4551
DUKE_SOME_TRUST_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 |
|---|---|---|---|---|---|---|---|---|
| 20,490 | AMX | 170,750 | 17.56 | 22.56 | 0.53% | 3,852,120 | 0 | 854,119 |
| -46,350 | BABA | 45,000 | 166.87 | 93.45 | -1.09% | 4,205,250 | 0 | -3,304,112 |
| 66,975 | CROX | 23,500 | 128.77 | 56.13 | 5.35% | 1,319,055 | 0 | -1,706,978 |
| 75,900 | CX | 460,000 | 6.69 | 4.58 | 3.74% | 2,104,500 | 0 | -974,667 |
| -31,800 | DQ | 30,000 | 74.23 | 47.55 | -2.18% | 1,426,500 | 0 | -800,408 |
| -32,670 | EBR | 242,000 | 7.16 | 9.09 | -1.46% | 2,200,990 | 0 | 468,052 |
| 109,500 | ECH | 150,000 | 26.58 | 30.67 | 2.44% | 4,600,500 | 0 | 613,544 |
| 0 | ERUS | 78,000 | 51.26 | 12.00 | 0.00% | 936,000 | 0 | -3,062,357 |
| -29,045 | GSK | 78,500 | 39.25 | 44.05 | -0.83% | 3,457,925 | 0 | 376,884 |
| 85,200 | MMYT | 120,000 | 33.15 | 29.30 | 2.48% | 3,516,000 | 0 | -462,207 |
| 148,200 | MSFT | 20,000 | 335.71 | 273.31 | 2.79% | 5,466,200 | 0 | -1,248,085 |
| 37,800 | NIO | 70,000 | 43.58 | 16.57 | 3.37% | 1,159,900 | 0 | -1,890,941 |
| 99,029 | NKE | 32,900 | 152.07 | 115.95 | 2.67% | 3,814,755 | 0 | -1,188,354 |
| 185,600 | NUE | 40,000 | 112.42 | 137.71 | 3.49% | 5,508,400 | 0 | 1,011,500 |
| 370,800 | SQM | 60,000 | 53.05 | 113.32 | 5.77% | 6,799,200 | 0 | 3,616,158 |
| 66,500 | TLK | 175,000 | 26.88 | 29.29 | 1.31% | 5,125,750 | 0 | 422,102 |
| 47,775 | TSM | 17,500 | 111.17 | 93.73 | 3.00% | 1,640,275 | 0 | -305,166 |
| 69,000 | VALE | 150,000 | 14.94 | 18.08 | 2.61% | 2,712,000 | 0 | 471,055 |
| 84,600 | VWO | 180,000 | 51.04 | 43.05 | 1.10% | 7,749,000 | 0 | -1,438,171 |
| 74,700 | XP | 90,000 | 34.34 | 23.44 | 3.67% | 2,109,600 | 0 | -981,315 |
| 0 | YNDX | 38,500 | 77.98 | 18.94 | 0.00% | 729,190 | 0 | -2,273,161 |
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) |
|---|