4575
aroundtheclock
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 |
|---|---|---|---|---|---|---|---|---|
| 0 | ADBE | 112 | 667.51 | 365.80 | -4.01% | 40,970 | 0 | -33,792 |
| 0 | CO | 17,442 | 4.22 | 3.20 | 0.95% | 55,814 | 0 | -17,791 |
| 0 | CRM | 243 | 309.29 | 171.48 | -5.42% | 41,670 | 0 | -33,488 |
| 0 | EMKR | 8,720 | 8.62 | 3.29 | 0.46% | 28,732 | 0 | -46,390 |
| 0 | ENDP | 12,215 | 6.39 | 0.71 | 86.17% | 8,712 | 0 | -69,403 |
| 0 | FB | 220 | 335.19 | 196.64 | 0.00% | 43,261 | 0 | -30,482 |
| 0 | GOOG | 25 | 2,975.61 | 2,252.55 | -3.43% | 56,314 | 0 | -18,076 |
| 0 | IDXX | 119 | 629.18 | 349.33 | -2.70% | 41,570 | 0 | -33,302 |
| 0 | ILMN | 188 | 399.07 | 187.51 | -3.02% | 35,252 | 0 | -39,773 |
| 0 | INVA | 4,047 | 18.58 | 14.99 | -2.03% | 60,665 | 0 | -14,529 |
| 0 | ISRG | 206 | 364.07 | 202.02 | -2.85% | 41,616 | 0 | -33,382 |
| 0 | JNJ | 459 | 162.66 | 176.94 | -2.84% | 81,215 | 0 | 6,555 |
| 0 | LYFT | 1,378 | 56.00 | 14.61 | -8.06% | 20,133 | 0 | -57,042 |
| 0 | MRNA | 319 | 239.10 | 142.19 | -2.18% | 45,359 | 0 | -30,914 |
| 0 | MSFT | 222 | 337.50 | 256.60 | -3.13% | 56,965 | 0 | -17,960 |
| 0 | NFLX | 115 | 655.42 | 179.63 | -5.03% | 20,657 | 0 | -54,716 |
| 0 | PYPL | 370 | 201.75 | 71.83 | -5.41% | 26,577 | 0 | -48,070 |
| 0 | SYK | 274 | 273.78 | 197.86 | -2.59% | 54,215 | 0 | -20,801 |
| 0 | TMO | 122 | 616.98 | 535.73 | -1.46% | 65,359 | 0 | -9,912 |
| 0 | TRVG | 26,224 | 2.89 | 1.53 | -2.55% | 40,123 | 0 | -35,665 |
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) |
|---|