Long: 36.6% (v 32.4%)
Short: 20.6% (v 12.6%)
This data is updated weekly and can be found on 'Performance/Portfolio' menu tab on the website. As always the total gain/loss (both dollars and percentages) only apply to the open portion of the position; it is does not apply to portions of the position sold earlier.
(click to enlarge)
2 comments:
With all due respect aren't you skewing up your beta with such a preponderance to short real estate?
It just seems like you're over exposing your beta through system risk (Malkiel Random Walk...p.221).
I see your hedged in that you have twice as much long exposure as short. CRE has been strong, what, other than the facts, do you see as a catalyst for it to drop near term? LOL.
Good article on ZeroHedge today on CRE and Cohen & Steers "reverse equity conspiracy" allegedly using Merrill as the go between.
Tell me what to short Keith
Everything is "golden" right now
I just put the SLG and PLD back on high gear Thursday and immediately got skewered. Two of the 5 positions are very minor at 0.4% type of stakes.
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