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 |
|---|---|---|---|---|---|---|---|---|
| 1,063 | ALL | 506 | 94.19 | 130.93 | 1.63% | 66,251 | 0 | 18,588 |
| 615 | BK | 1,500 | 39.99 | 44.75 | 0.92% | 67,125 | 0 | 7,132 |
| -358 | CL | 573 | 83.10 | 77.49 | -0.80% | 44,405 | 0 | -3,212 |
| 264 | EA | 394 | 120.81 | 137.35 | 0.49% | 54,116 | 0 | 6,515 |
| 198 | ENB | 1,720 | 27.68 | 45.09 | 0.26% | 77,563 | 0 | 29,945 |
| 8 | GE | 770 | 61.96 | 74.53 | 0.01% | 57,388 | 0 | 9,679 |
| 963 | HD | 171 | 277.68 | 293.55 | 1.96% | 50,197 | 0 | 2,714 |
| 221 | HSBC | 2,106 | 22.61 | 32.82 | 0.32% | 69,129 | 0 | 21,513 |
| 252 | IBM | 413 | 115.49 | 134.41 | 0.46% | 55,511 | 0 | 7,812 |
| 568 | INTC | 1,052 | 45.32 | 42.21 | 1.30% | 44,405 | 0 | -3,277 |
| 963 | KMI | 3,703 | 14.74 | 19.40 | 1.36% | 71,838 | 0 | 17,256 |
| 57 | KO | 953 | 49.74 | 64.08 | 0.09% | 61,068 | 0 | 13,666 |
| 593 | LMT | 130 | 365.00 | 447.34 | 1.03% | 58,154 | 0 | 10,704 |
| -118 | MCD | 219 | 217.19 | 243.98 | -0.22% | 53,432 | 0 | 5,866 |
| 427 | NEM | 712 | 66.64 | 69.62 | 0.87% | 49,569 | 0 | 2,122 |
| 380 | PYPL | 255 | 186.64 | 80.14 | 1.89% | 20,436 | 0 | -27,158 |
| 0 | SNE | 547 | 86.94 | 106.01 | 0.00% | 57,987 | 0 | 10,431 |
| 905 | SNP | 1,145 | 41.59 | 51.95 | 1.54% | 59,483 | 0 | 11,862 |
| 1,947 | TGT | 300 | 158.10 | 156.44 | 4.33% | 46,932 | 0 | -500 |
| 146 | TM | 348 | 136.66 | 161.02 | 0.26% | 56,035 | 0 | 8,477 |
| 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) |
|---|