Portfolio
ridgeRidge no sector· rebalanceo 2025-04-30
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
10
30 posiciones
Sortino del run
-0.38
Realizado en los 63 días posteriores
exposición media por posiciónLong avg
9.36%
Short avg
1.01%
bajar = bueno para el short
Spread long − short
8.35%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | MA | Mastercard Incorporated | Financial Services | 0.154 | 3.33% | 2.53% |
| 2 | CAH | Cardinal Health, Inc. | Healthcare | 0.147 | 3.33% | 7.25% |
| 3 | MSCI | MSCI Inc. | Financial Services | 0.123 | 3.33% | 2.37% |
| 4 | OTIS | Otis Worldwide Corporation | Industrials | 0.101 | 3.33% | -12.23% |
| 5 | COR | Cencora, Inc. | Healthcare | 0.095 | 3.33% | -0.53% |
| 6 | MCK | McKesson Corporation | Healthcare | 0.094 | 3.33% | -1.04% |
| 7 | ABNB | Airbnb, Inc. | Consumer Cyclical | 0.092 | 3.33% | 3.18% |
| 8 | VLO | Valero Energy Corporation | Energy | 0.091 | 3.33% | 16.44% |
| 9 | DAY | Dayforce Inc | Technology | 0.088 | 3.33% | -5.88% |
| 10 | MCHP | Microchip Technology Incorporated | Technology | 0.088 | 3.33% | 37.45% |
| 11 | V | Visa Inc. | Financial Services | 0.088 | 3.33% | -0.75% |
| 12 | KLAC | KLA Corporation | Technology | 0.078 | 3.33% | 27.32% |
| 13 | FDS | FactSet Research Systems Inc. | Financial Services | 0.078 | 3.33% | -9.16% |
| 14 | NVDA | NVIDIA Corporation | Technology | 0.077 | 3.33% | 44.24% |
| 15 | ANET | Arista Networks, Inc. | Technology | 0.077 | 3.33% | 29.15% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | NEM | Newmont Corporation | Basic Materials | -0.085 | -3.33% | 19.99% |
| 2 | K | Kellanova | Consumer Defensive | -0.083 | -3.33% | -2.85% |
| 3 | AES | The AES Corporation | Utilities | -0.079 | -3.33% | 29.85% |
| 4 | T | AT&T Inc. | Communication Services | -0.077 | -3.33% | 1.39% |
| 5 | BALL | Ball Corporation | Consumer Cyclical | -0.074 | -3.33% | 11.32% |
| 6 | STE | STERIS plc | Healthcare | -0.073 | -3.33% | 2.30% |
| 7 | UNH | UnitedHealth Group Incorporated | Healthcare | -0.072 | -3.33% | -51.48% |
| 8 | NTRS | Northern Trust Corporation | Financial Services | -0.070 | -3.33% | 29.85% |
| 9 | STT | State Street Corporation | Financial Services | -0.067 | -3.33% | 20.92% |
| 10 | BMY | Bristol-Myers Squibb Company | Healthcare | -0.067 | -3.33% | -10.19% |
| 11 | MDT | Medtronic plc | Healthcare | -0.067 | -3.33% | 7.51% |
| 12 | AWK | American Water Works Company, Inc. | Utilities | -0.064 | -3.33% | 0.12% |
| 13 | BK | The Bank of New York Mellon Corporation | Financial Services | -0.061 | -3.33% | 21.53% |
| 14 | MOH | Molina Healthcare, Inc. | Healthcare | -0.059 | -3.33% | -70.21% |
| 15 | CINF | Cincinnati Financial Corporation | Financial Services | -0.058 | -3.33% | 5.04% |
Sector exposure en el rebalanceo seleccionado
2025-04-30| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Financial Services | 13.3% | 13.3% | 0.00% | 4 | 4 |
| Healthcare | 10.0% | 16.7% | -6.67% | 3 | 5 |
| Technology | 16.7% | 0.0% | 16.67% | 5 | 0 |
| Consumer Cyclical | 3.3% | 3.3% | 0.00% | 1 | 1 |
| Utilities | 0.0% | 6.7% | -6.67% | 0 | 2 |
| Basic Materials | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Communication Services | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Consumer Defensive | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Energy | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Industrials | 3.3% | 0.0% | 3.33% | 1 | 0 |