4575
AAAfund
Aalto Investment management game (Fall 2021)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| 0 | AMAT | 493 | 151.95 | 106.00 | -2.30% | 52,258 | 0 | -22,656 |
| 0 | ASML | 88 | 853.25 | 557.28 | -1.66% | 49,041 | 0 | -26,045 |
| 0 | BILI | 971 | 77.47 | 23.84 | -3.09% | 23,149 | 0 | -52,075 |
| 0 | CACC | 113 | 666.61 | 599.40 | -0.99% | 67,732 | 0 | -7,594 |
| 0 | CG | 1,264 | 59.38 | 34.23 | -4.33% | 43,267 | 0 | -31,796 |
| 0 | CROX | 425 | 176.50 | 76.75 | -3.04% | 32,619 | 0 | -42,394 |
| 0 | CZR | 695 | 107.97 | 49.19 | -5.49% | 34,187 | 0 | -40,852 |
| 0 | ETSY | 284 | 263.96 | 116.91 | -3.27% | 33,202 | 0 | -41,762 |
| 0 | EVBG | 475 | 157.92 | 35.50 | -3.79% | 16,862 | 0 | -58,150 |
| 0 | FOXA | 1,842 | 40.72 | 36.17 | -0.90% | 66,625 | 0 | -8,381 |
| 0 | FTNT | 1,080 | 69.13 | 51.93 | -1.91% | 56,084 | 0 | -18,578 |
| 0 | GOOG | 25 | 2,991.00 | 120.32 | -1.79% | 3,008 | 0 | -71,767 |
| 0 | IAC | 515 | 145.68 | 74.14 | -5.51% | 38,182 | 0 | -36,843 |
| 0 | NWS | 3,114 | 24.09 | 18.64 | -1.38% | 58,045 | 0 | -16,971 |
| 0 | ON | 1,264 | 59.24 | 68.29 | -3.42% | 86,319 | 0 | 11,439 |
| 0 | SBNY | 231 | 324.28 | 201.76 | -2.59% | 46,607 | 0 | -28,302 |
| 0 | SIVB | 100 | 749.01 | 459.81 | -3.49% | 45,981 | 0 | -28,920 |
| 0 | TEAM | 169 | 442.38 | 284.26 | -1.76% | 48,040 | 0 | -26,722 |
| 0 | TSLA | 63 | 1,186.22 | 911.99 | -0.84% | 57,455 | 0 | -17,276 |
| 0 | ULTA | 193 | 388.73 | 404.35 | -0.71% | 78,040 | 0 | 3,015 |
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) |
|---|