4366
Poissons
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 | ABC | 1,127 | 102.88 | 179.95 | 0.00% | 202,804 | 0 | 86,858 |
| 0 | ABMD | 418 | 255.97 | 381.02 | 0.00% | 159,266 | 0 | 52,271 |
| 311 | BIO | 186 | 586.42 | 358.16 | 0.47% | 66,618 | 0 | -42,456 |
| -2,450 | CAH | 2,606 | 46.70 | 86.83 | -1.07% | 226,266 | 0 | 104,579 |
| -1,164 | DVA | 673 | 86.25 | 94.73 | -1.79% | 63,753 | 0 | 5,707 |
| -219 | HSIC | 1,250 | 63.79 | 74.10 | -0.24% | 92,625 | 0 | 12,888 |
| 0 | MYL | 4,544 | 14.80 | 15.85 | 0.00% | 72,045 | 0 | 4,771 |
| 288 | PRGO | 1,177 | 44.58 | 31.99 | 0.77% | 37,652 | 0 | -14,818 |
| -687 | UHS | 667 | 110.01 | 125.79 | -0.81% | 83,902 | 0 | 10,525 |
| -633 | WAT | 565 | 222.82 | 274.43 | -0.41% | 155,053 | 0 | 29,160 |
| 37 | XRAY | 1,871 | 47.73 | 34.14 | 0.06% | 63,876 | 0 | -25,427 |
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) |
|---|