1D | 0.4 % |
1W | 2.5 % |
2W | 0.7 % |
1M | 0.3 % |
3M | 7.7 % |
6M | 6.0 % |
9M | 17.2 % |
1Y | 10.7 % |
Alpha
-1.2%
|
Beta
0.52
|
sharpe-R
0.59
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.16
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 07:49:43 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -10.53% |
Max. DrawDown Benchmark | -8.41% |
This Long Only 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 20.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 4.66% | -0.5% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.85% | 3.45% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 6.77% | 40.42% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.83% | 2.88% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.81% | 2.3% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
MGNX | Sell All | 5.41% |
ESPR | Sell All | 4.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MGNX MacroGenics, Inc. | Buy | 5.15% | 3.13% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.75% | -4.92% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.26% | 27.5% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.57% | -4.54% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.66% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
PODD | Sell All | 11.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PODD Insulet Corporation | Buy | 5.37% | 7.2% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.92% | -1.71% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.65% | -7.1% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.59% | 33.96% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.41% | -7.98% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.83% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
AADI | Sell All | 3.43% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AADI Aadi Bioscience, Inc. | Buy | 5.3% | 4.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.33% | 5.05% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.69% | -7.41% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.57% | -9.84% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.7% | 14.37% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.74% | -3.01% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 4.54% | -6.48% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.86% | 0% | 2024-09-09 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AADI Aadi Bioscience, Inc. | Buy | 5.2% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.35% | 5.72% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.87% | -3.7% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.75% | -6.01% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.14% | 3.44% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.87% | 0% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 4.84% | 0% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
CARA | Sell All | -6.41% |
AGEN | Sell All | -8.59% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
CARA Cara Therapeutics, Inc. | Buy | 4.75% | -6.12% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 4.48% | -11.33% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 5.2% | 2.86% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.26% | 3.96% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.78% | -5.41% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.03% | -0.55% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 5.2% | 4.69% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 4.87% | 0% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
CERS | Sell All | -11.34% |
APLS | Sell All | -5.21% |
ORGO | Sell All | -4.59% |
EGRX | Sell All | -11.35% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.92% | -2.65% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 4.87% | -3.53% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 4.88% | -3.5% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 4.57% | -9.51% | 2024-08-23 |
CERS Cerus Corporation | Buy | 4.65% | -7.98% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 5.02% | -0.57% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.11% | 1.11% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 4.53% | -10.38% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.72% | -6.55% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 5.05% | 0% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 4.97% | 0% | 2024-09-04 |
Asset | Action | Perf % |
---|---|---|
ARDX | Sell All | -11.62% |
NEOG | Sell All | -6.34% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.77% | -2.98% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.8% | -2.4% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 5.01% | 1.77% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 5.16% | 4.96% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 4.63% | -5.85% | 2024-08-23 |
CERS Cerus Corporation | Buy | 4.67% | -5.04% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 5.09% | 3.43% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 4.94% | 0.35% | 2024-08-28 |
PODD Insulet Corporation | Buy | 4.88% | -0.81% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 4.86% | -1.15% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 4.92% | 0% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.92% | 0% | 2024-09-02 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.78% | -3.45% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.74% | -4.2% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 5.12% | 3.53% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 5.13% | 3.79% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 4.62% | -6.58% | 2024-08-23 |
CERS Cerus Corporation | Buy | 4.65% | -5.88% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 4.75% | -4% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 4.84% | -2.15% | 2024-08-28 |
PODD Insulet Corporation | Buy | 4.95% | 0% | 2024-08-29 |
EGRX Eagle Pharmaceuticals, Inc. | Buy | 4.95% | 0% | 2024-08-29 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.78% | -2.35% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.86% | -0.64% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 5.09% | 3.89% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 5.12% | 4.66% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 5.04% | 2.93% | 2024-08-23 |
CERS Cerus Corporation | Buy | 4.77% | -2.52% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 4.7% | -4% | 2024-08-27 |
NEOG Neogen Corporation | Buy | 4.9% | 0% | 2024-08-28 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.8% | -0.94% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.85% | -0.05% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 5.19% | 7.07% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 5.23% | 7.87% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 5.2% | 7.31% | 2024-08-23 |
CERS Cerus Corporation | Buy | 4.85% | 0% | 2024-08-27 |
AADI Aadi Bioscience, Inc. | Buy | 4.85% | 0% | 2024-08-27 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.68% | -5.02% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.83% | -1.79% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 4.78% | -2.83% | 2024-08-22 |
CARA Cara Therapeutics, Inc. | Buy | 4.92% | 0% | 2024-08-23 |
AGEN Agenus Inc. | Buy | 4.92% | 0% | 2024-08-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ARDX Ardelyx, Inc. | Buy | 4.9% | 0% | 2024-08-22 |
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.9% | 0% | 2024-08-22 |
ORGO Organogenesis Holdings Inc. | Buy | 4.9% | 0% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
CYH | Sell All | -4.91% |