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Portfolio Ref: EQ3515LS2W
Performance in the last:
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1D 1.9 %
1W 1.9 %
2W 1.9 %
1M 0.9 %
3M -9.4 %
6M 1.2 %
9M -72.6 %
1Y -67.7 %
Alpha
-76.3%
Beta
0.29
sharpe-R
-0.86
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 08:30:33
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -75.48%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks 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
AVXL Anavex Life Sciences Corp. Equity Buy 12.91% 2.85%
ALDX Aldeyra Therapeutics, Inc. Equity Buy 12.09% -3.64%
MCRB Seres Therapeutics, Inc. Equity Buy 14.84% 18.25%
RGEN Repligen Corporation Equity Buy 12.56% 0%
NUTX Nutex Health Inc. Equity Buy 12.56% 0%
CNC Centene Corporation Equity Buy 12.56% 0%
CVS CVS Health Corporation Equity Buy 12.56% 0%
VREX Varex Imaging Corporation Equity Buy 12.56% 0%
TNDM Tandem Diabetes Care, Inc. Equity Buy 12.56% 0%
CHRS Coherus BioSciences, Inc. Equity Buy 12.56% 0%
BLUE bluebird bio, Inc. Equity Sell -5.52% 6.25%
NKTR Nektar Therapeutics Equity Sell -5.5% 6.54%
BHVN Biohaven Ltd. Equity Sell -6.21% -5.5%
AXSM Axsome Therapeutics, Inc. Equity Sell -5.98% -1.53%
IRWD Ironwood Pharmaceuticals, Inc. Equity Sell -6.79% 0%
The percentage of cash held in the portfolio is: 2.23%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
AVXL Anavex Life Sciences Corp. Buy 12.91% 2.85%
ALDX Aldeyra Therapeutics, Inc. Buy 12.09% -3.64%
MCRB Seres Therapeutics, Inc. Buy 14.84% 18.25%
RGEN Repligen Corporation Buy 12.56% 0%
NUTX Nutex Health Inc. Buy 12.56% 0%
CNC Centene Corporation Buy 12.56% 0%
CVS CVS Health Corporation Buy 12.56% 0%
VREX Varex Imaging Corporation Buy 12.56% 0%
TNDM Tandem Diabetes Care, Inc. Buy 12.56% 0%
CHRS Coherus BioSciences, Inc. Buy 12.56% 0%
BLUE bluebird bio, Inc. Sell -5.52% 6.25%
NKTR Nektar Therapeutics Sell -5.5% 6.54%
BHVN Biohaven Ltd. Sell -6.21% -5.5%
AXSM Axsome Therapeutics, Inc. Sell -5.98% -1.53%
IRWD Ironwood Pharmaceuticals, Inc. Sell -6.79% 0%
The percentage of cash held in the portfolio is: 2.23%
New Assets Added
  • RGEN
  • NUTX
  • CNC
  • CVS
  • VREX
  • TNDM
  • CHRS
  • IRWD
Assets Removed
Asset Action Perf %
RGEN Buy All -11.36%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
AVXL Anavex Life Sciences Corp. Buy 12.8% 0%
ALDX Aldeyra Therapeutics, Inc. Buy 12.8% 0%
MCRB Seres Therapeutics, Inc. Buy 12.8% 0%
RGEN Repligen Corporation Sell -6.19% -3.01%
BLUE bluebird bio, Inc. Sell -5.73% 4.66%
NKTR Nektar Therapeutics Sell -5.78% 3.74%
BHVN Biohaven Ltd. Sell -6.26% -4.3%
AXSM Axsome Therapeutics, Inc. Sell -6.15% -2.46%
The percentage of cash held in the portfolio is: 91.71%
New Assets Added
  • AVXL
  • ALDX
  • MCRB
Assets Removed
None
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
RGEN Repligen Corporation Sell -6% 0%
BLUE bluebird bio, Inc. Sell -6% 0%
NKTR Nektar Therapeutics Sell -6% 0%
BHVN Biohaven Ltd. Sell -6% 0%
AXSM Axsome Therapeutics, Inc. Sell -6% 0%
The percentage of cash held in the portfolio is: 130%
New Assets Added
  • RGEN
  • BLUE
  • NKTR
  • BHVN
  • AXSM
Assets Removed
None
Assets Rebalanced
None
2024-10-24 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
TDOC Sell All -8.54%
BLFS Buy All 6.24%
SIGA Buy All -1.07%
Assets Rebalanced
None
2024-10-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
TDOC Teladoc Health, Inc. Buy 12.28% -5.06%
BLFS BioLife Solutions, Inc. Sell -5.83% 3.38%
SIGA SIGA Technologies, Inc. Sell -6.14% -1.68%
The percentage of cash held in the portfolio is: 99.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
BLUE Buy All -3.2%
Assets Rebalanced
None
2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
TDOC Teladoc Health, Inc. Buy 12.92% 0.21%
BLUE bluebird bio, Inc. Sell -4.69% 0%
BLFS BioLife Solutions, Inc. Sell -5.95% 1.11%
SIGA SIGA Technologies, Inc. Sell -6.51% -8.1%
The percentage of cash held in the portfolio is: 104.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
THC Buy All -3.17%
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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