Portfolio
ridgeRidge no sector· rebalanceo 2025-06-30
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
5.26%
Short avg
0.30%
bajar = bueno para el short
Spread long − short
4.97%
Long book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | CAH | Cardinal Health, Inc. | Healthcare | 0.125 | 3.33% | -4.63% |
| 2 | OTIS | Otis Worldwide Corporation | Industrials | 0.109 | 3.33% | -8.90% |
| 3 | VLO | Valero Energy Corporation | Energy | 0.097 | 3.33% | 21.82% |
| 4 | NVDA | NVIDIA Corporation | Technology | 0.096 | 3.33% | 19.66% |
| 5 | MSCI | MSCI Inc. | Financial Services | 0.095 | 3.33% | -2.11% |
| 6 | AMP | Ameriprise Financial, Inc. | Financial Services | 0.092 | 3.33% | -8.88% |
| 7 | MA | Mastercard Incorporated | Financial Services | 0.088 | 3.33% | 0.87% |
| 8 | NTAP | NetApp, Inc. | Technology | 0.086 | 3.33% | 10.95% |
| 9 | KKR | KKR & Co. Inc. | Financial Services | 0.086 | 3.33% | -1.78% |
| 10 | MTD | Mettler-Toledo International Inc. | Healthcare | 0.082 | 3.33% | 1.83% |
| 11 | KLAC | KLA Corporation | Technology | 0.079 | 3.33% | 18.45% |
| 12 | ANET | Arista Networks, Inc. | Technology | 0.079 | 3.33% | 38.74% |
| 13 | LYV | Live Nation Entertainment, Inc. | Communication Services | 0.078 | 3.33% | 8.64% |
| 14 | DPZ | Domino's Pizza, Inc. | Consumer Cyclical | 0.078 | 3.33% | -5.42% |
| 15 | MCHP | Microchip Technology Incorporated | Technology | 0.076 | 3.33% | -10.30% |
Short book
15 posiciones| # | Ticker | Compañía | Sector | Score | Peso | Ret realizado 63d |
|---|---|---|---|---|---|---|
| 1 | NEM | Newmont Corporation | Basic Materials | -0.094 | -3.33% | 36.32% |
| 2 | K | Kellanova | Consumer Defensive | -0.092 | -3.33% | 3.40% |
| 3 | GILD | Gilead Sciences, Inc. | Healthcare | -0.086 | -3.33% | 0.04% |
| 4 | UNH | UnitedHealth Group Incorporated | Healthcare | -0.084 | -3.33% | 6.34% |
| 5 | EIX | Edison International | Utilities | -0.079 | -3.33% | 6.03% |
| 6 | STT | State Street Corporation | Financial Services | -0.072 | -3.33% | 8.13% |
| 7 | KR | The Kroger Co. | Consumer Defensive | -0.070 | -3.33% | -5.17% |
| 8 | D | Dominion Energy, Inc. | Utilities | -0.065 | -3.33% | 7.06% |
| 9 | MOH | Molina Healthcare, Inc. | Healthcare | -0.064 | -3.33% | -47.04% |
| 10 | CNC | Centene Corporation | Healthcare | -0.058 | -3.33% | -46.23% |
| 11 | UAL | United Airlines Holdings, Inc. | Industrials | -0.058 | -3.33% | 18.69% |
| 12 | NOC | Northrop Grumman Corporation | Industrials | -0.057 | -3.33% | 19.46% |
| 13 | KO | The Coca-Cola Company | Consumer Defensive | -0.056 | -3.33% | -7.00% |
| 14 | AWK | American Water Works Company, Inc. | Utilities | -0.055 | -3.33% | -1.82% |
| 15 | CINF | Cincinnati Financial Corporation | Financial Services | -0.054 | -3.33% | 6.23% |
Sector exposure en el rebalanceo seleccionado
2025-06-30| Sector | Long | Short | Net | n long | n short |
|---|---|---|---|---|---|
| Financial Services | 13.3% | 6.7% | 6.67% | 4 | 2 |
| Healthcare | 6.7% | 13.3% | -6.67% | 2 | 4 |
| Technology | 16.7% | 0.0% | 16.67% | 5 | 0 |
| Consumer Defensive | 0.0% | 10.0% | -10.00% | 0 | 3 |
| Industrials | 3.3% | 6.7% | -3.33% | 1 | 2 |
| Utilities | 0.0% | 10.0% | -10.00% | 0 | 3 |
| Basic Materials | 0.0% | 3.3% | -3.33% | 0 | 1 |
| Communication Services | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Consumer Cyclical | 3.3% | 0.0% | 3.33% | 1 | 0 |
| Energy | 3.3% | 0.0% | 3.33% | 1 | 0 |