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 |
|---|---|---|---|---|---|---|---|---|
| 0 | ALB | 32,000 | 277.66 | 235.98 | -1.36% | 7,551,360 | 0 | -1,333,867 |
| 0 | AZRE | 234,000 | 21.79 | 13.01 | 3.25% | 3,044,340 | 0 | -2,053,865 |
| 0 | CHT | 251,000 | 40.01 | 41.70 | -0.83% | 10,466,700 | 0 | 423,751 |
| 0 | CRH | 110,000 | 48.02 | 39.05 | -3.48% | 4,295,500 | 0 | -986,777 |
| 0 | CX | 710,000 | 7.09 | 4.30 | -4.23% | 3,053,000 | 0 | -1,980,725 |
| 0 | DQ | 71,000 | 71.62 | 45.03 | 2.18% | 3,197,130 | 0 | -1,888,011 |
| 0 | HDB | 69,000 | 73.09 | 52.90 | -2.83% | 3,650,100 | 0 | -1,393,192 |
| 0 | INFY | 446,628 | 22.44 | 18.78 | -4.23% | 8,387,674 | 0 | -1,634,072 |
| 0 | JD | 64,078 | 77.93 | 51.20 | -4.60% | 3,280,794 | 0 | -1,712,930 |
| 0 | NIO | 139,431 | 35.95 | 15.83 | -4.81% | 2,207,193 | 0 | -2,805,613 |
| 0 | PHI | 153,100 | 33.14 | 37.49 | 0.32% | 5,739,719 | 0 | 666,231 |
| 0 | PM | 52,565 | 95.62 | 106.18 | -0.11% | 5,581,352 | 0 | 555,096 |
| 0 | SM | 163,292 | 30.72 | 36.68 | -3.63% | 5,989,551 | 0 | 972,727 |
| 0 | TLK | 187,126 | 26.85 | 28.37 | -1.83% | 5,308,765 | 0 | 284,825 |
| 0 | TRIP | 138,000 | 36.36 | 24.89 | -1.89% | 3,434,820 | 0 | -1,582,918 |
| 0 | TSM | 45,135 | 110.74 | 90.53 | -2.99% | 4,086,072 | 0 | -912,113 |
| 0 | VALE | 339,000 | 14.77 | 15.62 | -3.04% | 5,295,180 | 0 | 289,255 |
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) |
|---|