1D | 1.2 % |
1W | 0.6 % |
2W | 0.6 % |
1M | 1.6 % |
3M | 14.5 % |
6M | -67.3 % |
9M | -64.3 % |
1Y | -67.2 % |
Alpha
-80.0%
|
Beta
0.47
|
sharpe-R
-0.85
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:47 |
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 | 10.1% | 3.65% | 2024-09-11 | ||
NVAX Novavax, Inc. | Equity | Buy | 9.92% | 1.81% | 2024-09-11 | ||
ESPR Esperion Therapeutics, Inc. | Equity | Buy | 13.26% | 2.3% | 2024-09-12 | ||
RGNX REGENXBIO Inc. | Equity | Buy | 12.14% | 1.89% | 2024-09-12 | ||
AGEN Agenus Inc. | Equity | Buy | 12.05% | 5.06% | 2024-09-13 | ||
LLY Eli Lilly and Company | Equity | Buy | 11.11% | -3.08% | 2024-09-13 | ||
SRNE Sorrento Therapeutics, Inc. | Equity | Buy | 12.14% | -8.33% | 2024-09-13 | ||
IRTC iRhythm Technologies, Inc. | Equity | Buy | 12.53% | -6.66% | 2024-09-16 | ||
TDOC Teladoc Health, Inc. | Equity | Buy | 15.12% | 12.61% | 2024-09-16 | ||
MRSN Mersana Therapeutics, Inc. | Equity | Buy | 12.98% | -3.32% | 2024-09-16 | ||
CARA Cara Therapeutics, Inc. | Equity | Sell | -5.67% | 4.98% | 2024-09-11 | ||
SIGA SIGA Technologies, Inc. | Equity | Sell | -6.16% | -4.93% | 2024-09-12 | ||
BGNE BeiGene, Ltd. | Equity | Sell | -5.93% | -0.63% | 2024-09-13 | ||
CHRS Coherus BioSciences, Inc. | Equity | Sell | -5.66% | 0.95% | 2024-09-17 | ||
KIDS OrthoPediatrics Corp. | Equity | Sell | -6.59% | 0% | 2024-09-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 10.1% | 3.65% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 9.92% | 1.81% | 2024-09-11 |
ESPR Esperion Therapeutics, Inc. | Buy | 13.26% | 2.3% | 2024-09-12 |
RGNX REGENXBIO Inc. | Buy | 12.14% | 1.89% | 2024-09-12 |
AGEN Agenus Inc. | Buy | 12.05% | 5.06% | 2024-09-13 |
LLY Eli Lilly and Company | Buy | 11.11% | -3.08% | 2024-09-13 |
SRNE Sorrento Therapeutics, Inc. | Buy | 12.14% | -8.33% | 2024-09-13 |
IRTC iRhythm Technologies, Inc. | Buy | 12.53% | -6.66% | 2024-09-16 |
TDOC Teladoc Health, Inc. | Buy | 15.12% | 12.61% | 2024-09-16 |
MRSN Mersana Therapeutics, Inc. | Buy | 12.98% | -3.32% | 2024-09-16 |
CARA Cara Therapeutics, Inc. | Sell | -5.67% | 4.98% | 2024-09-11 |
SIGA SIGA Technologies, Inc. | Sell | -6.16% | -4.93% | 2024-09-12 |
BGNE BeiGene, Ltd. | Sell | -5.93% | -0.63% | 2024-09-13 |
CHRS Coherus BioSciences, Inc. | Sell | -5.66% | 0.95% | 2024-09-17 |
KIDS OrthoPediatrics Corp. | Sell | -6.59% | 0% | 2024-09-18 |
Asset | Action | Weight |
---|---|---|
ESPR | Buy | 1.41% |
RGNX | Buy | 1.46% |
SRNE | Buy | 1.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PDSB PDS Biotechnology Corporation | Buy | 10.16% | 1.66% | 2024-09-11 |
NVAX Novavax, Inc. | Buy | 10.38% | 3.94% | 2024-09-11 |
RGNX REGENXBIO Inc. | Buy | 10.78% | 0.24% | 2024-09-12 |
ESPR Esperion Therapeutics, Inc. | Buy | 10.88% | 1.15% | 2024-09-12 |
SRNE Sorrento Therapeutics, Inc. | Buy | 10.39% | -11.67% | 2024-09-13 |
AGEN Agenus Inc. | Buy | 12.06% | 2.53% | 2024-09-13 |
LLY Eli Lilly and Company | Buy | 11.62% | -1.23% | 2024-09-13 |
IRTC iRhythm Technologies, Inc. | Buy | 13.25% | -3.8% | 2024-09-16 |
TDOC Teladoc Health, Inc. | Buy | 13.89% | 0.87% | 2024-09-16 |
MRSN Mersana Therapeutics, Inc. | Buy | 12.86% | -6.64% | 2024-09-16 |
CARA Cara Therapeutics, Inc. | Sell | -5.83% | 4.63% | 2024-09-11 |
SIGA SIGA Technologies, Inc. | Sell | -6.41% | -6.39% | 2024-09-12 |
BGNE BeiGene, Ltd. | Sell | -6.04% | -0.09% | 2024-09-13 |
CHRS Coherus BioSciences, Inc. | Sell | -5.86% | 0% | 2024-09-17 |
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% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
KIDS OrthoPediatrics Corp. | Buy | 11.76% | 8.86% | 2024-08-16 |
OFIX Orthofix Medical Inc. | Sell | -6.14% | -3.87% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
ICUI | Sell All | 4.94% |
VCYT | Sell All | 3.64% |
INGN | Sell All | 4.71% |
CPRX | Sell All | 13.33% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ICUI ICU Medical, Inc. | Buy | 11.08% | 3.93% | 2024-08-09 |
VCYT Veracyte, Inc. | Buy | 10.49% | 5.54% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 10.21% | 6.86% | 2024-08-09 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 11.37% | 11.86% | 2024-08-09 |
KIDS OrthoPediatrics Corp. | Buy | 12.21% | 13.75% | 2024-08-16 |
OFIX Orthofix Medical Inc. | Sell | -6.08% | -3.62% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
MD | Sell All | 12.88% |
EXEL | Sell All | -0.72% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MD Pediatrix Medical Group, Inc. | Buy | 11.9% | 11.63% | 2024-08-08 |
EXEL Exelixis, Inc. | Buy | 11.17% | -0.15% | 2024-08-08 |
ICUI ICU Medical, Inc. | Buy | 11.05% | 2.58% | 2024-08-09 |
VCYT Veracyte, Inc. | Buy | 10.62% | 5.74% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 10.39% | 7.54% | 2024-08-09 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 11.61% | 13.06% | 2024-08-09 |
KIDS OrthoPediatrics Corp. | Buy | 11.18% | 3.08% | 2024-08-16 |
OFIX Orthofix Medical Inc. | Sell | -6.05% | -2% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
THC | Sell All | 6.2% |
GKOS | Sell All | 6.82% |
AXSM | Sell All | 3.09% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THC Tenet Healthcare Corporation | Buy | 11.16% | 6.86% | 2024-08-07 |
GKOS Glaukos Corporation | Buy | 11.16% | 8.37% | 2024-08-07 |
AXSM Axsome Therapeutics, Inc. | Buy | 11.16% | 5.57% | 2024-08-07 |
MD Pediatrix Medical Group, Inc. | Buy | 11.86% | 11.94% | 2024-08-08 |
EXEL Exelixis, Inc. | Buy | 11.16% | 0.26% | 2024-08-08 |
ICUI ICU Medical, Inc. | Buy | 11.03% | 2.98% | 2024-08-09 |
VCYT Veracyte, Inc. | Buy | 10.78% | 7.91% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 10.45% | 8.83% | 2024-08-09 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 11.16% | 9.23% | 2024-08-09 |
KIDS OrthoPediatrics Corp. | Buy | 11.16% | 3.44% | 2024-08-16 |
OFIX Orthofix Medical Inc. | Sell | -6.04% | -2.43% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
CVS | Buy All | -1.71% |
Asset | Action | Weight |
---|---|---|
INGN | Sell | -1.54% |
EXEL | Sell | -1.16% |
THC | Sell | -1.29% |
KIDS | Sell | -1.32% |
GKOS | Sell | -1.41% |
CPRX | Sell | -2.25% |
AXSM | Sell | -2.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THC Tenet Healthcare Corporation | Buy | 12.6% | 7.18% | 2024-08-07 |
GKOS Glaukos Corporation | Buy | 12.78% | 9.17% | 2024-08-07 |
AXSM Axsome Therapeutics, Inc. | Buy | 13.15% | 0.76% | 2024-08-07 |
EXEL Exelixis, Inc. | Buy | 12.32% | -0.64% | 2024-08-08 |
MD Pediatrix Medical Group, Inc. | Buy | 11.57% | 8.1% | 2024-08-08 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 13.46% | 8.58% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 12.26% | 10.11% | 2024-08-09 |
ICUI ICU Medical, Inc. | Buy | 11.32% | 4.68% | 2024-08-09 |
VCYT Veracyte, Inc. | Buy | 11.05% | 9.61% | 2024-08-09 |
KIDS OrthoPediatrics Corp. | Buy | 12.05% | -1.01% | 2024-08-16 |
CVS CVS Health Corporation | Sell | -7.53% | -0.93% | 2024-08-06 |
OFIX Orthofix Medical Inc. | Sell | -6% | -0.62% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
VREX | Buy All | 2.93% |
CDXS | Buy All | 11.82% |
Asset | Action | Weight |
---|---|---|
ICUI | Sell | -1.65% |
VCYT | Sell | -2.53% |
INGN | Sell | -1.39% |
AXSM | Buy | 1.69% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
THC Tenet Healthcare Corporation | Buy | 12.55% | 6.15% | 2024-08-07 |
GKOS Glaukos Corporation | Buy | 12.62% | 7.22% | 2024-08-07 |
AXSM Axsome Therapeutics, Inc. | Buy | 11.45% | 0.11% | 2024-08-07 |
EXEL Exelixis, Inc. | Buy | 12.37% | -0.79% | 2024-08-08 |
MD Pediatrix Medical Group, Inc. | Buy | 11.51% | 6.96% | 2024-08-08 |
VCYT Veracyte, Inc. | Buy | 13.58% | 8.98% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 13.47% | 8.05% | 2024-08-09 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 13.56% | 8.8% | 2024-08-09 |
ICUI ICU Medical, Inc. | Buy | 13.02% | 4.47% | 2024-08-09 |
KIDS OrthoPediatrics Corp. | Buy | 12.24% | 0% | 2024-08-16 |
VREX Varex Imaging Corporation | Sell | -5.81% | 3.08% | 2024-08-05 |
CDXS Codexis, Inc. | Sell | -5.1% | 14.85% | 2024-08-05 |
CVS CVS Health Corporation | Sell | -7.47% | 0.43% | 2024-08-06 |
OFIX Orthofix Medical Inc. | Sell | -6.1% | -1.75% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
RCM | Sell All | -1.13% |
BLUE | Buy All | 34.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
RCM R1 RCM Inc. | Buy | 12.86% | -1.27% | 2024-08-02 |
THC Tenet Healthcare Corporation | Buy | 12.8% | 3.64% | 2024-08-07 |
GKOS Glaukos Corporation | Buy | 12.8% | 4.07% | 2024-08-07 |
AXSM Axsome Therapeutics, Inc. | Buy | 11.87% | -0.7% | 2024-08-07 |
EXEL Exelixis, Inc. | Buy | 13.23% | 1.55% | 2024-08-08 |
MD Pediatrix Medical Group, Inc. | Buy | 11.82% | 5.19% | 2024-08-08 |
VCYT Veracyte, Inc. | Buy | 13% | -0.17% | 2024-08-09 |
INGN Inogen, Inc. | Buy | 13.15% | 1.03% | 2024-08-09 |
CPRX Catalyst Pharmaceuticals, Inc. | Buy | 13.73% | 5.46% | 2024-08-09 |
ICUI ICU Medical, Inc. | Buy | 12.74% | -2.17% | 2024-08-09 |
BLUE bluebird bio, Inc. | Sell | -5.63% | 9.26% | 2024-08-02 |
VREX Varex Imaging Corporation | Sell | -5.2% | 16.95% | 2024-08-05 |
CDXS Codexis, Inc. | Sell | -5.35% | 14.55% | 2024-08-05 |
CVS CVS Health Corporation | Sell | -7.57% | 3.46% | 2024-08-06 |
OFIX Orthofix Medical Inc. | Sell | -6.26% | 0% | 2024-08-13 |
Asset | Action | Perf % |
---|---|---|
RVNC | Buy All | -95.85% |
Asset | Action | Weight |
---|---|---|
MD | Sell | -1.88% |
AXSM | Sell | -2.45% |
THC | Sell | -2.14% |
GKOS | Sell | -2.2% |
RCM | Buy | 2.86% |