4551
DUKE_RAD_INVESTMENTS
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 |
|---|---|---|---|---|---|---|---|---|
| 10,350 | AZN | 15,000 | 61.17 | 67.39 | 1.03% | 1,010,850 | 96,962 | 93,262 |
| -61,800 | BABA | 60,000 | 164.26 | 93.45 | -1.09% | 5,607,000 | 18,512 | -4,248,512 |
| 64,500 | BHP | 25,000 | 54.17 | 70.99 | 3.77% | 1,774,750 | 0 | 420,510 |
| 24,750 | CX | 150,000 | 6.89 | 4.58 | 3.74% | 686,250 | 0 | -346,558 |
| -20,250 | EBR | 150,000 | 6.89 | 9.09 | -1.46% | 1,364,250 | 0 | 330,300 |
| 18,900 | EIDO | 30,000 | 23.64 | 24.58 | 2.63% | 737,400 | 0 | 28,182 |
| 0 | ERUS | 75,000 | 51.34 | 12.00 | 0.00% | 900,000 | 0 | -2,950,207 |
| 10,500 | EWZ | 50,000 | 31.11 | 35.71 | 0.59% | 1,785,500 | 0 | 229,764 |
| 102,000 | HDB | 50,000 | 75.66 | 58.92 | 3.59% | 2,946,000 | 0 | -836,915 |
| 10,400 | HMC | 65,000 | 30.68 | 25.12 | 0.64% | 1,632,800 | 0 | -361,374 |
| 13,750 | INFY | 25,000 | 22.83 | 19.00 | 2.98% | 475,000 | 28,367 | -95,660 |
| 27,900 | JD | 30,000 | 78.20 | 53.65 | 1.76% | 1,609,500 | 43,290 | -736,415 |
| 165,660 | MELI | 6,000 | 1,668.45 | 811.05 | 3.52% | 4,866,300 | 0 | -5,144,371 |
| 9,000 | MOMO | 75,000 | 13.07 | 5.50 | 2.23% | 412,500 | 0 | -567,954 |
| -27,250 | PBR | 50,000 | 10.58 | 14.25 | -3.68% | 712,750 | 0 | 183,844 |
| 641,000 | PDD | 100,000 | 96.32 | 48.34 | 15.29% | 4,834,000 | 0 | -4,797,825 |
| 34,500 | PKX | 75,000 | 62.53 | 59.06 | 0.78% | 4,429,500 | 0 | -259,995 |
| 99,300 | SE | 30,000 | 333.41 | 82.86 | 4.16% | 2,485,800 | 139,261 | -7,516,627 |
| 92,700 | SQM | 15,000 | 55.25 | 113.32 | 5.77% | 1,699,800 | 29,344 | 871,103 |
| 19,800 | TM | 15,000 | 176.43 | 166.85 | 0.80% | 2,502,750 | 250,379 | -143,656 |
| 40,950 | TSM | 15,000 | 109.79 | 93.73 | 3.00% | 1,405,950 | 120,040 | -240,844 |
| 2,700 | TTM | 15,000 | 31.68 | 28.19 | 0.64% | 422,850 | 28,032 | -52,394 |
| 0 | VEDL | 10,000 | 16.68 | 16.50 | 0.00% | 165,000 | 0 | -1,785 |
| 1,632 | VEON | 60,000 | 2.11 | 0.52 | 5.55% | 31,032 | 0 | -95,679 |
| 35,250 | VWO | 75,000 | 50.81 | 43.05 | 1.10% | 3,228,750 | 28,297 | -581,753 |
| 0 | YNDX | 15,000 | 75.89 | 18.94 | 0.00% | 284,100 | 61,369 | -854,292 |
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) |
|---|