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Portfolio Ref: EQ3515LS1M
Performance in the last:
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1D 0.0 %
1W -2.8 %
2W 0.4 %
1M 6.1 %
3M -3.1 %
6M 8.7 %
9M -6.5 %
1Y -81.9 %
Alpha
-97.3%
Beta
0.69
sharpe-R
-0.94
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:01:06
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
RGNX REGENXBIO Inc. Equity Buy 16.74% -9.54%
HROW Harrow Health, Inc. Equity Sell -6.8% 5.79%
The percentage of cash held in the portfolio is: 90.06%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RGNX REGENXBIO Inc. Buy 16.74% -9.54%
HROW Harrow Health, Inc. Sell -6.8% 5.79%
The percentage of cash held in the portfolio is: 90.06%
New Assets Added
None
Assets Removed
Asset Action Perf %
HAE Buy All 15.19%
MD Sell All 0.36%
ORGO Sell All 11.11%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
MD Pediatrix Medical Group, Inc. Buy 11.89% 3.36%
ORGO Organogenesis Holdings Inc. Buy 12.16% 10.51%
RGNX REGENXBIO Inc. Buy 16.78% -9.29%
HAE Haemonetics Corporation Sell -6.13% 15.29%
HROW Harrow Health, Inc. Sell -7.13% 1.18%
The percentage of cash held in the portfolio is: 72.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
ACRS Sell All -12%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
ACRS Aclaris Therapeutics, Inc. Buy 10.18% -13.2%
MD Pediatrix Medical Group, Inc. Buy 11.72% 1.79%
ORGO Organogenesis Holdings Inc. Buy 12.11% 9.91%
RGNX REGENXBIO Inc. Buy 16.53% -10.78%
HAE Haemonetics Corporation Sell -6.04% 16.62%
HROW Harrow Health, Inc. Sell -6.7% 7.28%
The percentage of cash held in the portfolio is: 62.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
AXGN Sell All -2.52%
Assets Rebalanced
None
2025-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXGN AxoGen, Inc. Buy 11.01% -2.9%
ACRS Aclaris Therapeutics, Inc. Buy 11.03% -4.4%
MD Pediatrix Medical Group, Inc. Buy 11.31% -0.14%
ORGO Organogenesis Holdings Inc. Buy 11.62% 7.21%
RGNX REGENXBIO Inc. Buy 17.82% -2.23%
HAE Haemonetics Corporation Sell -5.87% 17.53%
HROW Harrow Health, Inc. Sell -7.05% 0.9%
The percentage of cash held in the portfolio is: 50.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
INSM Sell All 13.33%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
AXGN AxoGen, Inc. Buy 11.01% -1.59%
INSM Insmed Incorporated Buy 11.65% 15.99%
ACRS Aclaris Therapeutics, Inc. Buy 11.34% -0.4%
MD Pediatrix Medical Group, Inc. Buy 10.88% -2.64%
ORGO Organogenesis Holdings Inc. Buy 11.11% 3.9%
RGNX REGENXBIO Inc. Buy 18.3% 1.73%
HAE Haemonetics Corporation Sell -5.67% 19.3%
HROW Harrow Health, Inc. Sell -6.74% 3.96%
The percentage of cash held in the portfolio is: 38.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
ORMP Buy All 8.82%
AORT Sell All 1.06%
MDXG Sell All -5.78%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
AORT Artivion, Inc. Buy 11.13% 3.44%
AXGN AxoGen, Inc. Buy 11.13% 0.44%
INSM Insmed Incorporated Buy 11.66% 17.19%
ACRS Aclaris Therapeutics, Inc. Buy 10.96% -2.8%
MD Pediatrix Medical Group, Inc. Buy 10.84% -2.14%
MDXG MiMedx Group, Inc. Buy 10.95% -3.63%
ORGO Organogenesis Holdings Inc. Buy 11.29% 6.61%
RGNX REGENXBIO Inc. Buy 18.61% 4.46%
ORMP Oramed Pharmaceuticals Inc. Sell -4.92% 7.14%
HAE Haemonetics Corporation Sell -5.96% 14.33%
HROW Harrow Health, Inc. Sell -6.68% 3.87%
The percentage of cash held in the portfolio is: 20.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
FATE Buy All 20%
NUTX Sell All 54.16%
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

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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