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 |
|---|---|---|---|---|---|---|---|---|
| 1,625 | AIG | 1,946 | 30.92 | 39.32 | 2.17% | 76,526 | 0 | 16,346 |
| 1,435 | BAC | 2,539 | 23.65 | 28.71 | 2.01% | 72,895 | 0 | 12,835 |
| 98 | BMY | 1,031 | 58.15 | 62.40 | 0.15% | 64,340 | 0 | 4,387 |
| 488 | C | 1,435 | 41.85 | 55.46 | 0.62% | 79,592 | 0 | 19,530 |
| 1,067 | CSCO | 1,681 | 35.67 | 43.54 | 1.48% | 73,199 | 0 | 13,229 |
| -261 | CVS | 1,065 | 56.24 | 67.53 | -0.36% | 71,925 | 0 | 12,029 |
| 205 | CVX | 872 | 68.81 | 87.41 | 0.27% | 76,217 | 0 | 16,210 |
| 126 | EXC | 1,488 | 40.35 | 41.14 | 0.21% | 61,216 | 0 | 1,176 |
| 1,319 | F | 7,538 | 7.94 | 9.23 | 1.93% | 69,576 | 0 | 9,724 |
| 1,281 | GM | 1,708 | 35.14 | 44.57 | 1.71% | 76,134 | 0 | 16,115 |
| 440 | GS | 314 | 191.04 | 232.18 | 0.61% | 72,905 | 0 | 12,917 |
| 86 | IBM | 552 | 108.94 | 123.35 | 0.13% | 68,092 | 0 | 7,957 |
| 1,641 | INTC | 1,356 | 44.16 | 49.52 | 2.50% | 67,142 | 0 | 7,268 |
| 366 | KHC | 1,978 | 30.33 | 33.12 | 0.56% | 65,501 | 0 | 5,509 |
| -1,600 | KMI | 5,000 | 11.99 | 14.08 | -2.22% | 70,425 | 0 | 10,450 |
| -737 | MDT | 587 | 102.28 | 112.19 | -1.11% | 65,858 | 0 | 5,820 |
| 1,236 | MET | 1,605 | 37.47 | 46.93 | 1.67% | 75,331 | 0 | 15,183 |
| -4,513 | OXY | 6,637 | 9.05 | 15.10 | -4.31% | 100,219 | 0 | 40,121 |
| 1,848 | PFE | 1,688 | 35.52 | 39.43 | 2.86% | 66,566 | 0 | 6,600 |
| 728 | XOM | 1,820 | 32.95 | 38.48 | 1.05% | 70,043 | 0 | 10,083 |
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) |
|---|