4366
onefundtorulethemall
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 | ADXS | -185,705 | 0.28 | 0.95 | 0.00% | -176,420 | -78,539 | -124,404 |
| 6,071 | AHT | -43,366 | 2.81 | 2.09 | -6.28% | -90,635 | -17,526 | 31,224 |
| -485 | APPN | 933 | 165.18 | 42.72 | -1.20% | 39,858 | 0 | -114,255 |
| 203 | DY | -73 | 62.70 | 87.71 | -3.08% | -6,403 | 0 | -1,826 |
| 140 | FCEL | 6,990 | 9.78 | 1.25 | 1.62% | 8,772 | 68,789 | -59,590 |
| 1,097 | FTEK | 31,345 | 4.51 | 1.15 | 3.14% | 36,047 | 16,042 | -105,319 |
| 81,965 | GPOR | -157,625 | 0.14 | 112.80 | -0.46% | -17,779,312 | 0 | -17,757,891 |
| -213 | GPS | -4,723 | 20.78 | 10.29 | 0.44% | -48,600 | 0 | 49,544 |
| 14 | MCRB | -307 | 29.16 | 2.37 | -1.86% | -728 | 0 | 8,225 |
| 2,441 | NGL | -25,699 | 2.17 | 3.72 | -2.49% | -95,729 | 0 | -39,833 |
| 0 | OAS | 2,036 | 33.16 | 109.30 | 0.00% | 222,535 | 0 | 155,021 |
| 1,819 | ORMP | 21,398 | 4.88 | 2.66 | 3.30% | 56,919 | 51,184 | -47,504 |
| 0 | PEI | 1,462 | 17.40 | 2.39 | 0.00% | 3,494 | 0 | -21,952 |
| 0 | PME | -17,487 | 1.75 | 0.27 | 0.00% | -4,721 | -31,419 | 25,881 |
| -1,954 | RAIL | 43,412 | 2.57 | 2.77 | -1.60% | 120,468 | 0 | 8,899 |
| 0 | RRD | -52,676 | 1.38 | 10.84 | 0.00% | -571,008 | -23,789 | -498,052 |
| 0 | SINO | -7,953 | 2.16 | 4.19 | 0.00% | -33,323 | -183,594 | -16,145 |
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) |
|---|