4366
CIMT
Aalto Investment Management Game (Fall 2020)
@CIMT
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -834 | BA | 632 | 227.60 | 213.02 | -0.62% | 134,629 | 0 | -9,215 |
| -2,235 | DAL | 3,439 | 37.68 | 39.75 | -1.61% | 136,700 | 0 | 7,125 |
| 498 | DFS | 1,717 | 76.32 | 125.13 | 0.23% | 214,848 | 134 | 83,804 |
| 6,981 | DVN | 9,563 | 14.90 | 40.43 | 1.84% | 386,632 | 0 | 244,143 |
| 77 | FDX | 484 | 277.97 | 233.00 | 0.07% | 112,772 | 0 | -21,763 |
| 4,290 | FTI | 15,600 | 9.07 | 7.71 | 3.70% | 120,198 | 0 | -21,294 |
| 1,556 | GE | 1,691 | 61.78 | 104.07 | 0.89% | 175,982 | 528 | 71,511 |
| 758 | IVZ | 8,418 | 16.01 | 25.09 | 0.36% | 211,208 | 274 | 76,413 |
| 2,681 | LNC | 2,736 | 51.63 | 75.71 | 1.31% | 207,143 | 0 | 65,869 |
| 9,243 | MRO | 23,400 | 6.08 | 16.57 | 2.44% | 387,855 | 0 | 245,466 |
| 1,850 | OKE | 3,776 | 37.68 | 64.80 | 0.76% | 244,685 | 0 | 102,405 |
| 10,083 | OXY | 8,923 | 15.99 | 33.93 | 3.45% | 302,757 | 0 | 160,079 |
| 2,905 | PWR | 2,060 | 68.58 | 118.01 | 1.21% | 243,101 | 0 | 101,816 |
| 3,635 | SCHW | 2,775 | 46.81 | 83.55 | 1.59% | 231,851 | 89 | 101,956 |
| 19,216 | SIVB | 400 | 346.85 | 753.18 | 6.81% | 301,272 | 0 | 162,531 |
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) |
|---|