4575
Racoons123
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 |
|---|---|---|---|---|---|---|---|---|
| 540 | ATVI | 2,346 | 60.89 | 93.91 | 0.25% | 220,313 | -32 | 77,472 |
| 385 | CHKP | 1,242 | 117.94 | 133.46 | 0.23% | 165,757 | 0 | 19,281 |
| 1,575 | CSCO | 2,481 | 55.45 | 54.39 | 1.18% | 134,954 | 3 | -2,617 |
| -86 | DBX | -1,437 | 28.03 | 27.30 | 0.22% | -39,230 | 72 | 1,047 |
| -1,277 | ERIC | 13,444 | 11.06 | 4.76 | -1.95% | 64,061 | 0 | -84,658 |
| 110 | FIVN | -248 | 159.80 | 63.88 | -0.69% | -15,843 | 259 | 23,787 |
| 36 | FTNT | -550 | 68.82 | 58.60 | -0.11% | -32,230 | 0 | 5,620 |
| -277 | INTC | 2,769 | 50.96 | 35.43 | -0.28% | 98,120 | -32 | -42,985 |
| 361 | LOGI | 1,717 | 79.60 | 69.20 | 0.30% | 118,816 | 0 | -17,850 |
| 219 | MPWR | -63 | 545.24 | 458.90 | -0.75% | -28,911 | -80 | 5,440 |
| -125 | MU | 1,560 | 75.55 | 67.94 | -0.12% | 105,979 | 2,730 | -11,881 |
| -306 | NICE | -121 | 282.04 | 172.73 | 1.49% | -20,900 | -73 | 13,227 |
| -1,356 | NVDA | -109 | 312.01 | 447.48 | 2.86% | -48,775 | -33 | -14,766 |
| -484 | PCTY | -142 | 273.49 | 185.13 | 1.88% | -26,288 | 0 | 12,547 |
| 752 | SEDG | -108 | 349.33 | 122.56 | -5.38% | -13,237 | 0 | 24,490 |
| 417 | STX | 1,303 | 98.04 | 66.16 | 0.49% | 86,206 | 606 | -41,539 |
| -458 | SWKS | 889 | 164.13 | 98.11 | -0.52% | 87,220 | 0 | -58,691 |
| -21 | TTD | -346 | 95.87 | 78.26 | 0.08% | -27,078 | -313 | 6,095 |
| -460 | WDC | 2,302 | 56.23 | 45.44 | -0.44% | 104,603 | 442 | -24,841 |
| 0 | YNDX | -489 | 83.56 | 18.94 | 0.00% | -9,262 | 0 | 31,600 |
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) |
|---|