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 |
|---|---|---|---|---|---|---|---|---|
| -602 | AAL | -1,585 | 28.22 | 16.38 | 2.37% | -25,970 | 0 | 18,758 |
| 343 | ADSK | 234 | 190.75 | 278.00 | 0.53% | 65,051 | 0 | 20,416 |
| 1,831 | AMD | 939 | 47.91 | 94.09 | 2.12% | 88,351 | 0 | 43,363 |
| -741 | DHI | 741 | 60.70 | 71.27 | -1.38% | 52,811 | 0 | 7,832 |
| -1,178 | JBHT | -400 | 112.52 | 137.23 | 2.19% | -54,892 | 0 | -9,884 |
| -702 | JNPR | -1,896 | 23.71 | 21.95 | 1.71% | -41,608 | 0 | 3,346 |
| -1,036 | KHC | -1,524 | 29.64 | 34.09 | 2.04% | -51,961 | 0 | -6,789 |
| 834 | LDOS | 409 | 110.11 | 104.75 | 1.99% | 42,843 | 0 | -2,192 |
| -958 | LEN | 652 | 69.19 | 73.91 | -1.95% | 48,189 | 0 | 3,081 |
| 293 | LW | 476 | 94.45 | 76.18 | 0.81% | 36,262 | 0 | -8,697 |
| 506 | MSCI | 151 | 297.83 | 421.92 | 0.80% | 63,710 | 0 | 18,738 |
| 93 | MSFT | 245 | 183.38 | 214.25 | 0.18% | 52,491 | 0 | 7,563 |
| -458 | NEE | 668 | 67.38 | 72.44 | -0.94% | 48,387 | 0 | 3,373 |
| -1,009 | PHM | 975 | 46.10 | 42.09 | -2.40% | 41,038 | 0 | -3,910 |
| 1,217 | PRGO | 751 | 59.91 | 49.82 | 3.36% | 37,415 | 0 | -7,578 |
| 665 | RMD | 262 | 171.46 | 209.82 | 1.23% | 54,974 | 0 | 10,052 |
| -1,413 | SPG | -319 | 142.22 | 93.77 | 4.96% | -29,913 | 0 | 15,456 |
| -1,642 | ULTA | 164 | 266.90 | 279.18 | -3.46% | 45,785 | 0 | 2,013 |
| 458 | VRSK | 266 | 170.10 | 195.40 | 0.89% | 51,976 | 0 | 6,730 |
| 318 | VRTX | 187 | 238.50 | 228.05 | 0.75% | 42,646 | 0 | -1,953 |
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) |
|---|