4551
DUKE_EKSX_PARTNERS
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 |
|---|---|---|---|---|---|---|---|---|
| -141,440 | ALB | 32,000 | 277.66 | 265.26 | -1.64% | 8,488,320 | 0 | -396,907 |
| -1,170 | AZRE | 234,000 | 21.79 | 5.75 | -0.09% | 1,344,330 | 0 | -3,753,875 |
| 0 | CHT | 251,000 | 40.01 | 36.25 | -0.38% | 9,098,750 | 0 | -944,199 |
| 0 | CRH | 110,000 | 48.02 | 31.54 | -1.07% | 3,469,400 | 0 | -1,812,877 |
| 0 | CX | 710,000 | 7.09 | 3.28 | -0.61% | 2,328,800 | 0 | -2,704,925 |
| -110,050 | DQ | 71,000 | 71.62 | 49.78 | -3.02% | 3,534,380 | 0 | -1,550,761 |
| -56,925 | HDB | 69,000 | 73.09 | 56.23 | -1.45% | 3,880,215 | 0 | -1,163,077 |
| 8,933 | INFY | 446,628 | 22.44 | 16.81 | 0.12% | 7,507,817 | 0 | -2,513,929 |
| -78,816 | JD | 64,078 | 77.93 | 51.43 | -2.34% | 3,295,532 | 0 | -1,698,192 |
| -32,069 | NIO | 139,431 | 35.95 | 16.96 | -1.34% | 2,364,750 | 0 | -2,648,056 |
| 0 | PHI | 153,100 | 33.14 | 25.66 | -1.84% | 3,928,546 | 0 | -1,144,942 |
| -17,872 | PM | 52,565 | 95.62 | 86.68 | -0.39% | 4,556,334 | 0 | -469,922 |
| 13,063 | SM | 163,292 | 30.72 | 34.24 | 0.23% | 5,591,118 | 0 | 574,295 |
| 31,811 | TLK | 187,126 | 26.85 | 29.01 | 0.59% | 5,428,525 | 0 | 404,586 |
| -22,080 | TRIP | 138,000 | 36.36 | 22.13 | -0.72% | 3,053,940 | 0 | -1,963,798 |
| -88,916 | TSM | 45,135 | 110.74 | 71.06 | -2.70% | 3,207,293 | 0 | -1,790,891 |
| 61,020 | VALE | 339,000 | 14.77 | 12.73 | 1.43% | 4,315,470 | 0 | -690,455 |
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) |
|---|