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 |
|---|---|---|---|---|---|---|---|---|
| -1,027 | ALL | 506 | 94.19 | 113.23 | -1.76% | 57,294 | 0 | 9,632 |
| -1,125 | BK | 1,500 | 39.99 | 42.14 | -1.75% | 63,210 | 0 | 3,218 |
| -83 | CL | 573 | 83.10 | 72.08 | -0.20% | 41,302 | 0 | -6,314 |
| -406 | EA | 394 | 120.81 | 118.65 | -0.86% | 46,748 | 0 | -853 |
| -1,281 | ENB | 1,720 | 27.68 | 33.72 | -2.16% | 57,998 | 0 | 10,380 |
| -1,313 | GE | 770 | 61.96 | 109.98 | -1.53% | 84,688 | 0 | 36,979 |
| -806 | HD | 171 | 277.68 | 301.83 | -1.54% | 51,614 | 0 | 4,131 |
| -1,053 | HSBC | 2,106 | 22.61 | 38.92 | -1.27% | 81,966 | 0 | 34,349 |
| -1,161 | IBM | 413 | 115.49 | 143.69 | -1.92% | 59,344 | 0 | 11,645 |
| -389 | INTC | 1,052 | 45.32 | 33.91 | -1.08% | 35,679 | 0 | -12,003 |
| -1,129 | KMI | 3,703 | 14.74 | 16.45 | -1.82% | 60,896 | 0 | 6,314 |
| -405 | KO | 953 | 49.74 | 56.57 | -0.75% | 53,916 | 0 | 6,514 |
| -441 | LMT | 130 | 365.00 | 409.15 | -0.82% | 53,190 | 0 | 5,785 |
| -660 | MCD | 219 | 217.19 | 266.72 | -1.12% | 58,413 | 0 | 10,870 |
| -783 | NEM | 712 | 66.64 | 39.38 | -2.72% | 28,039 | 0 | -19,409 |
| -9 | PYPL | 255 | 186.64 | 58.82 | -0.06% | 14,999 | 0 | -32,594 |
| 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 |
| -502 | TGT | 300 | 158.10 | 110.59 | -1.49% | 33,177 | 0 | -14,256 |
| -1,382 | TM | 348 | 136.66 | 180.66 | -2.15% | 62,870 | 0 | 15,312 |
| 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 |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|