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 |
|---|---|---|---|---|---|---|---|---|
| 0 | AMGN | 2,318 | 216.73 | 283.14 | -0.62% | 656,330 | 0 | 153,961 |
| 0 | BCH | 100,000 | 19.69 | 19.16 | 1.91% | 1,916,000 | 0 | -52,892 |
| 0 | BLK | 1,167 | 861.83 | 710.34 | -0.34% | 828,967 | 0 | -176,791 |
| 0 | BNS | 30,000 | 66.70 | 50.06 | 0.19% | 1,501,950 | 0 | -499,183 |
| 0 | CCU | 390,920 | 18.04 | 12.28 | -1.44% | 4,800,498 | 0 | -2,252,943 |
| 0 | EBR | 279,888 | 7.12 | 8.22 | 1.48% | 2,300,679 | 0 | 307,247 |
| 0 | EIDO | 125,545 | 23.94 | 22.88 | -2.43% | 2,872,470 | 0 | -133,577 |
| 0 | EIS | 27,620 | 72.55 | 59.61 | -1.94% | 1,646,428 | 0 | -357,278 |
| 0 | EPOL | 85,000 | 23.53 | 14.89 | -0.27% | 1,265,650 | 0 | -734,793 |
| 0 | EPU | 65,875 | 30.47 | 29.40 | 1.41% | 1,936,725 | 0 | -70,727 |
| 0 | ERUS | 181,290 | 49.85 | 10.82 | 0.00% | 1,961,558 | 0 | -7,076,462 |
| 0 | EWM | 112,363 | 26.74 | 22.74 | 0.18% | 2,555,135 | 0 | -449,726 |
| 0 | EZA | 82,449 | 48.61 | 43.51 | 1.12% | 3,587,356 | 0 | -420,172 |
| 0 | HDB | 39,941 | 75.15 | 68.16 | -0.34% | 2,722,179 | 0 | -279,450 |
| 0 | HMY | 466,200 | 4.31 | 3.49 | 1.45% | 1,627,038 | 0 | -382,608 |
| 0 | INDA | 81,466 | 49.13 | 43.14 | -0.71% | 3,514,443 | 0 | -487,807 |
| 0 | INFY | 84,627 | 23.47 | 19.45 | -1.49% | 1,646,418 | 0 | -339,518 |
| 0 | INTC | 58,915 | 51.44 | 28.61 | -1.94% | 1,685,264 | 0 | -1,345,323 |
| 0 | KMDA | 190,840 | 5.34 | 4.55 | -1.52% | 868,322 | 0 | -151,680 |
| 0 | KO | 62,588 | 55.95 | 63.42 | -0.08% | 3,969,331 | 0 | 467,498 |
| 0 | MOMO | 76,745 | 12.93 | 5.75 | 3.05% | 441,284 | 0 | -551,128 |
| 0 | NKE | 32,887 | 167.50 | 107.77 | -1.69% | 3,544,068 | 0 | -1,964,540 |
| 0 | PDD | 10,258 | 97.56 | 86.77 | -1.18% | 890,035 | 0 | -110,720 |
| 0 | QAT | 148,736 | 20.57 | 19.93 | -1.29% | 2,964,308 | 0 | -95,697 |
| 0 | SSL | 52,471 | 19.11 | 15.96 | 0.22% | 837,175 | 0 | -165,781 |
| 0 | TSM | 52,181 | 114.50 | 79.64 | -2.42% | 4,155,956 | 0 | -1,819,012 |
| 0 | VWO | 157,684 | 50.84 | 40.28 | 0.05% | 6,351,512 | 0 | -1,665,653 |
| 0 | WMT | 20,470 | 146.84 | 149.67 | -1.30% | 3,063,847 | 0 | 58,067 |
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) |
|---|