4551
DUKE_ALL_CAPITAL
Duke Emerging Market Portfolio Management (Fall 2021)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -5,772 | AMGN | 2,318 | 216.73 | 222.55 | -1.11% | 515,871 | 0 | 13,502 |
| -18,000 | BCH | 100,000 | 19.69 | 19.22 | -0.93% | 1,922,000 | 0 | -46,892 |
| -5,777 | BLK | 1,167 | 861.83 | 793.60 | -0.62% | 926,131 | 0 | -79,627 |
| 11,400 | BNS | 30,000 | 66.70 | 71.35 | 0.54% | 2,140,500 | 0 | 139,367 |
| -62,547 | CCU | 390,920 | 18.04 | 16.61 | -0.95% | 6,493,181 | 0 | -560,259 |
| 53,179 | EBR | 279,888 | 7.12 | 6.44 | 3.04% | 1,802,479 | 0 | -190,954 |
| -30,759 | EIDO | 125,545 | 23.94 | 22.89 | -1.06% | 2,874,353 | 0 | -131,694 |
| 3,314 | EIS | 27,620 | 72.55 | 71.54 | 0.17% | 1,975,935 | 0 | -27,771 |
| 15,300 | EPOL | 85,000 | 23.53 | 20.53 | 0.89% | 1,745,050 | 0 | -255,393 |
| 14,163 | EPU | 65,875 | 30.47 | 32.66 | 0.66% | 2,151,807 | 0 | 144,355 |
| -141,406 | ERUS | 181,290 | 49.85 | 35.47 | -2.15% | 6,430,356 | 0 | -2,607,663 |
| -3,371 | EWM | 112,363 | 26.74 | 24.05 | -0.12% | 2,702,330 | 0 | -302,531 |
| -58,951 | EZA | 82,449 | 48.61 | 48.07 | -1.47% | 3,963,736 | 0 | -43,792 |
| -59,113 | HDB | 39,941 | 75.15 | 65.86 | -2.20% | 2,630,514 | 0 | -371,115 |
| -212,121 | HMY | 466,200 | 4.31 | 3.70 | -10.94% | 1,727,271 | 0 | -282,375 |
| -45,214 | INDA | 81,466 | 49.13 | 44.50 | -1.23% | 3,625,644 | 0 | -376,606 |
| -13,117 | INFY | 84,627 | 23.47 | 22.32 | -0.69% | 1,889,298 | 0 | -96,638 |
| 34,171 | INTC | 58,915 | 51.44 | 51.58 | 1.14% | 3,038,836 | 0 | 8,249 |
| -20,992 | KMDA | 190,840 | 5.34 | 5.97 | -1.81% | 1,139,315 | 0 | 119,313 |
| -12,518 | KO | 62,588 | 55.95 | 59.62 | -0.33% | 3,731,497 | 0 | 229,663 |
| -16,500 | MOMO | 76,745 | 12.93 | 9.04 | -2.32% | 694,159 | 0 | -298,253 |
| -51,304 | NKE | 32,887 | 167.50 | 143.92 | -1.07% | 4,733,097 | 0 | -775,511 |
| -56,829 | PDD | 10,258 | 97.56 | 53.96 | -9.31% | 553,522 | 0 | -447,233 |
| 19,945 | QAT | 148,736 | 20.57 | 22.02 | 0.61% | 3,275,167 | 0 | 215,161 |
| 11,019 | SSL | 52,471 | 19.11 | 21.14 | 1.00% | 1,109,237 | 0 | 106,282 |
| 15,132 | TSM | 52,181 | 114.50 | 122.77 | 0.24% | 6,406,261 | 0 | 431,294 |
| -76,477 | VWO | 157,684 | 50.84 | 48.50 | -0.99% | 7,648,462 | 0 | -368,702 |
| -29,886 | WMT | 20,470 | 146.84 | 135.69 | -1.06% | 2,777,574 | 0 | -228,206 |
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) |
|---|