4366
Bullerot
Aalto Investment Management Game (Fall 2020)
1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
---|---|---|---|---|---|---|---|---|
-4,529 | ABB | 3,511 | 25.31 | 29.41 | -4.20% | 103,259 | 281 | 14,400 |
378 | AIG | 2,604 | 32.92 | 41.41 | 0.35% | 107,819 | 709 | 22,091 |
142 | ALXN | 746 | 116.32 | 156.65 | 0.12% | 116,861 | 456 | 30,083 |
-4,064 | BAC | 3,565 | 24.53 | 32.91 | -3.35% | 117,306 | 407 | 29,840 |
-726 | BRK.B | 422 | 207.63 | 233.36 | -0.73% | 98,478 | 245 | 10,859 |
652 | CF | 2,836 | 26.93 | 45.53 | 0.51% | 129,137 | 4,017 | 52,762 |
-685 | CI | 428 | 178.75 | 218.72 | -0.73% | 93,612 | 3,848 | 17,106 |
-1,609 | CMCSA | 1,987 | 41.99 | 48.68 | -1.64% | 96,737 | 1,134 | 13,303 |
1,793 | CRUS | 1,263 | 75.21 | 99.02 | 1.45% | 125,062 | 0 | 30,068 |
886 | CSCO | 2,428 | 36.39 | 45.43 | 0.81% | 110,316 | 254 | 21,963 |
1,618 | CVS | 1,365 | 58.69 | 76.16 | 1.58% | 103,965 | 2,107 | 23,851 |
-4,110 | CVX | 1,166 | 82.04 | 92.22 | -3.68% | 107,534 | 0 | 11,877 |
-3,439 | GE | 10,420 | 7.63 | 11.32 | -2.83% | 117,954 | 2,407 | 38,435 |
-857 | ING | 10,718 | 7.45 | 9.46 | -0.84% | 101,446 | 2,664 | 21,590 |
-308 | JNJ | 642 | 140.21 | 160.12 | -0.30% | 102,797 | 96 | 12,783 |
-2,479 | JPM | 839 | 102.76 | 138.67 | -2.09% | 116,344 | 671 | 30,126 |
-2,601 | MHK | 774 | 116.99 | 148.52 | -2.21% | 114,954 | 0 | 24,406 |
-2,256 | PBCT | 7,781 | 11.47 | 14.40 | -1.97% | 112,085 | 192 | 22,838 |
-131 | PFE | 2,387 | 37.90 | 36.69 | -0.15% | 87,579 | 0 | -2,884 |
-11,403 | SSL | 13,992 | 6.18 | 10.72 | -7.07% | 149,994 | 570 | 63,493 |
-329 | T | 3,661 | 28.79 | 29.15 | -0.31% | 106,736 | 0 | 1,321 |
-606 | TRMB | 1,732 | 59.18 | 69.49 | -0.50% | 120,357 | 0 | 17,855 |
-747 | UNM | 4,671 | 18.92 | 25.20 | -0.63% | 117,709 | 319 | 29,333 |
898 | VTR | 1,973 | 42.22 | 48.89 | 0.94% | 96,470 | 1,036 | 13,170 |
518 | VZ | 1,569 | 57.86 | 57.35 | 0.58% | 89,982 | 0 | -797 |
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 |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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