1D | 0.1 % |
1W | 4.3 % |
2W | 0.4 % |
1M | 0.4 % |
3M | -2.4 % |
6M | -3.7 % |
9M | 1.5 % |
1Y | 2.9 % |
Alpha
-13.9%
|
Beta
0.75
|
sharpe-R
0.26
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:41 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -16.99% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Health Care sector. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
AGEN Agenus Inc. | Equity | Buy | 10.94% | 13.89% | 2024-08-23 | ||
AADI Aadi Bioscience, Inc. | Equity | Buy | 10.08% | 5.14% | 2024-08-27 | ||
PODD Insulet Corporation | Equity | Buy | 11.97% | 15.22% | 2024-08-29 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 8.89% | -2.73% | 2024-09-04 | ||
NVCR NovoCure Limited | Equity | Buy | 8.84% | -0.17% | 2024-09-06 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 8.9% | 6.04% | 2024-09-09 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AGEN Agenus Inc. | Buy | 10.73% | 11.15% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.35% | 7.43% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.95% | 14.42% | 2024-08-29 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.83% | -3.83% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 8.86% | -0.5% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 8.72% | 3.45% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
APLS | Sell All | -8.89% |
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.85% | -1.69% | 2024-08-22 |
AGEN Agenus Inc. | Buy | 10% | -0.18% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.17% | 1.71% | 2024-08-27 |
PODD Insulet Corporation | Buy | 12% | 10.8% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 12.74% | 33.75% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.01% | -5.46% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 8.65% | -6.37% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 8.77% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
CARA | Sell All | -18.08% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.04% | 0.21% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.06% | -9.62% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.4% | -6.22% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.34% | 3.43% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.62% | 7.2% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 12.77% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.85% | -7.1% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 8.5% | -7.98% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 8.81% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.48% | 3% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.56% | -6.12% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.21% | -9.51% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.62% | 4.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.56% | 5.05% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 11.07% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.73% | -9.84% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.1% | -3.01% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 8.78% | -6.48% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 8.89% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ORGO | Sell All | -12.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10% | -1.42% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.46% | -6.71% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.5% | -6.41% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.27% | -8.59% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.41% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.6% | 5.72% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 9.98% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.07% | -6.01% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.35% | 0% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 9.35% | 0% | 2024-09-06 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.61% | -5.21% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.67% | -4.59% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.52% | -6.12% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 8.99% | -11.33% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 10.41% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.4% | 3.96% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 10.1% | 4.69% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.59% | -0.55% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.35% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CERS | Sell All | -11.34% |
EGRX | Sell All | -11.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.85% | -2.65% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.76% | -3.53% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.77% | -3.5% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.16% | -9.51% | 2024-08-23 |
CERS Cerus Corporation | Buy | 9.29% | -7.98% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 10.04% | -0.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 11.07% | 1.11% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 9.81% | -10.38% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 9.62% | 0% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.62% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
ARDX | Sell All | -11.62% |
NEOG | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 9.42% | -3.45% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.34% | -4.2% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 10.1% | 3.53% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.13% | 3.79% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.11% | -6.58% | 2024-08-23 |
CERS Cerus Corporation | Buy | 9.16% | -5.88% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 9.35% | -4% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 10.3% | -2.15% | 2024-08-28 |
PODD Insulet Corporation | Buy | 10.55% | 0% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 10.55% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 9.33% | -2.35% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.49% | -0.64% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.93% | 3.89% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.01% | 4.66% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.84% | 2.93% | 2024-08-23 |
CERS Cerus Corporation | Buy | 9.3% | -2.52% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 9.16% | -4% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 10.32% | 0% | 2024-08-28 |
Asset | Action | Perf % |
---|---|---|
CYH | Sell All | 4.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CYH Community Health Systems, Inc. | Buy | 11.75% | 6.09% | 2024-07-29 |
ARDX Ardelyx, Inc. | Buy | 9.28% | -0.94% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.36% | -0.05% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 10.03% | 7.07% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.11% | 7.87% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 10.06% | 7.31% | 2024-08-23 |
CERS Cerus Corporation | Buy | 9.35% | 0% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 9.35% | 0% | 2024-08-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CYH Community Health Systems, Inc. | Buy | 11.05% | -4.32% | 2024-07-29 |
ARDX Ardelyx, Inc. | Buy | 9.27% | -5.02% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.59% | -1.79% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.49% | -2.83% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.77% | 0% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.77% | 0% | 2024-08-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CYH Community Health Systems, Inc. | Buy | 11.08% | -2.95% | 2024-07-29 |
ARDX Ardelyx, Inc. | Buy | 9.66% | 0% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 9.66% | 0% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 9.66% | 0% | 2024-08-22 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CYH Community Health Systems, Inc. | Buy | 11.22% | -1.57% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
RCM | Sell All | 7.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RCM R1 RCM Inc. | Buy | 9.31% | 7.37% | 2024-07-18 |
CYH Community Health Systems, Inc. | Buy | 10.88% | -4.91% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
OPK | Sell All | 13.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OPK OPKO Health, Inc. | Buy | 8.58% | -3.03% | 2024-07-11 |
RCM R1 RCM Inc. | Buy | 9.46% | 7.14% | 2024-07-18 |
CYH Community Health Systems, Inc. | Buy | 10.76% | -7.66% | 2024-07-29 |
Asset | Action | Perf % |
---|---|---|
RMD | Sell All | 1.39% |