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 |
|---|---|---|---|---|---|---|---|---|
| 523 | AAL | -1,585 | 28.22 | 13.57 | -2.37% | -21,508 | 0 | 23,220 |
| -1,542 | ADSK | 234 | 190.75 | 185.89 | -3.42% | 43,498 | 0 | -1,136 |
| -864 | AMD | 939 | 47.91 | 86.16 | -1.06% | 80,904 | 0 | 35,917 |
| 207 | DHI | 741 | 60.70 | 67.97 | 0.41% | 50,366 | 0 | 5,387 |
| -28 | JBHT | -400 | 112.52 | 162.22 | 0.04% | -64,888 | 0 | -19,880 |
| -28 | JNPR | -1,896 | 23.71 | 29.16 | 0.05% | -55,297 | 0 | -10,343 |
| -396 | KHC | -1,524 | 29.64 | 38.66 | 0.68% | -58,918 | 0 | -13,746 |
| 25 | LDOS | 409 | 110.11 | 101.63 | 0.06% | 41,567 | 0 | -3,468 |
| 33 | LEN | 652 | 69.19 | 71.98 | 0.07% | 46,931 | 0 | 1,822 |
| 371 | LW | 476 | 94.45 | 72.69 | 1.08% | 34,600 | 0 | -10,358 |
| -341 | MSCI | 151 | 297.83 | 429.80 | -0.52% | 64,900 | 0 | 19,927 |
| -703 | MSFT | 245 | 183.38 | 264.83 | -1.07% | 64,883 | 0 | 19,955 |
| -87 | NEE | 668 | 67.38 | 77.89 | -0.17% | 52,031 | 0 | 7,017 |
| 205 | PHM | 975 | 46.10 | 40.60 | 0.52% | 39,585 | 0 | -5,362 |
| 263 | PRGO | 751 | 59.91 | 41.56 | 0.85% | 31,212 | 0 | -13,781 |
| 283 | RMD | 262 | 171.46 | 212.58 | 0.51% | 55,696 | 0 | 10,773 |
| -166 | SPG | -319 | 142.22 | 100.14 | 0.52% | -31,945 | 0 | 13,424 |
| -1,653 | ULTA | 164 | 266.90 | 400.46 | -2.46% | 65,675 | 0 | 21,904 |
| 293 | VRSK | 266 | 170.10 | 174.09 | 0.64% | 46,308 | 0 | 1,061 |
| -980 | VRTX | 187 | 238.50 | 287.31 | -1.79% | 53,727 | 0 | 9,127 |
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) |
|---|