4687
rmt41
Duke Trading Game (Fall 2022)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -18 | GLD | 10 | 159.04 | 169.69 | -1.05% | 1,697 | 0 | 106 |
| -10 | IEF | 10 | 95.13 | 90.60 | -1.09% | 906 | 0 | -45 |
| -41 | QQQ | -15 | 267.49 | 361.14 | 0.76% | -5,417 | 0 | -1,405 |
| -3 | SHY | 10 | 81.25 | 80.69 | -0.36% | 807 | 0 | -6 |
| -28 | USO | 20 | 69.13 | 79.42 | -1.76% | 1,588 | 0 | 206 |
| -14 | VNQ | 10 | 85.35 | 74.31 | -1.82% | 743 | 0 | -110 |
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) |
|---|