4366
lottalaurila
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 |
---|---|---|---|---|---|---|---|---|
456 | AEE | 600 | 83.21 | 92.06 | 0.83% | 55,236 | 0 | 5,310 |
-168 | AWK | 324 | 156.10 | 155.12 | -0.33% | 50,259 | 0 | -318 |
1,227 | CLX | 231 | 215.58 | 144.30 | 3.82% | 33,333 | 0 | -16,466 |
535 | CMS | 776 | 64.35 | 68.30 | 1.02% | 53,001 | 0 | 3,065 |
-39 | CTXS | 437 | 115.25 | 102.41 | -0.09% | 44,753 | 0 | -5,611 |
359 | DLR | 342 | 147.80 | 130.52 | 0.81% | 44,638 | 0 | -5,910 |
293 | DUK | 532 | 94.87 | 109.71 | 0.50% | 58,366 | 0 | 7,895 |
817 | ED | 624 | 80.78 | 98.50 | 1.35% | 61,464 | 0 | 11,054 |
250 | EXC | 1,221 | 42.69 | 44.98 | 0.46% | 54,914 | 0 | 2,790 |
499 | EXR | 430 | 117.15 | 198.38 | 0.59% | 85,303 | 0 | 34,929 |
-167 | FE | 1,667 | 29.93 | 38.27 | -0.26% | 63,796 | 0 | 13,903 |
-178 | HSY | 355 | 142.00 | 226.61 | -0.22% | 80,447 | 0 | 30,037 |
-9 | LNT | 882 | 56.75 | 61.27 | -0.02% | 54,040 | 0 | 3,987 |
-133 | NEE | 665 | 76.10 | 87.78 | -0.23% | 58,374 | 0 | 7,767 |
514 | PSA | 214 | 233.50 | 333.60 | 0.72% | 71,390 | 0 | 21,421 |
470 | SJM | 429 | 116.66 | 134.17 | 0.82% | 57,561 | 0 | 7,514 |
373 | WEC | 484 | 104.28 | 103.89 | 0.75% | 50,283 | 0 | -189 |
370 | WMT | 356 | 141.66 | 127.62 | 0.82% | 45,433 | 0 | -4,998 |
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) |
---|