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 |
|---|---|---|---|---|---|---|---|---|
| -3,527 | BA | 632 | 227.60 | 163.11 | -3.31% | 103,086 | 0 | -40,758 |
| -4,282 | DAL | 3,439 | 37.68 | 33.24 | -3.61% | 114,330 | 0 | -15,245 |
| -2,009 | DFS | 1,717 | 76.32 | 107.30 | -1.08% | 184,234 | 134 | 53,190 |
| 7,794 | DVN | 9,563 | 14.90 | 68.73 | 1.20% | 657,313 | 0 | 514,824 |
| -1,771 | FDX | 484 | 277.97 | 231.21 | -1.56% | 111,906 | 0 | -22,630 |
| -858 | FTI | 15,600 | 9.07 | 8.46 | -0.65% | 131,898 | 0 | -9,594 |
| -2,300 | GE | 1,691 | 61.78 | 77.85 | -1.72% | 131,644 | 528 | 27,173 |
| -5,051 | IVZ | 8,418 | 16.01 | 18.08 | -3.21% | 152,197 | 274 | 17,402 |
| -3,653 | LNC | 2,736 | 51.63 | 49.53 | -2.62% | 135,528 | 0 | -5,746 |
| -1,170 | MRO | 23,400 | 6.08 | 24.55 | -0.20% | 574,470 | 0 | 432,081 |
| -1,095 | OKE | 3,776 | 37.68 | 64.01 | -0.45% | 241,702 | 0 | 99,422 |
| 54,698 | OXY | 8,923 | 15.99 | 71.01 | 9.45% | 633,622 | 0 | 490,943 |
| -4,573 | PWR | 2,060 | 68.58 | 142.26 | -1.54% | 293,056 | 0 | 151,770 |
| -5,411 | SCHW | 2,775 | 46.81 | 73.80 | -2.57% | 204,795 | 89 | 74,900 |
| -9,016 | SIVB | 400 | 346.85 | 434.92 | -4.93% | 173,968 | 0 | 35,227 |
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) |
|---|