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 | 170.00 | -1.41% | 5,440,000 | 0 | -3,445,227 |
| 0 | AZRE | 234,000 | 21.79 | 1.69 | 0.00% | 395,460 | 0 | -4,702,745 |
| 0 | CHT | 251,000 | 40.01 | 35.93 | -0.31% | 9,018,430 | 0 | -1,024,519 |
| 0 | CRH | 110,000 | 48.02 | 54.65 | -2.77% | 6,011,500 | 0 | 729,223 |
| 0 | CX | 710,000 | 7.09 | 6.50 | -1.81% | 4,618,550 | 0 | -415,175 |
| 0 | DQ | 71,000 | 71.62 | 30.29 | 1.85% | 2,150,235 | 0 | -2,934,906 |
| 0 | HDB | 69,000 | 73.09 | 59.03 | -0.13% | 4,073,415 | 0 | -969,877 |
| 0 | INFY | 446,628 | 22.44 | 17.11 | 0.88% | 7,644,038 | 0 | -2,377,707 |
| 0 | JD | 64,078 | 77.93 | 29.14 | 2.01% | 1,867,233 | 0 | -3,126,491 |
| 0 | NIO | 139,431 | 35.95 | 9.04 | 1.46% | 1,261,153 | 0 | -3,751,652 |
| 0 | PHI | 153,100 | 33.14 | 20.64 | -2.23% | 3,159,984 | 0 | -1,913,504 |
| 0 | PM | 52,565 | 95.62 | 92.53 | -0.61% | 4,864,102 | 0 | -162,154 |
| 0 | SM | 163,292 | 30.72 | 39.60 | -0.98% | 6,467,180 | 0 | 1,450,356 |
| 0 | TLK | 187,126 | 26.85 | 24.11 | 1.13% | 4,512,543 | 0 | -511,396 |
| 0 | TRIP | 138,000 | 36.36 | 16.60 | -0.03% | 2,290,800 | 0 | -2,726,938 |
| 0 | TSM | 45,135 | 110.74 | 86.89 | 0.47% | 3,921,780 | 0 | -1,076,404 |
| 0 | VALE | 339,000 | 14.77 | 13.41 | 1.36% | 4,547,685 | 0 | -458,240 |
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) |
|---|