Spaces:
Sleeping
Sleeping
Initial Upload
Browse files- asset_features_output.csv +5 -0
- portfolio_daily_returns_output.csv +562 -0
- portfolio_output.csv +5 -0
- risk_metrics_output.csv +7 -0
asset_features_output.csv
ADDED
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@@ -0,0 +1,5 @@
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| 1 |
+
Ticker,Friendly name,cumulated_qte,average_entry,last_price,invested_amount,market_value,unrealized_pnl,cumulative_realized_pnl,total_pnl,weight,asset_concentration_flag,volatility_30d,momentum_30d,momentum_90d,max_drawdown,unrealized_return_pct,alert_level
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| 2 |
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INPST.AS,InPost,105.49,13.27281543274244,15.039999961853027,1400.1493,1586.5695959758757,186.42029597587566,0.0,186.42029597587566,0.7247963047279212,True,0.4010951853231272,0.13939395296781654,0.4447646668882441,-0.5013354497567978,0.13314315550197087,Normal
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| 3 |
+
SXRV.DE,iShares NASDAQ 100,0.49,1085.3192307692307,1226.199951171875,531.806423076923,600.8379760742188,69.03155299729576,176.14842307692325,245.179976074219,0.27448221994380045,False,0.14065365664317064,-0.012085079431269574,-0.04128228993598515,-0.2668913017325135,0.12980579023076355,Normal
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| 4 |
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WTIF.DE,WisdomTree Japan Equity,0.019999999999999574,34.5717437834435,48.33000183105469,0.6914348756688553,0.9666000366210732,0.2751651609522179,196.4296348756688,196.704800036621,0.00044157415878243005,False,0.2747333886689874,0.014483678636574071,0.1395897666810253,-0.22548068931562887,0.39796251336908417,Normal
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| 5 |
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IU5C.DE,iShares S&P 500 Communication,0.05000000000000426,10.946324132786273,12.253999710083008,0.5473162066393603,0.6126999855042027,0.06538377886484237,37.767316206639336,37.83269998550418,0.0002799011694959075,False,0.12311823536382219,0.0031106833698117953,0.043071123500254105,-0.23611590054581325,0.11946253020043548,Normal
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portfolio_daily_returns_output.csv
ADDED
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@@ -0,0 +1,562 @@
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|
| 1 |
+
date,portfolio_daily_returns
|
| 2 |
+
2024-01-03,-0.023236435312939435
|
| 3 |
+
2024-01-04,0.01674872076714362
|
| 4 |
+
2024-01-05,0.0006333955794791026
|
| 5 |
+
2024-01-08,0.010301788659069923
|
| 6 |
+
2024-01-09,0.0064579809560894345
|
| 7 |
+
2024-01-10,0.025110928607646264
|
| 8 |
+
2024-01-11,0.015190823431659782
|
| 9 |
+
2024-01-12,0.025168118474676447
|
| 10 |
+
2024-01-15,0.0036720900279074305
|
| 11 |
+
2024-01-16,-0.004329506259519742
|
| 12 |
+
2024-01-17,-0.011496031739714248
|
| 13 |
+
2024-01-18,0.008878059215621391
|
| 14 |
+
2024-01-19,0.0045225896317714395
|
| 15 |
+
2024-01-22,0.014189960118574887
|
| 16 |
+
2024-01-23,-0.001969326957455536
|
| 17 |
+
2024-01-24,0.01816342491338215
|
| 18 |
+
2024-01-25,-0.00804866979758562
|
| 19 |
+
2024-01-26,0.006069230689753652
|
| 20 |
+
2024-01-29,0.012646532146563276
|
| 21 |
+
2024-01-30,0.008428687359174548
|
| 22 |
+
2024-01-31,-0.012042112955349276
|
| 23 |
+
2024-02-01,0.00534970533342032
|
| 24 |
+
2024-02-02,0.018751816459272222
|
| 25 |
+
2024-02-05,0.01231092208022181
|
| 26 |
+
2024-02-06,0.003923151138816568
|
| 27 |
+
2024-02-07,-0.010296472496056142
|
| 28 |
+
2024-02-08,0.01061273912510015
|
| 29 |
+
2024-02-09,-0.012263616106792241
|
| 30 |
+
2024-02-12,-0.0004675786324257416
|
| 31 |
+
2024-02-13,-0.024102697780691736
|
| 32 |
+
2024-02-14,0.015079435274385322
|
| 33 |
+
2024-02-15,0.011931496688084816
|
| 34 |
+
2024-02-16,0.007878057809770973
|
| 35 |
+
2024-02-19,0.0077495801992863034
|
| 36 |
+
2024-02-20,-0.02231715181398306
|
| 37 |
+
2024-02-21,0.014655240923622947
|
| 38 |
+
2024-02-22,0.013642491080669486
|
| 39 |
+
2024-02-23,0.005462731545804221
|
| 40 |
+
2024-02-26,0.00918702638822675
|
| 41 |
+
2024-02-27,-0.030809026657441577
|
| 42 |
+
2024-02-28,0.007418167340851029
|
| 43 |
+
2024-02-29,-0.004536628485802261
|
| 44 |
+
2024-03-01,0.005842161632601388
|
| 45 |
+
2024-03-04,-0.0035017883516061145
|
| 46 |
+
2024-03-05,-0.01924626456119301
|
| 47 |
+
2024-03-06,0.031287725315054825
|
| 48 |
+
2024-03-07,-0.003855301390424594
|
| 49 |
+
2024-03-08,-0.004469233374881981
|
| 50 |
+
2024-03-11,-0.012805864881987462
|
| 51 |
+
2024-03-12,0.008029962586150534
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| 52 |
+
2024-03-13,-0.0028710589017850287
|
| 53 |
+
2024-03-14,-0.0060838729772330485
|
| 54 |
+
2024-03-15,-0.0106559183585758
|
| 55 |
+
2024-03-18,0.010748948429444587
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| 56 |
+
2024-03-19,-0.007446898784937743
|
| 57 |
+
2024-03-20,-0.002658030734725405
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| 58 |
+
2024-03-21,0.019884436392242886
|
| 59 |
+
2024-03-22,-0.005576073077709978
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| 60 |
+
2024-03-25,0.0015513694400143285
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| 61 |
+
2024-03-26,0.039755009705603556
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| 62 |
+
2024-03-27,-0.007181572261608622
|
| 63 |
+
2024-03-28,-0.02947119207342692
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| 64 |
+
2024-04-02,-0.0032395642431963913
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| 65 |
+
2024-04-03,0.013123970273168013
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| 66 |
+
2024-04-04,-0.012379881214021199
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| 67 |
+
2024-04-05,0.014551500346669459
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| 68 |
+
2024-04-08,0.03965882430682561
|
| 69 |
+
2024-04-09,0.003712258168719504
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| 70 |
+
2024-04-10,0.002963613913158027
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| 71 |
+
2024-04-11,0.01080269143285151
|
| 72 |
+
2024-04-12,-0.007042870317303432
|
| 73 |
+
2024-04-15,0.009747123679284377
|
| 74 |
+
2024-04-16,-0.019139692428635523
|
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2026-01-02,-0.004847160401127983
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2026-01-21,0.004741738377007428
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2026-01-29,-0.007269879860911973
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2026-01-30,0.003421148353428198
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2026-02-02,0.007974123922327561
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2026-02-03,-0.0022641721911214456
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2026-02-04,-0.004026109115214605
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2026-02-09,0.09959516187323561
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2026-02-10,0.009949952916527977
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2026-02-11,-3.837434599230743e-07
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2026-02-12,-0.012336959375570448
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2026-02-13,0.005424671935156948
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2026-02-16,-0.0015407942451041146
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2026-02-17,0.0022140989393237623
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2026-02-18,0.00023639474912147125
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2026-02-19,0.0007357251618399916
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| 547 |
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2026-02-20,-0.0009721609127299805
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2026-02-23,-0.003563336701655102
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2026-02-24,0.002064854935518453
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2026-02-25,0.0035156780797331337
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2026-02-26,-0.0023710273588854456
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| 552 |
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2026-02-27,0.00012884921589607296
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| 553 |
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2026-03-02,0.0006718252444592953
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| 554 |
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2026-03-03,-0.002535722955808872
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| 555 |
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2026-03-04,-0.0009420718863370888
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| 556 |
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2026-03-05,0.005202765525664184
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| 557 |
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2026-03-06,-0.0009587015059570774
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| 558 |
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2026-03-09,-0.004799993717191241
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| 559 |
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2026-03-10,0.004831993797376095
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| 560 |
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2026-03-11,-0.0019199883316499695
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| 561 |
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2026-03-12,0.0004812375510247339
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| 562 |
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2026-03-13,-0.0041602955051745555
|
portfolio_output.csv
ADDED
|
@@ -0,0 +1,5 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
Friendly name,Ticker,cumulated_qte,average_entry,last_price,invested_amount,market_value,unrealized_pnl,cumulative_realized_pnl,total_pnl,weight,asset_concentration_flag,stressed_price,stressed_value,stress_test_loss
|
| 2 |
+
InPost,INPST.AS,105.49,13.27281543274244,15.039999961853027,1400.1493,1586.5695959758757,186.42029597587566,0.0,186.42029597587566,0.7247963047279212,True,12.783999967575072,1348.5841565794942,-237.98543939638148
|
| 3 |
+
iShares NASDAQ 100,SXRV.DE,0.49,1085.3192307692307,1226.199951171875,531.806423076923,600.8379760742188,69.03155299729576,176.14842307692325,245.179976074219,0.27448221994380045,False,1042.2699584960938,510.71227966308595,-90.12569641113282
|
| 4 |
+
WisdomTree Japan Equity,WTIF.DE,0.019999999999999574,34.5717437834435,48.33000183105469,0.6914348756688553,0.9666000366210732,0.2751651609522179,196.4296348756688,196.704800036621,0.00044157415878243005,False,41.080501556396484,0.8216100311279122,-0.144990005493161
|
| 5 |
+
iShares S&P 500 Communication,IU5C.DE,0.05000000000000426,10.946324132786273,12.253999710083008,0.5473162066393603,0.6126999855042027,0.06538377886484237,37.767316206639336,37.83269998550418,0.0002799011694959075,False,10.415899753570557,0.5207949876785722,-0.09190499782563044
|
risk_metrics_output.csv
ADDED
|
@@ -0,0 +1,7 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
Metric,Value
|
| 2 |
+
Mean daily return,0.000688
|
| 3 |
+
Daily volatility,0.019418
|
| 4 |
+
Annualized volatility,0.3083
|
| 5 |
+
Worst daily return,-0.096882
|
| 6 |
+
Best daily return,0.207071
|
| 7 |
+
"Sharpe ratio (approx., rf=0)",0.5622
|