TradingAlgo Mosaic
Italy40 Weekly Report
Benchmark: EWI
Current Selection
| Ticker | Name | Sector | Industry | Entry Price | Held Since | Open P&L % |
|---|---|---|---|---|---|---|
| STMMI.MI | STMICROELECTRONICS | Technology | Semiconductors | 62.73 | 2026-06-05 | -1.13% |
| SPM.MI | SAIPEM | Energy | Oil & Gas Equipment & Services | 4.40 | 2026-06-05 | 0.20% |
| PRY.MI | PRYSMIAN | Industrials | Electrical Equipment & Parts | 149.80 | 2026-05-22 | -9.85% |
| BPE.MI | BPER BANCA | Financial Services | Banks - Regional | 13.98 | 2026-07-10 | 0.00% |
| IG.MI | ITALGAS | Utilities | Utilities - Regulated Gas | 9.92 | 2026-07-10 | 0.00% |
Weekly Changes
Equity, Drawdown & Exposure
Equity / Drawdown / Exposure
Performance Table
| Metric | Long | Long + Hedge | Benchmark |
|---|---|---|---|
| CAGR | 46.99% | 42.35% | 31.02% |
| MaxDD | -15.97% | -15.93% | -11.56% |
| Sharpe | 1.92 | 1.87 | 1.54 |
| Information Ratio | 0.70 | 0.47 | - |
Month / Year Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year Total | Benchmark | Excess |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.27% | 9.90% | 9.81% | -2.55% | 7.42% | -5.62% | 4.43% | -0.94% | 1.48% | -0.11% | 3.04% | 5.22% | 35.91% | 11.46% | 24.45% |
| 2025 | 4.74% | 8.99% | 4.37% | 1.86% | 15.97% | 2.73% | 4.34% | 11.17% | 7.88% | -2.62% | -7.07% | 2.65% | 68.09% | 56.29% | 11.80% |
| 2026 | 3.77% | 5.13% | -5.07% | 10.27% | 1.14% | 0.92% | -0.89% | - | - | - | - | - | 15.52% | 13.12% | 2.40% |