4575
Cultural_Foundation
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 |
|---|---|---|---|---|---|---|---|---|
| 468 | AMAT | 526 | 153.84 | 139.41 | 0.64% | 73,330 | -2,896 | -7,590 |
| 144 | AMD | 380 | 150.91 | 103.16 | 0.37% | 39,201 | -1,149 | -18,146 |
| 4,040 | ANET | 1,089 | 237.20 | 187.66 | 2.02% | 204,362 | -1,202 | -53,948 |
| -1,287 | ENPH | 371 | 228.24 | 116.82 | -2.88% | 43,340 | 1,445 | -41,339 |
| -141 | FTNT | 2,165 | 70.63 | 58.60 | -0.11% | 126,869 | -844 | -26,052 |
| -52 | HPQ | 1,475 | 37.01 | 25.68 | -0.14% | 37,878 | 0 | -16,706 |
| 1,348 | INTU | 204 | 639.39 | 517.38 | 1.29% | 105,546 | 113 | -24,891 |
| 840 | IT | 435 | 332.66 | 345.96 | 0.56% | 150,493 | -492 | 5,786 |
| -259 | KEYS | 408 | 197.67 | 131.63 | -0.48% | 53,707 | 0 | -26,941 |
| 90 | KLAC | 131 | 415.18 | 459.79 | 0.15% | 60,232 | -299 | 5,844 |
| -532 | MPWR | 153 | 544.03 | 458.90 | -0.75% | 70,212 | 0 | -13,026 |
| 929 | MSFT | 164 | 331.72 | 321.70 | 1.79% | 52,759 | 0 | -1,643 |
| 5,275 | NVDA | 424 | 308.69 | 447.48 | 2.86% | 189,732 | 685 | 58,845 |
| 243 | STX | 760 | 97.35 | 66.16 | 0.49% | 50,282 | 1,221 | -23,708 |
| -269 | ZBRA | 91 | 593.71 | 233.54 | -1.25% | 21,252 | 39 | -32,775 |
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) |
|---|