Portfolio
ridgeRidge· rebalanceo 2025-03-31
Run
LGBM long only1.72LGBM 126d fundamental flexible 50 long only uncapped1.36LGBM 126d fundamental flexible 50 uncapped1.20LGBM 126d fundamental flexible uncapped0.96LGBM 126d fundamental flexible 50 sector450.96LGBM short filter0.81LGBM 126d flexible 50 beta600.81LGBM 126d fundamental flexible sector450.79LGBM 126d fundamental flexible0.64LGBM 126d flexible 50 beta400.51LGBM0.29LGBM buffer-0.04LGBM macro-0.26Ridge macro-0.33Ridge-0.33LGBM dual tail macro-0.37Ridge no sector-0.38LGBM 126d sector market cap 25 25-0.45LGBM beta neutral buffer-0.50LGBM dual tail-0.62LGBM no sector-0.71LGBM 126d—LGBM 21d—LGBM 252d—
Línea temporal
72 rebalanceosSnapshot (histórico)
Long book
15
gross 50.0%
Short book
15
gross -50.0%
Sectores cubiertos
9
30 posiciones
Sortino del run
-0.33
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
19.06%
Short avg
0.72%
bajar = bueno para el short
Spread long − short
18.34%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MCHP | Microchip Technology Incorporated | Technology | 0.174 | 3.33% | 41.87% |
| 2 | DAY | Dayforce Inc | Technology | 0.169 | 3.33% | -4.99% |
| 3 | MA | Mastercard Incorporated | Financial Services | 0.163 | 3.33% | 2.50% |
| 4 | OTIS | Otis Worldwide Corporation | Industrials | 0.161 | 3.33% | -3.74% |
| 5 | ANET | Arista Networks, Inc. | Technology | 0.152 | 3.33% | 25.34% |
| 6 | CAH | Cardinal Health, Inc. | Healthcare | 0.147 | 3.33% | 16.96% |
| 7 | INTC | Intel Corporation | Technology | 0.143 | 3.33% | -0.77% |
| 8 | AMD | Advanced Micro Devices, Inc. | Technology | 0.141 | 3.33% | 29.84% |
| 9 | MSCI | MSCI Inc. | Financial Services | 0.141 | 3.33% | 3.02% |
| 10 | PLTR | Palantir Technologies Inc. | Technology | 0.140 | 3.33% | 44.48% |
| 11 | CDNS | Cadence Design Systems, Inc. | Technology | 0.138 | 3.33% | 18.36% |
| 12 | LRCX | Lam Research Corporation | Technology | 0.135 | 3.33% | 30.78% |
| 13 | SMCI | Super Micro Computer, Inc. | Technology | 0.130 | 3.33% | 32.97% |
| 14 | NTAP | NetApp, Inc. | Technology | 0.130 | 3.33% | 19.08% |
| 15 | KLAC | KLA Corporation | Technology | 0.126 | 3.33% | 30.23% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | T | AT&T Inc. | Communication Services | -0.141 | -3.33% | 0.44% |
| 2 | K | Kellanova | Consumer Defensive | -0.140 | -3.33% | -2.38% |
| 3 | FOX | Fox Corporation | Communication Services | -0.126 | -3.33% | -1.95% |
| 4 | FOXA | Fox Corporation | Communication Services | -0.126 | -3.33% | -1.24% |
| 5 | CTRA | — | Unknown | -0.126 | -3.33% | -14.08% |
| 6 | WMT | Walmart Inc. | Consumer Defensive | -0.123 | -3.33% | 9.67% |
| 7 | RCL | Royal Caribbean Cruises Ltd. | Consumer Cyclical | -0.112 | -3.33% | 45.19% |
| 8 | KO | The Coca-Cola Company | Consumer Defensive | -0.111 | -3.33% | -0.63% |
| 9 | TMUS | T-Mobile US, Inc. | Communication Services | -0.111 | -3.33% | -11.95% |
| 10 | VZ | Verizon Communications Inc. | Communication Services | -0.110 | -3.33% | -2.44% |
| 11 | TSN | Tyson Foods, Inc. | Consumer Defensive | -0.107 | -3.33% | -8.49% |
| 12 | KR | The Kroger Co. | Consumer Defensive | -0.106 | -3.33% | 3.49% |
| 13 | STE | STERIS plc | Healthcare | -0.101 | -3.33% | 5.64% |
| 14 | BKR | Baker Hughes Company | Energy | -0.101 | -3.33% | -11.11% |
| 15 | KMI | Kinder Morgan, Inc. | Energy | -0.098 | -3.33% | 0.62% |
Sector exposure en el rebalanceo seleccionado
2025-03-31| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Technology | 36.7% | 0.0% | 36.67% | 11 | 0 |
| Communication Services | 0.0% | 16.7% | -16.67% | 0 | 5 |
| Consumer Defensive | 0.0% | 16.7% | -16.67% | 0 | 5 |
| Energy | 0.0% | 6.7% | -6.67% | 0 | 2 |
| Financial Services | 6.7% | 0.0% | 6.67% | 2 | 0 |
| Healthcare | 3.3% | 3.3% | 0.00% | 1 | 1 |
| Consumer Cyclical | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Industrials | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Unknown | 0.0% | 3.3% | -3.33% | 0 | 1 |