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Nosam4
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Nosam4
Duke Emerging Market Portfolio Management (Fall 2020)
1D P&L Symbol Position Avg Cost Mark Price 1D Chg (%) Mkt Value Rlz P&L Unrlz P&L
-5,400 BABA 30,000 273.77 82.29 -0.22% 2,468,700 0 -5,744,507
140,000 BIDU 80,000 123.24 117.48 1.51% 9,398,400 0 -460,470
0 CHL 100,000 33.34 27.51 0.00% 2,751,000 0 -583,229
0 CZZ 100,000 15.92 20.29 0.00% 2,029,000 0 437,246
-5,000 LFC 100,000 11.62 7.28 -0.68% 728,000 0 -433,698
0 MBT 150,000 8.94 5.50 0.00% 825,000 0 -516,469
141,700 MELI 10,000 988.45 714.03 2.02% 7,140,300 0 -2,744,228
89,000 PTR 100,000 31.34 51.20 1.77% 5,120,000 0 1,985,754
10,500 TLK 100,000 18.84 28.80 0.37% 2,880,500 0 996,222
81,000 TSM 100,000 79.85 89.53 0.91% 8,953,000 0 967,512

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)