4366
VastuullinenNyrkki
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 | ABB | 1,455 | 25.61 | 37.12 | 0.00% | 54,010 | 0 | 16,740 |
| -582 | ACWI | 451 | 82.15 | 92.09 | -1.38% | 41,533 | 0 | 4,483 |
| -1,612 | ASML | 99 | 373.80 | 569.60 | -2.78% | 56,390 | 0 | 19,384 |
| -1,129 | AXP | 384 | 94.25 | 150.29 | -1.92% | 57,711 | 0 | 21,519 |
| -446 | BBY | 312 | 119.53 | 68.36 | -2.05% | 21,328 | 0 | -15,965 |
| -772 | BK | 1,029 | 35.23 | 42.14 | -1.75% | 43,362 | 0 | 7,110 |
| -302 | CMI | 160 | 230.16 | 229.52 | -0.82% | 36,723 | 0 | -103 |
| -705 | CRM | 156 | 246.31 | 201.74 | -2.19% | 31,471 | 0 | -6,954 |
| -732 | CSCO | 1,009 | 37.05 | 52.75 | -1.36% | 53,225 | 0 | 15,841 |
| 284 | EW | 499 | 74.21 | 70.03 | 0.82% | 34,945 | 0 | -2,086 |
| -68 | GOOG | 22 | 1,707.97 | 129.07 | -2.33% | 2,840 | 0 | -34,736 |
| -1,200 | HCA | 272 | 136.13 | 250.09 | -1.73% | 68,024 | 0 | 30,997 |
| -627 | HD | 133 | 277.31 | 301.66 | -1.54% | 40,121 | 0 | 3,262 |
| -637 | HON | 206 | 179.21 | 188.76 | -1.61% | 38,885 | 0 | 1,967 |
| -927 | LOW | 225 | 165.46 | 208.39 | -1.94% | 46,888 | 0 | 9,659 |
| -1,074 | MSFT | 179 | 213.51 | 311.48 | -1.89% | 55,755 | 0 | 17,537 |
| -791 | NEE | 487 | 76.02 | 65.84 | -2.41% | 32,067 | 0 | -4,955 |
| 16 | NVDA | 71 | 536.51 | 422.53 | 0.05% | 30,000 | 0 | -8,093 |
| -1,554 | SAP | 337 | 111.68 | 127.36 | -3.49% | 42,920 | 0 | 5,284 |
| -537 | STT | 593 | 62.38 | 66.69 | -1.34% | 39,550 | 0 | 2,559 |
| 0 | TIF | 283 | 130.97 | 131.46 | 0.00% | 37,203 | 0 | 139 |
| -871 | TSM | 422 | 88.86 | 84.15 | -2.40% | 35,511 | 0 | -1,988 |
| -654 | TXN | 243 | 154.76 | 158.13 | -1.67% | 38,426 | 0 | 819 |
| -1,087 | UBS | 2,937 | 12.83 | 25.02 | -1.46% | 73,469 | 0 | 35,743 |
| -31 | VFC | 612 | 70.75 | 17.16 | -0.29% | 10,505 | 0 | -32,794 |
| 178 | VRTX | 175 | 218.35 | 351.67 | 0.29% | 61,542 | 0 | 23,331 |
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) |
|---|