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 |
|---|---|---|---|---|---|---|---|---|
| 769 | AIG | 1,946 | 30.92 | 47.70 | 0.83% | 92,834 | 0 | 32,654 |
| 1,079 | BAC | 2,539 | 23.65 | 38.12 | 1.13% | 96,799 | 0 | 36,739 |
| -670 | BMY | 1,031 | 58.15 | 67.68 | -0.95% | 69,778 | 0 | 9,825 |
| 1,557 | C | 1,435 | 41.85 | 67.80 | 1.63% | 97,293 | 0 | 37,231 |
| 437 | CSCO | 1,681 | 35.67 | 55.47 | 0.47% | 93,245 | 0 | 33,275 |
| -426 | CVS | 1,065 | 56.24 | 82.86 | -0.48% | 88,246 | 0 | 28,350 |
| 1,775 | CVX | 872 | 68.81 | 100.88 | 2.06% | 87,963 | 0 | 27,956 |
| -171 | EXC | 1,488 | 40.35 | 46.41 | -0.25% | 69,051 | 0 | 9,010 |
| 1,658 | F | 7,538 | 7.94 | 14.03 | 1.59% | 105,758 | 0 | 45,906 |
| 1,469 | GM | 1,708 | 35.14 | 55.78 | 1.57% | 95,272 | 0 | 35,253 |
| 581 | GS | 314 | 191.04 | 375.88 | 0.49% | 118,026 | 0 | 58,039 |
| 773 | IBM | 552 | 108.94 | 142.77 | 0.99% | 78,809 | 0 | 18,674 |
| 1,831 | INTC | 1,356 | 44.16 | 54.35 | 2.55% | 73,699 | 0 | 13,824 |
| 603 | KHC | 1,978 | 30.33 | 39.53 | 0.78% | 78,190 | 0 | 18,198 |
| 2,275 | KMI | 5,000 | 11.99 | 17.82 | 2.62% | 89,100 | 0 | 29,125 |
| -270 | MDT | 587 | 102.28 | 128.09 | -0.36% | 75,189 | 0 | 15,150 |
| 602 | MET | 1,605 | 37.47 | 57.97 | 0.65% | 93,050 | 0 | 32,903 |
| 3,717 | OXY | 6,637 | 9.05 | 27.13 | 2.11% | 180,062 | 0 | 119,964 |
| 203 | PFE | 1,688 | 35.52 | 41.82 | 0.29% | 70,592 | 0 | 10,626 |
| 2,412 | XOM | 1,820 | 32.95 | 58.37 | 2.32% | 106,233 | 0 | 46,274 |
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) |
|---|