4575
ConFund
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 |
|---|---|---|---|---|---|---|---|---|
| -482 | ABM | 1,785 | 48.09 | 44.47 | -0.60% | 79,379 | 0 | -6,453 |
| -1,092 | CAKE | 1,916 | 44.98 | 29.39 | -1.90% | 56,311 | 0 | -29,870 |
| 252 | CCL | 3,605 | 23.77 | 9.82 | 0.72% | 35,401 | 0 | -50,272 |
| -758 | DAL | 1,944 | 44.19 | 32.94 | -1.17% | 64,035 | 0 | -21,870 |
| -7,225 | GDEN | 1,696 | 50.52 | 41.11 | -9.39% | 69,723 | 0 | -15,959 |
| 34 | LUV | 1,702 | 50.41 | 38.81 | 0.05% | 66,055 | 0 | -19,752 |
| 361 | MA | 251 | 341.76 | 357.51 | 0.40% | 89,735 | 0 | 3,953 |
| -1,436 | PENN | 1,451 | 59.03 | 34.15 | -2.82% | 49,552 | 0 | -36,108 |
| -1,134 | PLAY | 2,180 | 38.91 | 39.06 | -1.31% | 85,151 | 0 | 323 |
| 208 | RCL | 945 | 90.67 | 39.67 | 0.56% | 37,488 | 0 | -48,195 |
| -862 | SBUX | 750 | 114.58 | 85.73 | -1.32% | 64,297 | 0 | -21,638 |
| 965 | V | 402 | 213.13 | 215.87 | 1.12% | 86,780 | 0 | 1,101 |
| -362 | WYNN | 929 | 92.22 | 66.71 | -0.58% | 61,974 | 0 | -23,699 |
| -1,096 | YUM | 685 | 126.30 | 118.42 | -1.33% | 81,118 | 0 | -5,397 |
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) |
|---|