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Portfolio Ref: EQ3515LS1M
Performance in the last:
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1D -1.5 %
1W -7.8 %
2W 4.5 %
1M 18.5 %
3M 10.3 %
6M -2.7 %
9M -81.7 %
1Y -78.9 %
Alpha
-101.6%
Beta
0.76
sharpe-R
-0.9
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.45
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-11-21 08:30:36
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -86.36%
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..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Asset Class Action Weight PnL
CDMO Avid Bioservices, Inc. Equity Buy 12.16% 17.95%
HCSG Healthcare Services Group, Inc. Equity Buy 10.47% 4.02%
NEOG Neogen Corporation Equity Buy 12.17% 3.91%
ITGR Integer Holdings Corporation Equity Buy 28.1% -2.48%
CUTR Cutera, Inc. Equity Sell -2.17% 46.43%
AMPH Amphastar Pharmaceuticals, Inc. Equity Sell -7.29% 4.34%
TNDM Tandem Diabetes Care, Inc. Equity Sell -6.95% 1.47%
KIDS OrthoPediatrics Corp. Equity Sell -7% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Equity Sell -5.79% 17.98%
The percentage of cash held in the portfolio is: 66.29%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDMO Avid Bioservices, Inc. Buy 12.02% 17.66%
HCSG Healthcare Services Group, Inc. Buy 10.36% 3.74%
NEOG Neogen Corporation Buy 12.22% 5.23%
ITGR Integer Holdings Corporation Buy 27.9% -2.37%
CUTR Cutera, Inc. Sell -2.15% 46.43%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.15% 5.36%
TNDM Tandem Diabetes Care, Inc. Sell -6.37% 8.92%
KIDS OrthoPediatrics Corp. Sell -6.62% 5.44%
ENTA Enanta Pharmaceuticals, Inc. Sell -5.95% 14.91%
The percentage of cash held in the portfolio is: 65.74%
New Assets Added
None
Assets Removed
Asset Action Perf %
MGNX Sell All -10.08%
MDRX Sell All -7.2%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDMO Avid Bioservices, Inc. Buy 11.94% 17.18%
HCSG Healthcare Services Group, Inc. Buy 10.49% 5.39%
NEOG Neogen Corporation Buy 11.79% 1.81%
MGNX MacroGenics, Inc. Buy 9.2% -7.75%
ITGR Integer Holdings Corporation Buy 27.75% -2.62%
MDRX Allscripts Healthcare Solutions, Inc. Buy 13.96% -5.24%
CUTR Cutera, Inc. Sell -2.29% 42.86%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.29% 3.21%
TNDM Tandem Diabetes Care, Inc. Sell -6.23% 10.65%
KIDS OrthoPediatrics Corp. Sell -6.22% 10.85%
ENTA Enanta Pharmaceuticals, Inc. Sell -6.01% 13.91%
The percentage of cash held in the portfolio is: 42.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
RGEN Sell All -17.11%
VREX Sell All 13.22%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
VREX Varex Imaging Corporation Buy 10.67% 12.89%
CDMO Avid Bioservices, Inc. Buy 11.51% 15.15%
HCSG Healthcare Services Group, Inc. Buy 10.64% 8.95%
NEOG Neogen Corporation Buy 11.6% 2.09%
MGNX MacroGenics, Inc. Buy 9.63% -1.55%
ITGR Integer Holdings Corporation Buy 27.55% -1.41%
MDRX Allscripts Healthcare Solutions, Inc. Buy 13.89% -3.91%
RGEN Repligen Corporation Buy 10.96% -5.34%
CUTR Cutera, Inc. Sell -2.31% 41.07%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.22% 2.23%
TNDM Tandem Diabetes Care, Inc. Sell -6.39% 6.57%
KIDS OrthoPediatrics Corp. Sell -6.04% 11.78%
ENTA Enanta Pharmaceuticals, Inc. Sell -6.26% 8.49%
The percentage of cash held in the portfolio is: 21.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
NUTX Sell All 26.23%
ALT Sell All -10.91%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
VREX Varex Imaging Corporation Buy 10.56% 15.04%
NUTX Nutex Health Inc. Buy 12.35% 31.39%
CDMO Avid Bioservices, Inc. Buy 11.43% 17.76%
HCSG Healthcare Services Group, Inc. Buy 10.56% 11.32%
NEOG Neogen Corporation Buy 11.68% 5.86%
MGNX MacroGenics, Inc. Buy 9.26% -2.58%
ITGR Integer Holdings Corporation Buy 27.3% 0.58%
MDRX Allscripts Healthcare Solutions, Inc. Buy 13.91% -0.89%
ALT Altimmune, Inc. Buy 8.22% 0.32%
RGEN Repligen Corporation Buy 11.25% 0%
CUTR Cutera, Inc. Sell -2.45% 35.71%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.08% 1.32%
TNDM Tandem Diabetes Care, Inc. Sell -6.44% 3.04%
KIDS OrthoPediatrics Corp. Sell -6.27% 5.68%
ENTA Enanta Pharmaceuticals, Inc. Sell -6.26% 5.78%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • RGEN
Assets Removed
Asset Action Perf %
ARWR Sell All 11.73%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.91% 11.11%
VREX Varex Imaging Corporation Buy 10.63% 18.26%
NUTX Nutex Health Inc. Buy 13.93% 51.33%
CDMO Avid Bioservices, Inc. Buy 11.22% 18.05%
HCSG Healthcare Services Group, Inc. Buy 10.55% 13.61%
NEOG Neogen Corporation Buy 11.56% 6.97%
MGNX MacroGenics, Inc. Buy 9.86% 5.94%
ITGR Integer Holdings Corporation Buy 26.6% 0.1%
MDRX Allscripts Healthcare Solutions, Inc. Buy 13.57% -1.24%
ALT Altimmune, Inc. Buy 8.02% 0%
CUTR Cutera, Inc. Sell -2.6% 30.36%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.27% -3.51%
TNDM Tandem Diabetes Care, Inc. Sell -6.61% -1.63%
KIDS OrthoPediatrics Corp. Sell -6.08% 6.53%
ENTA Enanta Pharmaceuticals, Inc. Sell -6.27% 3.7%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ALT
Assets Removed
Asset Action Perf %
IOVA Sell All -12.15%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARWR Arrowhead Pharmaceuticals, Inc. Buy 11.24% 13.48%
VREX Varex Imaging Corporation Buy 10.94% 20.74%
NUTX Nutex Health Inc. Buy 10.44% 12.45%
CDMO Avid Bioservices, Inc. Buy 11.34% 18.24%
IOVA Iovance Biotherapeutics, Inc. Buy 8.92% -3.45%
HCSG Healthcare Services Group, Inc. Buy 10.44% 11.51%
NEOG Neogen Corporation Buy 12.46% 14.37%
MGNX MacroGenics, Inc. Buy 10.65% 13.44%
ITGR Integer Holdings Corporation Buy 27.35% 2%
MDRX Allscripts Healthcare Solutions, Inc. Buy 13.86% 0%
CUTR Cutera, Inc. Sell -2.62% 30.36%
AMPH Amphastar Pharmaceuticals, Inc. Sell -7.47% -5.38%
TNDM Tandem Diabetes Care, Inc. Sell -6.73% -2.52%
KIDS OrthoPediatrics Corp. Sell -6.38% 2.88%
ENTA Enanta Pharmaceuticals, Inc. Sell -6.45% 1.81%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MDRX
Assets Removed
Asset Action Perf %
VCEL Sell All 34.9%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

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