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Portfolio Ref: EQ3515LS1M
Performance in the last:
Follow this Portfolio
1D 0.2 %
1W 2.7 %
2W -1.8 %
1M -3.3 %
3M -11.9 %
6M -83.7 %
9M -83.2 %
1Y -82.8 %
Alpha
-101.9%
Beta
0.73
sharpe-R
-0.94
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.16
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 2024-09-18 07:49:50
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..
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
AGEN Agenus Inc. Equity Buy 11.86% 13.89%
AADI Aadi Bioscience, Inc. Equity Buy 12.59% 5.14%
PODD Insulet Corporation Equity Buy 22.49% 15.22%
ESPR Esperion Therapeutics, Inc. Equity Buy 5.86% -2.73%
NVCR NovoCure Limited Equity Buy 19.71% -0.17%
MYGN Myriad Genetics, Inc. Equity Buy 9.65% 6.04%
STAA STAAR Surgical Company Equity Sell -6.24% 0.59%
AVXL Anavex Life Sciences Corp. Equity Sell -5.47% 7.14%
VREX Varex Imaging Corporation Equity Sell -5.5% 5.04%
CERS Cerus Corporation Equity Sell -5.41% 6.64%
The percentage of cash held in the portfolio is: 40.47%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AGEN Agenus Inc. Buy 11.86% 13.89%
AADI Aadi Bioscience, Inc. Buy 12.59% 5.14%
PODD Insulet Corporation Buy 22.49% 15.22%
ESPR Esperion Therapeutics, Inc. Buy 5.86% -2.73%
NVCR NovoCure Limited Buy 19.71% -0.17%
MYGN Myriad Genetics, Inc. Buy 9.65% 6.04%
STAA STAAR Surgical Company Sell -6.24% 0.59%
AVXL Anavex Life Sciences Corp. Sell -5.47% 7.14%
VREX Varex Imaging Corporation Sell -5.5% 5.04%
CERS Cerus Corporation Sell -5.41% 6.64%
The percentage of cash held in the portfolio is: 40.47%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDMO Buy All -8.6%
Assets Rebalanced
None
2024-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
AGEN Agenus Inc. Buy 11.69% 11.15%
AADI Aadi Bioscience, Inc. Buy 12.99% 7.43%
PODD Insulet Corporation Buy 22.55% 14.42%
ESPR Esperion Therapeutics, Inc. Buy 5.85% -3.83%
NVCR NovoCure Limited Buy 19.83% -0.5%
MYGN Myriad Genetics, Inc. Buy 9.5% 3.45%
CDMO Avid Bioservices, Inc. Sell -6.84% -6.71%
STAA STAAR Surgical Company Sell -6.15% 3.06%
AVXL Anavex Life Sciences Corp. Sell -5.77% 3.06%
VREX Varex Imaging Corporation Sell -5.77% 1.45%
CERS Cerus Corporation Sell -5.71% 2.37%
The percentage of cash held in the portfolio is: 47.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
APLS Sell All -8.89%
TVTX Sell All 48.65%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 10.62% -1.69%
AGEN Agenus Inc. Buy 10.79% -0.18%
AADI Aadi Bioscience, Inc. Buy 12.65% 1.71%
PODD Insulet Corporation Buy 22.45% 10.8%
TVTX Travere Therapeutics, Inc. Buy 8.37% 33.75%
ESPR Esperion Therapeutics, Inc. Buy 5.92% -5.46%
NVCR NovoCure Limited Buy 19.19% -6.37%
MYGN Myriad Genetics, Inc. Buy 9.47% 0.26%
CDMO Avid Bioservices, Inc. Sell -6.54% 0.85%
STAA STAAR Surgical Company Sell -6.07% 6.89%
AVXL Anavex Life Sciences Corp. Sell -5.21% 14.88%
VREX Varex Imaging Corporation Sell -5.84% 2.99%
CERS Cerus Corporation Sell -5.85% 2.84%
The percentage of cash held in the portfolio is: 30.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
CARA Sell All -18.08%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 10.72% 0.21%
CARA Cara Therapeutics, Inc. Buy 9.67% -9.62%
AGEN Agenus Inc. Buy 10.03% -6.22%
AADI Aadi Bioscience, Inc. Buy 12.73% 3.43%
PODD Insulet Corporation Buy 21.5% 7.2%
TVTX Travere Therapeutics, Inc. Buy 8.29% 33.96%
ESPR Esperion Therapeutics, Inc. Buy 5.75% -7.1%
NVCR NovoCure Limited Buy 18.67% -7.98%
MYGN Myriad Genetics, Inc. Buy 9.41% 0.63%
CDMO Avid Bioservices, Inc. Sell -5.52% 15.41%
STAA STAAR Surgical Company Sell -5.99% 7.17%
AVXL Anavex Life Sciences Corp. Sell -5.31% 12.41%
VREX Varex Imaging Corporation Sell -5.21% 12.56%
CERS Cerus Corporation Sell -5.7% 4.27%
The percentage of cash held in the portfolio is: 20.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
ALDX Sell All -6.49%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 11.15% 3%
CARA Cara Therapeutics, Inc. Buy 10.17% -6.12%
AGEN Agenus Inc. Buy 9.8% -9.51%
AADI Aadi Bioscience, Inc. Buy 13.03% 4.57%
PODD Insulet Corporation Buy 21.32% 5.05%
TVTX Travere Therapeutics, Inc. Buy 7.17% 14.37%
ESPR Esperion Therapeutics, Inc. Buy 5.65% -9.84%
ALDX Aldeyra Therapeutics, Inc. Buy 19.93% -3.01%
NVCR NovoCure Limited Buy 19.2% -6.48%
MYGN Myriad Genetics, Inc. Buy 9.46% 0%
CDMO Avid Bioservices, Inc. Sell -5.51% 16.54%
STAA STAAR Surgical Company Sell -6.28% 3.86%
AVXL Anavex Life Sciences Corp. Sell -5.37% 12.41%
VREX Varex Imaging Corporation Sell -5.95% 1.28%
CERS Cerus Corporation Sell -5.77% 4.27%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
ORGO Sell All -12.72%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 10.59% -1.42%
ORGO Organogenesis Holdings Inc. Buy 10.03% -6.71%
CARA Cara Therapeutics, Inc. Buy 10.06% -6.41%
AGEN Agenus Inc. Buy 9.83% -8.59%
AADI Aadi Bioscience, Inc. Buy 12.72% 2.86%
PODD Insulet Corporation Buy 21.31% 5.72%
TVTX Travere Therapeutics, Inc. Buy 6.44% 3.44%
ESPR Esperion Therapeutics, Inc. Buy 5.85% -6.01%
ALDX Aldeyra Therapeutics, Inc. Buy 20.4% 0%
NVCR NovoCure Limited Buy 20.39% 0%
CDMO Avid Bioservices, Inc. Sell -5.58% 14.93%
STAA STAAR Surgical Company Sell -6.25% 3.61%
AVXL Anavex Life Sciences Corp. Sell -5.76% 5.44%
VREX Varex Imaging Corporation Sell -6.12% -2.31%
CERS Cerus Corporation Sell -5.9% 1.42%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • NVCR
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 10.25% -5.21%
ORGO Organogenesis Holdings Inc. Buy 10.31% -4.59%
CARA Cara Therapeutics, Inc. Buy 10.15% -6.12%
AGEN Agenus Inc. Buy 9.59% -11.33%
AADI Aadi Bioscience, Inc. Buy 12.8% 2.86%
PODD Insulet Corporation Buy 21.08% 3.96%
TVTX Travere Therapeutics, Inc. Buy 6.55% 4.69%
ESPR Esperion Therapeutics, Inc. Buy 6.23% -0.55%
ALDX Aldeyra Therapeutics, Inc. Buy 20.52% 0%
CDMO Avid Bioservices, Inc. Sell -5.76% 12.67%
STAA STAAR Surgical Company Sell -6.35% 2.72%
AVXL Anavex Life Sciences Corp. Sell -5.85% 4.42%
VREX Varex Imaging Corporation Sell -6.02% 0%
CERS Cerus Corporation Sell -6.02% 0%
The percentage of cash held in the portfolio is: 22.52%
New Assets Added
  • VREX
  • CERS
  • ALDX
Assets Removed
Asset Action Perf %
CERS Sell All -11.34%
EGRX Sell All -11.35%
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 10.53% -2.65%
ORGO Organogenesis Holdings Inc. Buy 10.44% -3.53%
CARA Cara Therapeutics, Inc. Buy 10.45% -3.5%
AGEN Agenus Inc. Buy 9.8% -9.51%
CERS Cerus Corporation Buy 11.46% -7.98%
AADI Aadi Bioscience, Inc. Buy 12.38% -0.57%
PODD Insulet Corporation Buy 20.52% 1.11%
EGRX Eagle Pharmaceuticals, Inc. Buy 18.18% -10.38%
TVTX Travere Therapeutics, Inc. Buy 6.27% 0%
ESPR Esperion Therapeutics, Inc. Buy 6.27% 0%
CDMO Avid Bioservices, Inc. Sell -6.07% 8.03%
STAA STAAR Surgical Company Sell -6.52% 0.15%
AVXL Anavex Life Sciences Corp. Sell -5.69% 7.14%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • TVTX
  • ESPR
Assets Removed
Asset Action Perf %
PINC Buy All -4.4%
VERU Buy All -12.35%
ARDX Sell All -11.62%
NEOG Sell All -6.34%
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARDX Ardelyx, Inc. Buy 9.91% -3.45%
APLS Apellis Pharmaceuticals, Inc. Buy 9.83% -4.2%
ORGO Organogenesis Holdings Inc. Buy 10.63% 3.53%
CARA Cara Therapeutics, Inc. Buy 10.66% 3.79%
AGEN Agenus Inc. Buy 9.59% -6.58%
CERS Cerus Corporation Buy 11.12% -5.88%
AADI Aadi Bioscience, Inc. Buy 11.34% -4%
NEOG Neogen Corporation Buy 16.41% -2.15%
PODD Insulet Corporation Buy 19.25% 0%
EGRX Eagle Pharmaceuticals, Inc. Buy 19.25% 0%
CDMO Avid Bioservices, Inc. Sell -6.05% 3.4%
STAA STAAR Surgical Company Sell -6.11% 1.42%
PINC Premier, Inc. Sell -6.21% -0.3%
AVXL Anavex Life Sciences Corp. Sell -5.81% 0%
VERU Veru Inc. Sell -5.81% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • AVXL
  • VERU
  • PODD
  • EGRX
Assets Removed
Asset Action Perf %
EGRX Buy All -9.7%
Assets Rebalanced
None
2024-08-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARDX Ardelyx, Inc. Buy 9.75% -2.35%
APLS Apellis Pharmaceuticals, Inc. Buy 9.92% -0.64%
ORGO Organogenesis Holdings Inc. Buy 10.37% 3.89%
CARA Cara Therapeutics, Inc. Buy 10.46% 4.66%
AGEN Agenus Inc. Buy 10.28% 2.93%
CERS Cerus Corporation Buy 11.2% -2.52%
AADI Aadi Bioscience, Inc. Buy 11.03% -4%
NEOG Neogen Corporation Buy 16.32% 0%
EGRX Eagle Pharmaceuticals, Inc. Sell -6% -0.42%
CDMO Avid Bioservices, Inc. Sell -5.93% 2.74%
STAA STAAR Surgical Company Sell -6.03% 0%
PINC Premier, Inc. Sell -6.03% 0%
The percentage of cash held in the portfolio is: 34.64%
New Assets Added
  • STAA
  • PINC
  • NEOG
Assets Removed
Asset Action Perf %
CYH Sell All 4.72%
Assets Rebalanced
None
2024-08-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
CYH Community Health Systems, Inc. Buy 13.75% 6.09%
ARDX Ardelyx, Inc. Buy 9.67% -0.94%
APLS Apellis Pharmaceuticals, Inc. Buy 9.76% -0.05%
ORGO Organogenesis Holdings Inc. Buy 10.46% 7.07%
CARA Cara Therapeutics, Inc. Buy 10.54% 7.87%
AGEN Agenus Inc. Buy 10.49% 7.31%
CERS Cerus Corporation Buy 11.24% 0%
AADI Aadi Bioscience, Inc. Buy 11.24% 0%
EGRX Eagle Pharmaceuticals, Inc. Sell -5.79% 0.84%
CDMO Avid Bioservices, Inc. Sell -5.84% 2.08%
The percentage of cash held in the portfolio is: 24.48%
New Assets Added
  • CERS
  • AADI
Assets Removed
None
Assets Rebalanced
None
2024-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
CYH Community Health Systems, Inc. Buy 13.12% -0.59%
ARDX Ardelyx, Inc. Buy 9.91% -0.31%
APLS Apellis Pharmaceuticals, Inc. Buy 10.01% 0.64%
ORGO Organogenesis Holdings Inc. Buy 10.3% 3.53%
CARA Cara Therapeutics, Inc. Buy 10.09% 1.46%
AGEN Agenus Inc. Buy 10.55% 6.03%
EGRX Eagle Pharmaceuticals, Inc. Sell -5.72% 3.8%
CDMO Avid Bioservices, Inc. Sell -6.07% 0%
The percentage of cash held in the portfolio is: 47.82%
New Assets Added
  • CDMO
Assets Removed
None
Assets Rebalanced
None
2024-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
CYH Community Health Systems, Inc. Buy 12.94% -4.32%
ARDX Ardelyx, Inc. Buy 9.68% -5.02%
APLS Apellis Pharmaceuticals, Inc. Buy 10.01% -1.79%
ORGO Organogenesis Holdings Inc. Buy 9.9% -2.83%
CARA Cara Therapeutics, Inc. Buy 10.2% 0%
AGEN Agenus Inc. Buy 10.2% 0%
EGRX Eagle Pharmaceuticals, Inc. Sell -5.71% 6.33%
The percentage of cash held in the portfolio is: 42.79%
New Assets Added
  • CARA
  • AGEN
Assets Removed
None
Assets Rebalanced
None
2024-08-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
CYH Community Health Systems, Inc. Buy 12.95% -2.95%
ARDX Ardelyx, Inc. Buy 10.06% 0%
APLS Apellis Pharmaceuticals, Inc. Buy 10.06% 0%
ORGO Organogenesis Holdings Inc. Buy 10.06% 0%
EGRX Eagle Pharmaceuticals, Inc. Sell -5.47% 9.07%
The percentage of cash held in the portfolio is: 62.35%
New Assets Added
  • ARDX
  • APLS
  • ORGO
Assets Removed
None
Assets Rebalanced
None
2024-08-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
CYH Community Health Systems, Inc. Buy 13.15% -1.57%
EGRX Eagle Pharmaceuticals, Inc. Sell -5.75% 4.43%
The percentage of cash held in the portfolio is: 92.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
PODD Buy All 0.74%
RCM Sell All 7.37%
Assets Rebalanced
None

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Market Overview

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