4366
basket1230
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 |
|---|---|---|---|---|---|---|---|---|
| 352 | AAPL | 216 | 111.24 | 174.66 | 0.94% | 37,727 | 0 | 13,699 |
| -253 | ACN | 107 | 225.01 | 318.42 | -0.74% | 34,071 | 0 | 9,995 |
| -510 | ADBE | 53 | 453.61 | 437.93 | -2.15% | 23,210 | 0 | -831 |
| 94 | ADP | 145 | 166.04 | 260.69 | 0.25% | 37,800 | 0 | 13,724 |
| -522 | ADSK | 96 | 248.77 | 228.20 | -2.33% | 21,907 | 0 | -1,975 |
| -972 | AMAT | 389 | 61.68 | 105.99 | -2.30% | 41,230 | 0 | 17,237 |
| -601 | AMD | 313 | 76.75 | 98.28 | -1.92% | 30,762 | 0 | 6,737 |
| -50 | ANET | 96 | 250.75 | 129.39 | -0.40% | 12,421 | 0 | -11,651 |
| -287 | ANSS | 76 | 316.58 | 279.95 | -1.33% | 21,276 | 0 | -2,784 |
| 50 | BR | 167 | 143.79 | 177.62 | 0.17% | 29,663 | 0 | 5,650 |
| -334 | CDNS | 210 | 113.91 | 191.04 | -0.83% | 40,118 | 0 | 16,197 |
| -178 | CDW | 184 | 130.73 | 182.58 | -0.53% | 33,595 | 0 | 9,540 |
| -167 | CRM | 101 | 237.03 | 187.94 | -0.87% | 18,981 | 0 | -4,959 |
| -82 | CSCO | 654 | 36.70 | 46.64 | -0.27% | 30,506 | 0 | 6,504 |
| -23 | CTXS | 206 | 116.43 | 103.11 | -0.11% | 21,241 | 0 | -2,745 |
| -920 | DXC | 1,226 | 19.56 | 25.93 | -2.81% | 31,790 | 0 | 7,810 |
| -478 | FFIV | 177 | 136.09 | 170.25 | -1.56% | 30,134 | 0 | 6,046 |
| -355 | FIS | 187 | 128.81 | 101.61 | -1.84% | 19,001 | 0 | -5,086 |
| -484 | FISV | 242 | 101.39 | 108.72 | -1.81% | 26,310 | 0 | 1,774 |
| 0 | FLIR | 664 | 36.13 | 57.34 | 0.00% | 38,074 | 0 | 14,080 |
| 19 | FLT | 101 | 236.06 | 232.01 | 0.08% | 23,433 | 0 | -409 |
| -361 | GPN | 145 | 165.69 | 133.66 | -1.83% | 19,381 | 0 | -4,644 |
| -26 | HPE | 2,581 | 9.29 | 14.94 | -0.07% | 38,560 | 0 | 14,570 |
| -257 | HPQ | 1,283 | 18.71 | 34.30 | -0.58% | 44,007 | 0 | 19,996 |
| 256 | IBM | 210 | 114.52 | 137.78 | 0.89% | 28,934 | 0 | 4,886 |
| -219 | INTC | 533 | 45.09 | 35.78 | -1.13% | 19,071 | 0 | -4,960 |
| -733 | INTU | 74 | 325.76 | 478.27 | -2.03% | 35,392 | 0 | 11,286 |
| -290 | IPGP | 123 | 195.29 | 100.22 | -2.30% | 12,327 | 0 | -11,694 |
| -2,094 | JKHY | 154 | 155.66 | 197.24 | -6.45% | 30,375 | 0 | 6,403 |
| -341 | JNPR | 1,195 | 20.09 | 28.81 | -0.98% | 34,434 | 0 | 10,426 |
| -308 | KEYS | 223 | 107.95 | 169.25 | -0.81% | 37,743 | 0 | 13,669 |
| -633 | KLAC | 114 | 214.86 | 375.18 | -1.46% | 42,771 | 0 | 18,276 |
| -833 | LRCX | 65 | 372.78 | 497.55 | -2.51% | 32,341 | 0 | 8,110 |
| -326 | MA | 81 | 296.75 | 355.22 | -1.12% | 28,773 | 0 | 4,736 |
| -155 | MSFT | 116 | 206.41 | 291.37 | -0.46% | 33,799 | 0 | 9,855 |
| -171 | MSI | 145 | 165.89 | 255.41 | -0.46% | 37,034 | 0 | 12,980 |
| -400 | NOW | 50 | 481.16 | 488.73 | -1.61% | 24,436 | 0 | 378 |
| -250 | NVDA | 46 | 518.44 | 183.35 | -2.88% | 8,434 | 0 | -15,414 |
| -118 | ORCL | 421 | 57.08 | 79.24 | -0.35% | 33,360 | 0 | 9,329 |
| -413 | PAYC | 65 | 370.33 | 390.64 | -1.60% | 25,392 | 0 | 1,320 |
| 183 | PAYX | 554 | 86.55 | 138.64 | 0.24% | 76,807 | 0 | 28,855 |
| -358 | PYPL | 134 | 178.75 | 99.41 | -2.62% | 13,321 | 0 | -10,632 |
| -499 | SNPS | 108 | 221.69 | 381.05 | -1.20% | 41,153 | 0 | 17,211 |
| -1,238 | STX | 478 | 50.17 | 79.26 | -3.16% | 37,886 | 0 | 13,905 |
| -352 | TEL | 235 | 102.06 | 135.95 | -1.09% | 31,948 | 0 | 7,963 |
| -1,080 | TXN | 162 | 147.97 | 176.69 | -3.63% | 28,625 | 0 | 4,654 |
| -335 | V | 127 | 189.53 | 214.50 | -1.22% | 27,242 | 0 | 3,171 |
| -665 | WDC | 639 | 37.55 | 48.20 | -2.11% | 30,800 | 0 | 6,802 |
| -833 | XRX | 1,281 | 18.74 | 18.59 | -3.38% | 23,814 | 0 | -199 |
| -337 | ZBRA | 76 | 316.61 | 340.48 | -1.28% | 25,876 | 0 | 1,814 |
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) |
|---|