DECEMBER
+1.12%
2024
-1.59%
2 YEARS
+19.02%
5 YEARS
+48.69%
ANNUALIZED RETURN
+8.09%
TRACK RECORD
5.3 years
About U-optimize
AlphaHack is a research company that has been contributing to the development and evolution of quality investing for over a decade. The founders established the company's core philosophy during their time managing institutional money, where they oversaw assets worth almost $1.3 billion.
U-Optimize, is a unique investment opportunity that combines systematic macro forecasting with a bottom-up approach to run long-short portfolios. Portfolio automatically adjusts to different economic cycles, thereby improving risk-adjusted returns in the long run and minimizing drawdowns during severe recessions and bear markets.
This investment approach may provide investors with the potential to generate positive returns regardless of the overall market direction, making it a valuable addition to any diversified investment portfolio. Furthermore, the systematic nature of U-Optimize means that it is not reliant on the opinions of individual fund managers.
The minimum investment is $500.
U-Optimize, is a unique investment opportunity that combines systematic macro forecasting with a bottom-up approach to run long-short portfolios. Portfolio automatically adjusts to different economic cycles, thereby improving risk-adjusted returns in the long run and minimizing drawdowns during severe recessions and bear markets.
This investment approach may provide investors with the potential to generate positive returns regardless of the overall market direction, making it a valuable addition to any diversified investment portfolio. Furthermore, the systematic nature of U-Optimize means that it is not reliant on the opinions of individual fund managers.
The minimum investment is $500.
Smart Portfolio Stats
Type
Smart Portfolio
Copiers
364
Assets Under Copy
$300K-$1M
Risk Score
3
Type
Smart Portfolio
Copiers
364
Assets Under Copy
$300K-$1M
Risk Score
3
Trades
Most Traded
Win Rate
Trade Stats
Average Profit: -3.71%
Average Duration: 65 days
Long Positions: 33%
Average Leverage: 1x
Trades during December 2024
| Instrument | Profit | Duration | Closed | Open Rate | Close Rate | Since Closed |
|---|---|---|---|---|---|---|
SELL CTLT | -7.06% | 1 month | 22 days ago | $59.3208 | $63.51 | -0.02% |
SELL CTLT | -7.3% | 1 month | 22 days ago | $59.191 | $63.51 | -0.02% |
SELL VFC | -16.36% | 29 days | 27 days ago | $19.7703 | $23.0045 | -6.71% |
BUY DXCM | +12.62% | 4 months | 1 month ago | $70.61 | $79.52 | -2.2% |
BUY DXCM | +12.35% | 4 months | 1 month ago | $70.77 | $79.51 | -2.19% |
SELL VFC | -16.51% | 18 days | 1 month ago | $18.9016 | $22.023 | -2.56% |
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-23.52% | Jan 2022 | Mar 2023 | 14 |
-9.19% | Jan 2020 | Nov 2020 | 10 |
-5.91% | Aug 2023 | Nov 2023 | 3 |
-4.96% | Sep 2021 | Oct 2021 | 1 |
-4.1% | Jan 2021 | Mar 2021 | 2 |
-3.41% | May 2024 | - | 8 |
-3.24% | Jan 2024 | Apr 2024 | 3 |
-1.68% | Apr 2023 | Jun 2023 | 2 |
-0.29% | Nov 2021 | Dec 2021 | 1 |
Performance Metrics
Score 4.4/10
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
0.45
0.45
0
0.5
1
1.5
1.5
Sortino Ratio
0.73
0.73
0
1
2
3
3
Jensen's Alpha
-0.75
-0.75
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Beta
0.6
0.6
0
0.8
1.2
0
2
Sharpe Ratio
0.45
0.45
0
0.5
1
1.5
1.5
Sortino Ratio
0.73
0.73
0
1
2
3
3
Jensen's Alpha
-0.75
-0.75
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
0.91
0.91
0
0.75
1.25
2
2
Information Ratio
-0.46
-0.46
-1
0.3
0.6
1
1
Calmar Ratio
0.35
0.35
0
0.3
0.6
1
1
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash31.09%
- 💰 Finance18.01%
- 🛠️ Producer Manufacturing8.31%
- 🧬 Health Technology6.56%
- 💼 Commercial Services6.54%
- 🚗 Consumer Durables5.94%
- 🍞 Consumer Non Durables5.8%
- ⛏️ Energy Minerals4.43%
- 🧪 Process Industries3.03%
- 💻 Electronic Technology2.95%
- 🚚 Transportation2.78%
- 🖥️ Technology Services2.69%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE46.45%
- 🇺🇸 Nasdaq20.59%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States67.03%
Dividends
Dividend Yield
1.51%
22 out of 28 instruments pay dividend.
2 dividend payments in the next 30 days.
Highest Dividend: $PFE (6.4%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 BXP | 0.16% | 5.58% | $3.92 |
 TFC | 0.13% | 4.74% | $2.08 |
 EXR | 0.13% | 4.35% | $6.48 |
 HAS | 0.12% | 3.71% | $2.8 |
 TSN | 0.11% | 3.57% | $1.96 |
 PFE | 0.1% | 6.4% | $1.66 |
 FMC | 0.09% | 4.34% | $2.32 |
 WY | 0.08% | 2.76% | $0.78 |
 JNJ | 0.08% | 3.43% | $4.81 |
 MMM | 0.07% | 2.63% | $5.21 |
 CHRW | 0.07% | 2.39% | $2.44 |
 COP | 0.07% | 2.97% | $3.25 |
 CMI | 0.05% | 1.92% | $6.72 |
 MAS | 0.04% | 1.53% | $1.15 |
 OXY | 0.04% | 1.69% | $0.8 |
 COF | 0.03% | 1.3% | $2.4 |
 NDAQ | 0.03% | 1.23% | $0.9 |
 GM | 0.03% | 0.94% | $0.42 |
 SPGI | 0.02% | 0.75% | $3.62 |
 EFX | 0.02% | 0.62% | $1.56 |
 ALB | 0.01% | 1.74% | $1.6 |
 MKTX | 0.01% | 1.37% | $2.92 |
Next Dividends
Instrument | Type | Date | Pay Per Share |
|---|---|---|---|
FMC | Pay Day | Jan 16 | $0.58 |
PFE | Ex-Dividend | Jan 24 | $0.43 |
BXP | Pay Day | Jan 30 | $0.98 |
JNJ | Ex-Dividend | Feb 18 | $1.24 |
TSN | Ex-Dividend | Feb 28 | $0.50 |
JNJ | Pay Day | Mar 4 | $1.24 |
PFE | Pay Day | Mar 7 | $0.43 |
TSN | Pay Day | Mar 14 | $0.50 |
Monthly Returns
Copy Trading does not amount to investment advice. The value of your investments may go up or down. Your capital is at risk. Past performance is not an indication of future results