4366
IJFund
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 |
---|---|---|---|---|---|---|---|---|
0 | ALL | 506 | 94.19 | 127.68 | -0.66% | 64,606 | 0 | 16,943 |
0 | BK | 1,500 | 39.99 | 50.12 | -0.92% | 75,180 | 0 | 15,188 |
0 | CL | 573 | 83.10 | 71.71 | -4.98% | 41,090 | 0 | -6,526 |
0 | EA | 394 | 120.81 | 128.92 | -0.19% | 50,794 | 0 | 3,193 |
0 | ENB | 1,720 | 27.68 | 40.88 | 0.55% | 70,305 | 0 | 22,687 |
0 | GE | 770 | 61.96 | 83.27 | 2.64% | 64,118 | 0 | 16,409 |
0 | HD | 171 | 277.68 | 316.60 | 0.98% | 54,139 | 0 | 6,655 |
0 | HSBC | 2,106 | 22.61 | 37.14 | -0.85% | 78,227 | 0 | 30,611 |
0 | IBM | 413 | 115.49 | 134.41 | -0.05% | 55,511 | 0 | 7,812 |
0 | INTC | 1,052 | 45.32 | 28.20 | -6.14% | 29,666 | 0 | -18,016 |
0 | KMI | 3,703 | 14.74 | 18.65 | 0.38% | 69,079 | 0 | 14,497 |
0 | KO | 953 | 49.74 | 60.45 | -0.56% | 57,609 | 0 | 10,207 |
0 | LMT | 130 | 365.00 | 459.99 | 0.04% | 59,799 | 0 | 12,349 |
0 | MCD | 219 | 217.19 | 272.23 | -0.86% | 59,618 | 0 | 12,053 |
0 | NEM | 712 | 66.64 | 53.27 | -1.49% | 37,932 | 0 | -9,516 |
0 | PYPL | 255 | 186.64 | 81.83 | 1.27% | 20,868 | 0 | -26,725 |
0 | SNE | 547 | 86.94 | 106.01 | 0.00% | 57,987 | 0 | 10,431 |
0 | SNP | 1,145 | 41.59 | 45.66 | 0.00% | 52,281 | 0 | 4,660 |
0 | TGT | 300 | 158.10 | 168.45 | 0.87% | 50,536 | 0 | 3,105 |
0 | TM | 348 | 136.66 | 147.09 | 1.12% | 51,189 | 0 | 3,631 |
0 | TOT | 1,465 | 32.52 | 48.30 | 0.00% | 70,760 | 0 | 23,118 |
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 |
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Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
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