4575
InvestInVests
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 |
|---|---|---|---|---|---|---|---|---|
| -209 | A | 315 | 158.68 | 111.27 | -0.59% | 35,052 | 0 | -14,933 |
| 708 | AMGN | 236 | 211.61 | 269.79 | 1.12% | 63,670 | 0 | 13,730 |
| -445 | AMT | 181 | 277.38 | 163.15 | -1.49% | 29,530 | 0 | -20,676 |
| -670 | AXP | 279 | 179.07 | 150.83 | -1.57% | 42,082 | 0 | -7,879 |
| -582 | BK | 850 | 58.81 | 42.20 | -1.60% | 35,874 | 0 | -14,118 |
| 55 | CL | 642 | 77.45 | 72.31 | 0.12% | 46,423 | 0 | -3,300 |
| -352 | CMI | 211 | 237.34 | 229.74 | -0.72% | 48,475 | 0 | -1,605 |
| -643 | CSCO | 881 | 56.70 | 52.74 | -1.36% | 46,468 | 0 | -3,484 |
| 748 | GILD | 763 | 65.59 | 75.82 | 1.31% | 57,851 | 0 | 7,805 |
| -218 | GWW | 106 | 473.04 | 688.37 | -0.30% | 72,967 | 0 | 22,824 |
| -545 | HD | 136 | 368.43 | 302.54 | -1.31% | 41,145 | 0 | -8,961 |
| -419 | INTC | 975 | 51.23 | 33.85 | -1.25% | 33,009 | 0 | -16,946 |
| -750 | LOW | 213 | 233.78 | 208.99 | -1.66% | 44,515 | 0 | -5,280 |
| -224 | MMM | 276 | 180.97 | 93.98 | -0.85% | 25,938 | 0 | -24,009 |
| -1,104 | NEE | 595 | 84.27 | 65.61 | -2.75% | 39,041 | 0 | -11,103 |
| -461 | NVDA | 163 | 308.20 | 419.47 | -0.67% | 68,374 | 0 | 18,137 |
| -414 | PEP | 310 | 161.37 | 172.98 | -0.77% | 53,624 | 0 | 3,599 |
| -521 | TROW | 225 | 221.75 | 103.62 | -2.19% | 23,316 | 0 | -26,578 |
| -751 | TXN | 260 | 192.28 | 157.93 | -1.80% | 41,062 | 0 | -8,931 |
| -462 | XYL | 376 | 132.82 | 89.78 | -1.35% | 33,757 | 0 | -16,183 |
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) |
|---|