4366
EquityTradingFund
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 |
|---|---|---|---|---|---|---|---|---|
| 2,394 | AIG | 1,946 | 30.92 | 57.90 | 2.17% | 112,673 | 0 | 52,493 |
| 1,955 | BAC | 2,539 | 23.65 | 36.61 | 2.15% | 92,953 | 0 | 32,893 |
| 722 | BMY | 1,031 | 58.15 | 77.94 | 0.91% | 80,356 | 0 | 20,403 |
| 1,622 | C | 1,435 | 41.85 | 53.83 | 2.14% | 77,246 | 0 | 17,184 |
| 1,908 | CSCO | 1,681 | 35.67 | 45.13 | 2.58% | 75,872 | 0 | 15,902 |
| 1,129 | CVS | 1,065 | 56.24 | 98.21 | 1.09% | 104,594 | 0 | 44,698 |
| 1,421 | CVX | 872 | 68.81 | 177.04 | 0.93% | 154,379 | 0 | 94,372 |
| 498 | EXC | 1,488 | 40.35 | 49.35 | 0.68% | 73,440 | 0 | 13,399 |
| 2,789 | F | 7,538 | 7.94 | 13.06 | 2.91% | 98,484 | 0 | 38,745 |
| 2,408 | GM | 1,708 | 35.14 | 37.39 | 3.92% | 63,871 | 0 | 3,843 |
| 3,068 | GS | 314 | 191.04 | 324.67 | 3.10% | 101,946 | 0 | 41,959 |
| 872 | IBM | 552 | 108.94 | 135.97 | 1.18% | 75,055 | 0 | 14,921 |
| 1,119 | INTC | 1,356 | 44.16 | 43.02 | 1.96% | 58,342 | 0 | -1,532 |
| -4,826 | KHC | 1,978 | 30.33 | 37.04 | -6.18% | 73,265 | 0 | 13,272 |
| 1,000 | KMI | 5,000 | 11.99 | 19.59 | 1.03% | 97,950 | 0 | 37,975 |
| -2,536 | MDT | 587 | 102.28 | 101.22 | -4.09% | 59,416 | 0 | -622 |
| 2,472 | MET | 1,605 | 37.47 | 66.14 | 2.38% | 106,155 | 0 | 46,007 |
| 12,544 | OXY | 6,637 | 9.05 | 68.28 | 2.85% | 453,174 | 0 | 393,076 |
| 1,587 | PFE | 1,688 | 35.52 | 54.65 | 1.75% | 92,249 | 0 | 32,283 |
| 1,138 | XOM | 1,820 | 32.95 | 96.92 | 0.65% | 176,404 | 0 | 116,444 |
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) |
|---|