4366
JordiLone
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 | A | 370 | 108.07 | 137.01 | 0.00% | 50,694 | 0 | 10,708 |
| 0 | ABBV | 414 | 96.33 | 156.77 | 0.00% | 64,903 | 0 | 25,020 |
| 0 | ACIW | 1,341 | 30.08 | 26.20 | 0.00% | 35,134 | 0 | -5,210 |
| 0 | ACN | 175 | 227.81 | 257.62 | 0.00% | 45,084 | 0 | 5,217 |
| 0 | ADI | 325 | 122.93 | 188.40 | 0.00% | 61,230 | 0 | 21,278 |
| 0 | ADP | 238 | 167.85 | 218.10 | 0.00% | 51,908 | 0 | 11,960 |
| 0 | ADSK | 163 | 244.37 | 207.15 | 0.00% | 33,765 | 0 | -6,067 |
| 0 | AEM | -489 | 81.86 | 49.47 | 0.00% | -24,191 | 0 | 15,839 |
| 0 | AFL | 1,100 | 36.56 | 64.70 | 0.00% | 71,170 | 0 | 30,948 |
| 0 | AGNC | -2,847 | 14.05 | 9.85 | 0.00% | -28,043 | 0 | 11,957 |
| 0 | AMAT | 635 | 62.98 | 120.40 | 0.00% | 76,454 | 0 | 36,462 |
| 0 | AMD | 521 | 79.66 | 95.93 | 0.00% | 49,980 | 0 | 8,477 |
| 0 | AMGN | 173 | 232.76 | 232.95 | 0.00% | 40,300 | 0 | 32 |
| 0 | AMP | 241 | 165.46 | 301.97 | 0.00% | 72,775 | 0 | 32,899 |
| 0 | ANF | 2,703 | 14.90 | 25.83 | 0.00% | 69,818 | 0 | 29,544 |
| 0 | APD | 139 | 288.99 | 278.81 | 0.00% | 38,755 | 0 | -1,415 |
| 0 | ATVI | -503 | 79.54 | 79.75 | 0.00% | -40,114 | 0 | -103 |
| 0 | AVGO | 110 | 365.72 | 636.75 | 0.00% | 70,042 | 0 | 29,813 |
| 0 | AXP | 420 | 95.37 | 164.56 | 0.00% | 69,115 | 0 | 29,060 |
| 0 | AZN | -728 | 55.01 | 66.99 | 0.00% | -48,769 | 0 | -8,721 |
| 0 | AZO | 34 | 1,176.27 | 2,394.95 | 0.00% | 81,428 | 0 | 41,435 |
| 0 | BAC | 1,706 | 23.67 | 28.59 | 0.00% | 48,775 | 0 | 8,394 |
| 0 | COTY | -12,987 | 3.07 | 11.29 | 0.00% | -146,623 | 0 | -106,688 |
| 0 | DB | 4,000 | 10.00 | 10.59 | 0.00% | 42,360 | 0 | 2,340 |
| 0 | EA | -317 | 125.63 | 114.94 | 0.00% | -36,436 | 0 | 3,390 |
| 0 | ENLC | -15,385 | 2.60 | 10.83 | 0.00% | -166,620 | 0 | -126,542 |
| 0 | EQT | -2,803 | 14.30 | 31.00 | 0.00% | -86,893 | 0 | -46,810 |
| 0 | KOS | -40,000 | 1.00 | 6.88 | 0.00% | -275,200 | 0 | -235,000 |
| 0 | LGIH | 334 | 120.71 | 107.75 | 0.00% | 35,988 | 0 | -4,329 |
| 0 | MELI | 31 | 1,294.28 | 1,220.42 | 0.00% | 37,833 | 0 | -2,290 |
| 0 | MT | 2,778 | 14.40 | 28.08 | 0.00% | 78,006 | 0 | 37,989 |
| 0 | ORLY | 88 | 455.91 | 819.63 | 0.00% | 72,127 | 0 | 32,007 |
| 0 | PANW | -507 | 79.07 | 194.49 | 0.00% | -98,606 | 0 | -58,518 |
| 0 | RAD | 4,107 | 9.73 | 2.54 | 0.00% | 10,432 | 0 | -29,529 |
| 0 | WBA | 1,087 | 37.12 | 33.54 | 0.00% | 36,458 | 0 | -3,891 |
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) |
|---|