1D | 3.5 % |
1W | 3.1 % |
2W | -2.0 % |
1M | -4.1 % |
3M | -12.1 % |
6M | -83.8 % |
9M | -83.2 % |
1Y | -83.6 % |
Alpha
-101.7%
|
Beta
0.73
|
sharpe-R
-0.95
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:53:49 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -86.08% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 15.
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 |
---|---|---|---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Equity | Buy | 9.84% | -5.61% | 2024-08-22 | ||
AGEN Agenus Inc. | Equity | Buy | 11.93% | 14.44% | 2024-08-23 | ||
AADI Aadi Bioscience, Inc. | Equity | Buy | 12.34% | 2.86% | 2024-08-27 | ||
PODD Insulet Corporation | Equity | Buy | 22.36% | 14.41% | 2024-08-29 | ||
TVTX Travere Therapeutics, Inc. | Equity | Buy | 8.48% | 40.42% | 2024-09-04 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 6.3% | 4.37% | 2024-09-04 | ||
NVCR NovoCure Limited | Equity | Buy | 20.34% | 2.88% | 2024-09-06 | ||
MYGN Myriad Genetics, Inc. | Equity | Buy | 9.32% | 2.3% | 2024-09-09 | ||
CDMO Avid Bioservices, Inc. | Equity | Sell | -6.71% | -5.48% | 2024-08-26 | ||
STAA STAAR Surgical Company | Equity | Sell | -6.29% | -0.03% | 2024-08-28 | ||
AVXL Anavex Life Sciences Corp. | Equity | Sell | -5.33% | 9.69% | 2024-08-29 | ||
VREX Varex Imaging Corporation | Equity | Sell | -5.86% | -1.03% | 2024-09-05 | ||
CERS Cerus Corporation | Equity | Sell | -5.69% | 1.9% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.62% | -1.69% | 2024-08-22 |
AGEN Agenus Inc. | Buy | 10.79% | -0.18% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 12.65% | 1.71% | 2024-08-27 |
PODD Insulet Corporation | Buy | 22.45% | 10.8% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 8.37% | 33.75% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.92% | -5.46% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 19.19% | -6.37% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.47% | 0.26% | 2024-09-09 |
CDMO Avid Bioservices, Inc. | Sell | -6.54% | 0.85% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -6.07% | 6.89% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.21% | 14.88% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -5.84% | 2.99% | 2024-09-05 |
CERS Cerus Corporation | Sell | -5.85% | 2.84% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CARA | Sell All | -18.08% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.72% | 0.21% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 9.67% | -9.62% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 10.03% | -6.22% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 12.73% | 3.43% | 2024-08-27 |
PODD Insulet Corporation | Buy | 21.5% | 7.2% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 8.29% | 33.96% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.75% | -7.1% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 18.67% | -7.98% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.41% | 0.63% | 2024-09-09 |
CDMO Avid Bioservices, Inc. | Sell | -5.52% | 15.41% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -5.99% | 7.17% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.31% | 12.41% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -5.21% | 12.56% | 2024-09-05 |
CERS Cerus Corporation | Sell | -5.7% | 4.27% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 11.15% | 3% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.17% | -6.12% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.8% | -9.51% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 13.03% | 4.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 21.32% | 5.05% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 7.17% | 14.37% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.65% | -9.84% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 19.93% | -3.01% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 19.2% | -6.48% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.46% | 0% | 2024-09-09 |
CDMO Avid Bioservices, Inc. | Sell | -5.51% | 16.54% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -6.28% | 3.86% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.37% | 12.41% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -5.95% | 1.28% | 2024-09-05 |
CERS Cerus Corporation | Sell | -5.77% | 4.27% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
ORGO | Sell All | -12.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.59% | -1.42% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 10.03% | -6.71% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.06% | -6.41% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.83% | -8.59% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 12.72% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 21.31% | 5.72% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 6.44% | 3.44% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.85% | -6.01% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 20.4% | 0% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 20.39% | 0% | 2024-09-06 |
CDMO Avid Bioservices, Inc. | Sell | -5.58% | 14.93% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -6.25% | 3.61% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.76% | 5.44% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -6.12% | -2.31% | 2024-09-05 |
CERS Cerus Corporation | Sell | -5.9% | 1.42% | 2024-09-05 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 10.25% | -5.21% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 10.31% | -4.59% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.15% | -6.12% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.59% | -11.33% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 12.8% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 21.08% | 3.96% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 6.55% | 4.69% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 6.23% | -0.55% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 20.52% | 0% | 2024-09-05 |
CDMO Avid Bioservices, Inc. | Sell | -5.76% | 12.67% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -6.35% | 2.72% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.85% | 4.42% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -6.02% | 0% | 2024-09-05 |
CERS Cerus Corporation | Sell | -6.02% | 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 | 10.53% | -2.65% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 10.44% | -3.53% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 10.45% | -3.5% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 9.8% | -9.51% | 2024-08-23 |
CERS Cerus Corporation | Buy | 11.46% | -7.98% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 12.38% | -0.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 20.52% | 1.11% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 18.18% | -10.38% | 2024-08-29 |
TVTX Travere Therapeutics, Inc. | Buy | 6.27% | 0% | 2024-09-04 |
ESPR Esperion Therapeutics, Inc. | Buy | 6.27% | 0% | 2024-09-04 |
CDMO Avid Bioservices, Inc. | Sell | -6.07% | 8.03% | 2024-08-26 |
STAA STAAR Surgical Company | Sell | -6.52% | 0.15% | 2024-08-28 |
AVXL Anavex Life Sciences Corp. | Sell | -5.69% | 7.14% | 2024-08-29 |
Asset | Action | Perf % |
---|---|---|
PINC | Buy All | -4.4% |
VERU | Buy All | -12.35% |
ARDX | Sell All | -11.62% |
NEOG | Sell All | -6.34% |