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 |
|---|---|---|---|---|---|---|---|---|
| 529 | ALXN | 504 | 109.06 | 123.91 | 0.85% | 62,451 | -7,675 | 7,482 |
| 882 | ANTM | 232 | 306.41 | 312.50 | 1.23% | 72,500 | -3,626 | 1,413 |
| -30 | BAC | 3,011 | 35.29 | 28.98 | -0.03% | 87,274 | 0 | -18,984 |
| -825 | BP | 2,705 | 38.98 | 21.11 | -1.42% | 57,103 | 0 | -48,338 |
| -369 | BRK.B | 217 | 225.99 | 231.56 | -0.73% | 50,249 | -8,019 | 1,209 |
| -1,365 | COP | 1,606 | 65.42 | 42.82 | -1.95% | 68,769 | 0 | -36,296 |
| -374 | CVX | 402 | 117.70 | 91.38 | -1.01% | 36,735 | -20,514 | -10,581 |
| 370 | INTC | 925 | 59.56 | 47.46 | 0.85% | 43,900 | -3,635 | -11,192 |
| -244 | JPM | 287 | 137.98 | 121.24 | -0.70% | 34,796 | -5,201 | -4,804 |
| -673 | MET | 1,845 | 52.56 | 47.42 | -0.76% | 87,490 | 0 | -9,483 |
| 702 | MS | 1,950 | 52.06 | 63.88 | 0.57% | 124,566 | 0 | 23,049 |
| 450 | NVS | 743 | 94.46 | 89.79 | 0.68% | 66,714 | -4,024 | -3,470 |
| 565 | PFE | 743 | 38.99 | 37.22 | 2.08% | 27,654 | -11,954 | -1,315 |
| 836 | SNE | 924 | 71.03 | 94.07 | 0.97% | 86,921 | -6,954 | 21,289 |
| 0 | UTX | 388 | 153.65 | 85.94 | 0.00% | 33,345 | -5,650 | -26,271 |
| 540 | VOD | 3,086 | 19.90 | 16.93 | 1.04% | 52,246 | -1,030 | -9,165 |
| -882 | XOM | 1,508 | 69.85 | 40.22 | -1.43% | 60,652 | 0 | -44,682 |
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) |
|---|