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 | 243.60 | -0.51% | 564,665 | 0 | 62,296 |
| 0 | BCH | 100,000 | 19.69 | 18.41 | -2.07% | 1,841,000 | 0 | -127,892 |
| 0 | BLK | 1,167 | 861.83 | 628.99 | -1.25% | 734,031 | 0 | -271,727 |
| 0 | BNS | 30,000 | 66.70 | 59.51 | -0.28% | 1,785,300 | 0 | -215,833 |
| 0 | CCU | 390,920 | 18.04 | 12.63 | -2.24% | 4,937,320 | 0 | -2,116,121 |
| 0 | EBR | 279,888 | 7.12 | 8.71 | -0.06% | 2,436,425 | 0 | 442,993 |
| 0 | EIDO | 125,545 | 23.94 | 22.74 | -0.63% | 2,855,521 | 0 | -150,526 |
| 0 | EIS | 27,620 | 72.55 | 60.35 | -1.60% | 1,666,867 | 0 | -336,839 |
| 0 | EPOL | 85,000 | 23.53 | 14.68 | -0.54% | 1,247,800 | 0 | -752,643 |
| 0 | EPU | 65,875 | 30.47 | 26.50 | 0.06% | 1,745,688 | 0 | -261,765 |
| 0 | ERUS | 181,290 | 49.85 | 8.06 | 0.00% | 1,461,197 | 0 | -7,576,822 |
| 0 | EWM | 112,363 | 26.74 | 21.98 | 0.78% | 2,469,739 | 0 | -535,122 |
| 0 | EZA | 82,449 | 48.61 | 43.21 | -2.96% | 3,562,621 | 0 | -444,906 |
| 0 | HDB | 39,941 | 75.15 | 55.13 | -3.01% | 2,201,947 | 0 | -799,682 |
| 0 | HMY | 466,200 | 4.31 | 3.28 | -3.81% | 1,529,136 | 0 | -480,510 |
| 0 | INDA | 81,466 | 49.13 | 39.14 | -1.22% | 3,188,987 | 0 | -813,264 |
| 0 | INFY | 84,627 | 23.47 | 18.48 | -1.49% | 1,563,907 | 0 | -422,029 |
| 0 | INTC | 58,915 | 51.44 | 37.77 | -2.23% | 2,225,220 | 0 | -805,367 |
| 0 | KMDA | 190,840 | 5.34 | 4.54 | 0.89% | 866,414 | 0 | -153,588 |
| 0 | KO | 62,588 | 55.95 | 62.27 | -1.01% | 3,897,668 | 0 | 395,834 |
| 0 | MOMO | 76,745 | 12.93 | 5.37 | 2.29% | 412,121 | 0 | -580,291 |
| 0 | NKE | 32,887 | 167.50 | 102.81 | -6.96% | 3,381,112 | 0 | -2,127,495 |
| 0 | PDD | 10,258 | 97.56 | 62.98 | -2.72% | 646,049 | 0 | -354,706 |
| 0 | QAT | 148,736 | 20.57 | 20.80 | 0.00% | 3,093,709 | 0 | 33,704 |
| 0 | SSL | 52,471 | 19.11 | 22.93 | -1.67% | 1,203,160 | 0 | 200,205 |
| 0 | TSM | 52,181 | 114.50 | 84.36 | -1.75% | 4,401,989 | 0 | -1,572,978 |
| 0 | VWO | 157,684 | 50.84 | 41.95 | -0.64% | 6,614,844 | 0 | -1,402,320 |
| 0 | WMT | 20,470 | 146.84 | 122.41 | -1.38% | 2,505,733 | 0 | -500,047 |
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) |
|---|