4575
vi89
Aalto Investment management game (Fall 2021)
@vi89
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -3,420 | LPX | 1,900 | 66.50 | 63.87 | -2.74% | 121,353 | 0 | -4,997 |
| -82 | MO | 2,750 | 45.19 | 51.06 | -0.06% | 140,415 | 0 | 16,142 |
| 582 | MOMO | 9,700 | 12.78 | 5.13 | 1.18% | 49,761 | 0 | -74,205 |
| 1,617 | QDEL | 1,030 | 121.10 | 99.90 | 1.60% | 102,897 | 0 | -21,836 |
| 1,760 | SAGE | 2,750 | 45.14 | 32.47 | 2.01% | 89,292 | 0 | -34,842 |
| -1,575 | SBSW | 8,750 | 14.07 | 11.94 | -1.49% | 104,475 | 0 | -18,638 |
| -1,440 | WMK | 2,000 | 61.97 | 73.32 | -0.97% | 146,640 | 0 | 22,700 |
| 581 | ZBH | 880 | 141.66 | 117.57 | 0.56% | 103,462 | 0 | -21,199 |
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) |
|---|