4193
groupcamel
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 |
|---|---|---|---|---|---|---|---|---|
| 0 | ALXN | 504 | 109.06 | 148.25 | 0.00% | 74,718 | -7,675 | 19,749 |
| 0 | ANTM | 232 | 306.41 | 322.25 | 2.46% | 74,763 | -3,626 | 3,676 |
| 0 | BAC | 3,011 | 35.29 | 36.53 | -0.01% | 110,007 | 0 | 3,749 |
| 0 | BP | 2,705 | 38.98 | 26.04 | 1.80% | 70,425 | 0 | -35,016 |
| 0 | BRK.B | 217 | 225.99 | 245.33 | -2.74% | 53,237 | -8,019 | 4,197 |
| 0 | COP | 1,606 | 65.42 | 55.64 | 3.48% | 89,366 | 0 | -15,699 |
| 0 | CVX | 402 | 117.70 | 104.61 | 0.82% | 42,053 | -20,514 | -5,262 |
| 0 | INTC | 925 | 59.56 | 58.56 | -2.43% | 54,168 | -3,635 | -925 |
| 0 | JPM | 287 | 137.98 | 150.72 | -1.64% | 43,257 | -5,201 | 3,656 |
| 0 | MET | 1,845 | 52.56 | 58.50 | -1.80% | 107,932 | 0 | 10,959 |
| 0 | MS | 1,950 | 52.06 | 81.17 | -0.99% | 158,282 | 0 | 56,764 |
| 0 | NVS | 743 | 94.46 | 83.27 | -4.77% | 61,870 | -4,024 | -8,314 |
| 0 | PFE | 743 | 38.99 | 34.12 | -0.87% | 25,351 | -11,954 | -3,618 |
| 0 | SNE | 924 | 71.03 | 102.10 | -2.42% | 94,340 | -6,954 | 28,709 |
| 0 | UTX | 388 | 153.65 | 85.94 | 0.00% | 33,345 | -5,650 | -26,271 |
| 0 | VOD | 3,086 | 19.90 | 17.56 | -0.43% | 54,190 | -1,030 | -7,221 |
| 0 | XOM | 1,508 | 69.85 | 58.64 | 3.36% | 88,429 | 0 | -16,905 |
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) |
|---|