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 | 0.06 | 0.00% | -11,514 | -78,539 | 40,502 |
| -1,084 | AHT | -43,366 | 2.81 | 6.27 | 0.40% | -272,122 | -17,526 | -150,263 |
| -541 | APPN | 933 | 165.18 | 54.46 | -1.05% | 50,811 | 0 | -103,302 |
| -132 | DY | -73 | 62.70 | 97.30 | 1.90% | -7,103 | 0 | -2,526 |
| -350 | FCEL | 6,990 | 9.78 | 3.85 | -1.28% | 26,911 | 68,789 | -41,451 |
| 0 | FTEK | 31,345 | 4.51 | 1.29 | 0.00% | 40,435 | 16,042 | -100,931 |
| -1,327,991 | GPOR | -157,625 | 0.14 | 85.56 | 10.92% | -13,487,183 | 0 | -13,465,762 |
| 874 | GPS | -4,723 | 20.78 | 9.28 | -1.96% | -43,806 | 0 | 54,338 |
| -12 | MCRB | -307 | 29.16 | 3.42 | 1.18% | -1,050 | 0 | 7,902 |
| -1,542 | NGL | -25,699 | 2.17 | 1.65 | 3.77% | -42,403 | 0 | 13,492 |
| 12,613 | OAS | 2,036 | 33.16 | 134.23 | 4.84% | 273,302 | 0 | 205,789 |
| -8,452 | ORMP | 21,398 | 4.88 | 4.50 | -8.06% | 96,398 | 51,184 | -8,024 |
| 468 | PEI | 1,462 | 17.40 | 4.23 | 8.18% | 6,184 | 0 | -19,261 |
| 0 | PME | -17,487 | 1.75 | 1.00 | 0.00% | -17,487 | -31,419 | 13,115 |
| 434 | RAIL | 43,412 | 2.57 | 3.75 | 0.27% | 162,795 | 0 | 51,226 |
| 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) |
|---|