | 0 | 20,417 |
| 881 | LW | 476 | 94.45 | 59.09 | 3.23% | 28,127 | 0 | -16,831 |
| 1,912 | MSCI | 151 | 297.83 | 649.09 | 1.99% | 98,013 | 0 | 53,040 |
| -392 | MSFT | 245 | 183.38 | 309.16 | -0.51% | 75,744 | 0 | 30,816 |
| 407 | NEE | 668 | 67.38 | 84.42 | 0.73% | 56,393 | 0 | 11,379 |
| -370 | PHM | 975 | 46.10 | 49.72 | -0.76% | 48,477 | 0 | 3,530 |
| -128 | PRGO | 751 | 59.91 | 45.62 | -0.37% | 34,261 | 0 | -10,732 |
| 1,169 | RMD | 262 | 171.46 | 267.50 | 1.70% | 70,085 | 0 | 25,162 |
| -376 | SPG | -319 | 142.22 | 145.14 | 0.82% | -46,300 | 0 | -931 |
| -71 | ULTA | 164 | 266.90 | 371.45 | -0.12% | 60,918 | 0 | 17,146 |
| 218 | VRSK | 266 | 170.10 | 213.96 | 0.38% | 56,913 | 0 | 11,667 |
| -668 | VRTX | 187 | 238.50 | 183.52 | -1.91% | 34,318 | 0 | -10,281 |
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) |
|---|