4575
The_Drunken_Sailors
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 |
|---|---|---|---|---|---|---|---|---|
| -773 | ACLS | 1,154 | 61.54 | 78.41 | -0.85% | 90,485 | 0 | 19,445 |
| -967 | ADSK | 216 | 328.59 | 202.69 | -2.16% | 43,782 | 0 | -27,193 |
| 79 | ALRM | 793 | 89.52 | 50.11 | 0.20% | 39,737 | 0 | -31,228 |
| -471 | AMAT | 464 | 152.40 | 105.83 | -0.95% | 49,105 | 0 | -21,502 |
| -1,055 | AMD | 473 | 154.03 | 75.03 | -2.88% | 35,492 | 0 | -37,263 |
| -57 | AZPN | 442 | 160.81 | 239.32 | -0.05% | 105,779 | 0 | 34,701 |
| 0 | BRKS | 572 | 124.15 | 113.16 | 0.00% | 64,728 | 0 | -6,286 |
| 3,324 | CLFD | 1,090 | 65.16 | 128.70 | 2.43% | 140,283 | 0 | 69,259 |
| 0 | CYBE | 1,557 | 45.61 | 54.00 | 0.00% | 84,078 | 0 | 13,063 |
| 0 | EMKR | 8,383 | 8.46 | 1.42 | 0.00% | 11,862 | 0 | -59,100 |
| -551 | FORM | 1,621 | 44.28 | 23.29 | -1.44% | 37,753 | 0 | -34,025 |
| -2,106 | FTNT | 1,010 | 70.24 | 53.30 | -3.76% | 53,838 | 0 | -17,102 |
| -1,012 | ICHR | 1,478 | 48.16 | 29.11 | -2.30% | 43,017 | 0 | -28,163 |
| -648 | KLAC | 172 | 413.57 | 386.77 | -0.96% | 66,525 | 0 | -4,498 |
| -241 | LITE | 779 | 91.78 | 54.10 | -0.57% | 42,148 | 0 | -29,349 |
| -994 | LRCX | 117 | 610.86 | 454.90 | -1.83% | 53,224 | 0 | -18,195 |
| 10 | MLAB | 225 | 315.48 | 176.91 | 0.03% | 39,805 | 0 | -31,178 |
| -622 | MPWR | 130 | 550.08 | 375.51 | -1.25% | 48,816 | 0 | -22,515 |
| -534 | MTSI | 954 | 74.40 | 67.62 | -0.82% | 64,509 | 0 | -6,468 |
| -392 | PRGS | 1,350 | 52.88 | 53.87 | -0.54% | 72,724 | 0 | 1,336 |
| -705 | QCOM | 430 | 166.45 | 125.04 | -1.29% | 53,767 | 0 | -17,703 |
| -3,266 | SMCI | 1,578 | 45.04 | 88.23 | -2.29% | 139,235 | 0 | 68,406 |
| -553 | SMTC | 785 | 90.52 | 29.09 | -2.36% | 22,840 | 0 | -48,179 |
| -129 | SSNC | 235 | 78.69 | 53.51 | -1.02% | 12,575 | 183 | -5,897 |
| -326 | TER | 497 | 144.32 | 91.65 | -0.71% | 45,550 | 0 | -26,177 |
| 1,760 | TTD | 800 | 89.38 | 54.27 | 4.22% | 43,416 | 0 | -28,088 |
| -581 | TTEC | 709 | 100.21 | 48.55 | -1.66% | 34,422 | 0 | -36,627 |
| -540 | UCTT | 1,199 | 59.29 | 35.02 | -1.27% | 41,989 | 0 | -29,076 |
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) |
|---|