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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
-61,500 BABA 30,000 273.77 305.32 -0.67% 9,159,600 0 946,393
-72,000 BIDU 80,000 123.24 129.35 -0.69% 10,348,000 0 489,130
-19,000 CHL 100,000 33.34 32.09 -0.59% 3,209,000 0 -125,229
33,000 CZZ 100,000 15.92 15.10 2.23% 1,510,000 0 -81,754
3,500 LFC 100,000 11.62 12.03 0.29% 1,203,000 0 41,302
-25,500 MBT 150,000 8.94 8.05 -2.07% 1,207,500 0 -133,969
103,300 MELI 10,000 988.45 1,282.25 0.81% 12,822,500 0 2,937,972
4,000 PTR 100,000 31.34 28.30 0.14% 2,830,500 0 -303,746
-34,000 TLK 100,000 18.84 18.50 -1.80% 1,850,000 0 -34,278
87,000 TSM 100,000 79.85 87.59 1.00% 8,759,500 0 774,012

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)