4366
student94
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 |
|---|---|---|---|---|---|---|---|---|
| 738 | AAPL | 453 | 109.61 | 174.66 | 0.94% | 79,121 | 6 | 29,468 |
| -234 | ATVI | 649 | 76.87 | 80.56 | -0.44% | 52,283 | 0 | 2,395 |
| -244 | BND | 568 | 87.58 | 75.85 | -0.56% | 43,083 | 0 | -6,663 |
| -833 | CAKE | 1,666 | 29.66 | 33.39 | -1.48% | 55,628 | 0 | 6,214 |
| -12 | CL | 624 | 79.94 | 82.16 | -0.02% | 51,268 | 0 | 1,382 |
| -1,274 | CMCSA | 1,180 | 42.22 | 39.28 | -2.68% | 46,350 | 0 | -3,475 |
| -875 | DIS | 409 | 121.46 | 122.82 | -1.71% | 50,233 | 0 | 556 |
| -1,023 | DOCU | 246 | 200.26 | 69.61 | -5.64% | 17,124 | 0 | -32,140 |
| -327 | MSFT | 244 | 203.96 | 291.37 | -0.46% | 71,094 | 0 | 21,328 |
| -475 | NFLX | 105 | 476.18 | 241.17 | -1.84% | 25,323 | 0 | -24,676 |
| -533 | NVDA | 98 | 501.48 | 183.35 | -2.88% | 17,968 | 0 | -31,177 |
| -246 | ORCL | 877 | 56.74 | 79.24 | -0.35% | 69,493 | 0 | 19,732 |
| -45 | PEP | 373 | 134.27 | 180.20 | -0.07% | 67,215 | 0 | 17,132 |
| -1,358 | QCLN | 1,045 | 47.42 | 65.95 | -1.93% | 68,918 | 54 | 19,366 |
| -600 | SFIX | 1,428 | 35.24 | 8.14 | -4.91% | 11,624 | 0 | -38,699 |
| -1,208 | SHOP | 530 | 93.38 | 37.30 | -5.76% | 19,769 | 0 | -29,723 |
| -88 | TPR | 2,199 | 22.69 | 37.10 | -0.11% | 81,583 | 0 | 31,698 |
| -475 | VEA | 1,250 | 39.87 | 43.09 | -0.87% | 53,862 | 0 | 4,025 |
| -119 | VWO | 1,136 | 44.23 | 42.29 | -0.25% | 48,047 | 0 | -2,192 |
| 57 | WMT | 357 | 140.28 | 139.53 | 0.11% | 49,812 | 0 | -268 |
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) |
|---|