1D | -0.3 % |
1W | -0.6 % |
2W | -0.6 % |
1M | 3.8 % |
3M | 11.2 % |
6M | -68.6 % |
9M | -64.7 % |
1Y | -67.6 % |
Alpha
-80.2%
|
Beta
0.47
|
sharpe-R
-0.85
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 06:53:46 |
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..Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Equity | Buy | 9.82% | -0.33% | 2024-09-11 | ||
NVAX Novavax, Inc. | Equity | Buy | 10.56% | 7.17% | 2024-09-11 | ||
RGNX REGENXBIO Inc. | Equity | Buy | 10.72% | 1.02% | 2024-09-12 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 11.65% | 9.77% | 2024-09-12 | ||
SRNE Sorrento Therapeutics, Inc. | Equity | Buy | 8.7% | -25% | 2024-09-13 | ||
AGEN Agenus Inc. | Equity | Buy | 12.25% | 5.56% | 2024-09-13 | ||
LLY Eli Lilly and Company | Equity | Buy | 11.46% | -1.21% | 2024-09-13 | ||
IRTC iRhythm Technologies, Inc. | Equity | Buy | 13.59% | 0% | 2024-09-16 | ||
TDOC Teladoc Health, Inc. | Equity | Buy | 13.59% | 0% | 2024-09-16 | ||
MRSN Mersana Therapeutics, Inc. | Equity | Buy | 13.59% | 0% | 2024-09-16 | ||
CARA Cara Therapeutics, Inc. | Equity | Sell | -5.65% | 6.41% | 2024-09-11 | ||
SIGA SIGA Technologies, Inc. | Equity | Sell | -6.25% | -5.19% | 2024-09-12 | ||
BGNE BeiGene, Ltd. | Equity | Sell | -6.03% | -1.13% | 2024-09-13 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 9.82% | -0.33% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 10.56% | 7.17% | 2024-09-11 |
RGNX REGENXBIO Inc. | Buy | 10.72% | 1.02% | 2024-09-12 |
ESPR Esperion Therapeutics, Inc. | Buy | 11.65% | 9.77% | 2024-09-12 |
SRNE Sorrento Therapeutics, Inc. | Buy | 8.7% | -25% | 2024-09-13 |
AGEN Agenus Inc. | Buy | 12.25% | 5.56% | 2024-09-13 |
LLY Eli Lilly and Company | Buy | 11.46% | -1.21% | 2024-09-13 |
IRTC iRhythm Technologies, Inc. | Buy | 13.59% | 0% | 2024-09-16 |
TDOC Teladoc Health, Inc. | Buy | 13.59% | 0% | 2024-09-16 |
MRSN Mersana Therapeutics, Inc. | Buy | 13.59% | 0% | 2024-09-16 |
CARA Cara Therapeutics, Inc. | Sell | -5.65% | 6.41% | 2024-09-11 |
SIGA SIGA Technologies, Inc. | Sell | -6.25% | -5.19% | 2024-09-12 |
BGNE BeiGene, Ltd. | Sell | -6.03% | -1.13% | 2024-09-13 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 10.02% | 1.33% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 9.28% | -6.14% | 2024-09-11 |
RGNX REGENXBIO Inc. | Buy | 10.2% | -4.17% | 2024-09-12 |
ESPR Esperion Therapeutics, Inc. | Buy | 10.71% | 0.57% | 2024-09-12 |
SRNE Sorrento Therapeutics, Inc. | Buy | 11.64% | 0% | 2024-09-13 |
AGEN Agenus Inc. | Buy | 11.64% | 0% | 2024-09-13 |
LLY Eli Lilly and Company | Buy | 11.64% | 0% | 2024-09-13 |
CARA Cara Therapeutics, Inc. | Sell | -5.82% | 3.91% | 2024-09-11 |
SIGA SIGA Technologies, Inc. | Sell | -6.25% | -4.79% | 2024-09-12 |
BGNE BeiGene, Ltd. | Sell | -5.98% | 0% | 2024-09-13 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 10.12% | 2.99% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 9.51% | -3.23% | 2024-09-11 |
RGNX REGENXBIO Inc. | Buy | 10.58% | 0% | 2024-09-12 |
ESPR Esperion Therapeutics, Inc. | Buy | 10.58% | 0% | 2024-09-12 |
CARA Cara Therapeutics, Inc. | Sell | -6.3% | -4.63% | 2024-09-11 |
SIGA SIGA Technologies, Inc. | Sell | -5.93% | 0% | 2024-09-12 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 9.8% | 0% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 9.8% | 0% | 2024-09-11 |
CARA Cara Therapeutics, Inc. | Sell | -6% | 0% | 2024-09-11 |
Asset | Action | Perf % |
---|---|---|
KIDS | Sell All | 12.95% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KIDS OrthoPediatrics Corp. | Buy | 12.4% | 15.23% | 2024-08-16 |
Asset | Action | Perf % |
---|---|---|
OFIX | Buy All | -7.98% |