4535
libra
Duke Morgan Stanley Trading Game (Fall 2021)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 336 | DIA | 60 | 347.24 | 332.06 | 1.72% | 19,923 | 0 | -911 |
| 27 | EEM | 55 | 51.47 | 42.06 | 1.18% | 2,313 | 0 | -517 |
| 47 | EFA | 55 | 80.56 | 70.44 | 1.22% | 3,874 | 0 | -557 |
| 1 | GLD | 5 | 164.14 | 172.87 | 0.06% | 864 | 0 | 44 |
| 98 | IWM | 20 | 241.38 | 187.64 | 2.69% | 3,753 | 0 | -1,075 |
| 538 | QQQ | 55 | 372.56 | 309.10 | 3.27% | 17,001 | 0 | -3,490 |
| 8 | SLV | 140 | 21.31 | 20.36 | 0.27% | 2,851 | 0 | -132 |
| 627 | SPY | 63 | 445.12 | 415.27 | 2.46% | 26,162 | 0 | -1,881 |
| 141 | VNQ | 55 | 107.15 | 100.25 | 2.63% | 5,514 | 0 | -380 |
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) |
|---|