4193
Trader_Joes
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 |
|---|---|---|---|---|---|---|---|---|
| 650 | AAL | -1,585 | 28.22 | 11.92 | -3.32% | -18,901 | 0 | 25,828 |
| -1,722 | ADSK | 234 | 190.75 | 222.11 | -3.21% | 51,974 | 0 | 7,339 |
| -2,817 | AMD | 939 | 47.91 | 74.70 | -3.86% | 70,148 | 0 | 25,161 |
| -3,257 | DHI | 741 | 60.70 | 71.13 | -5.82% | 52,711 | 0 | 7,732 |
| -272 | JBHT | -400 | 112.52 | 129.61 | 0.53% | -51,844 | 0 | -6,836 |
| 2,209 | JNPR | -1,896 | 23.71 | 21.38 | -5.17% | -40,546 | 0 | 4,408 |
| 663 | KHC | -1,524 | 29.64 | 28.76 | -1.49% | -43,838 | 0 | 1,334 |
| -673 | LDOS | 409 | 110.11 | 90.00 | -1.79% | 36,812 | 0 | -8,223 |
| -2,341 | LEN | 652 | 69.19 | 76.27 | -4.50% | 49,728 | 0 | 4,619 |
| -29 | LW | 476 | 94.45 | 63.49 | -0.09% | 30,221 | 0 | -14,737 |
| -859 | MSCI | 151 | 297.83 | 345.49 | -1.62% | 52,169 | 0 | 7,197 |
| -1,570 | MSFT | 245 | 183.38 | 200.84 | -3.09% | 49,206 | 0 | 4,278 |
| -783 | NEE | 167 | 269.54 | 273.34 | -1.69% | 45,648 | 0 | 635 |
| -2,013 | PHM | 975 | 46.10 | 43.84 | -4.50% | 42,739 | 0 | -2,208 |
| -886 | PRGO | 751 | 59.91 | 45.36 | -2.54% | 34,065 | 0 | -10,927 |
| -930 | RMD | 262 | 171.46 | 168.67 | -2.06% | 44,192 | 0 | -731 |
| 719 | SPG | -319 | 142.22 | 62.85 | -3.46% | -20,051 | 0 | 25,317 |
| -1,155 | ULTA | 164 | 266.90 | 216.97 | -3.14% | 35,584 | 0 | -8,188 |
| -899 | VRSK | 266 | 170.10 | 176.99 | -1.87% | 47,079 | 0 | 1,833 |
| -699 | VRTX | 187 | 238.50 | 263.78 | -1.40% | 49,327 | 0 | 4,727 |
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) |
|---|