| 1D | 2.1 % |
| 1W | 3.0 % |
| 2W | 0.6 % |
| 1M | -0.1 % |
| 3M | 3.8 % |
| 6M | 4.6 % |
| 9M | 11.0 % |
| 1Y | 7.7 % |
|
Alpha
-3.4%
|
Beta
0.57
|
sharpe-R
0.52
|
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.12
|
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-09-16 06:53:43 |
| Launch Date | 2023-01-01 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -9.69% |
| Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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 | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
|---|---|---|---|---|---|---|---|
| AADI Aadi Bioscience, Inc. | Equity | Buy | 5.04% | 2.86% | 2024-08-27 | ||
| PODD Insulet Corporation | Equity | Buy | 5.61% | 14.41% | 2024-08-29 | ||
| MGNX MacroGenics, Inc. | Equity | Buy | 5.17% | 5.41% | 2024-09-02 | ||
| ESPR Esperion Therapeutics, Inc. | Equity | Buy | 5.12% | 4.37% | 2024-09-02 | ||
| TVTX Travere Therapeutics, Inc. | Equity | Buy | 6.77% | 40.42% | 2024-09-04 | ||
| NVCR NovoCure Limited | Equity | Buy | 4.87% | 2.88% | 2024-09-06 | ||
| MYGN Myriad Genetics, Inc. | Equity | Buy | 4.8% | 2.3% | 2024-09-09 |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| AADI Aadi Bioscience, Inc. | Buy | 5.04% | 1.14% | 2024-08-27 |
| PODD Insulet Corporation | Buy | 5.62% | 12.73% | 2024-08-29 |
| MGNX MacroGenics, Inc. | Buy | 5.13% | 2.85% | 2024-09-02 |
| ESPR Esperion Therapeutics, Inc. | Buy | 4.77% | -4.37% | 2024-09-02 |
| TVTX Travere Therapeutics, Inc. | Buy | 6.44% | 31.25% | 2024-09-04 |
| NVCR NovoCure Limited | Buy | 4.62% | -3.99% | 2024-09-06 |
| MYGN Myriad Genetics, Inc. | Buy | 4.67% | -2.15% | 2024-09-09 |
| Asset | Action | Perf % |
|---|---|---|
| AGEN | Sell All | 8.41% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| AGEN Agenus Inc. | Buy | 5.16% | 3.11% | 2024-08-23 |
| AADI Aadi Bioscience, Inc. | Buy | 5.26% | 5.14% | 2024-08-27 |
| PODD Insulet Corporation | Buy | 5.58% | 11.4% | 2024-08-29 |
| MGNX MacroGenics, Inc. | Buy | 5.16% | 3.13% | 2024-09-02 |
| ESPR Esperion Therapeutics, Inc. | Buy | 4.76% | -4.92% | 2024-09-02 |
| TVTX Travere Therapeutics, Inc. | Buy | 6.28% | 27.5% | 2024-09-04 |
| NVCR NovoCure Limited | Buy | 4.61% | -4.54% | 2024-09-06 |
| MYGN Myriad Genetics, Inc. | Buy | 4.67% | -2.56% | 2024-09-09 |
| Asset | Action | Perf % |
|---|---|---|
| APLS | Sell All | -3.75% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APLS Apellis Pharmaceuticals, Inc. | Buy | 4.92% | -1.69% | 2024-08-22 |
| AGEN Agenus Inc. | Buy | 5% | -0.18% | 2024-08-23 |
| AADI Aadi Bioscience, Inc. | Buy | 5.09% | 1.71% | 2024-08-27 |
| PODD Insulet Corporation | Buy | 5.55% | 10.8% | 2024-08-29 |
| MGNX MacroGenics, Inc. | Buy | 5.08% | 1.42% | 2024-09-02 |
| ESPR Esperion Therapeutics, Inc. | Buy | 4.73% | -5.46% | 2024-09-02 |
| TVTX Travere Therapeutics, Inc. | Buy | 6.59% | 33.75% | 2024-09-04 |
| NVCR NovoCure Limited | Buy | 4.53% | -6.37% | 2024-09-06 |
| MYGN Myriad Genetics, Inc. | Buy | 4.8% | 0.26% | 2024-09-09 |
| Asset | Action | Perf % |
|---|---|---|
| CARA | Sell All | -18.08% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APLS Apellis Pharmaceuticals, Inc. | Buy | 5.03% | 0.21% | 2024-08-22 |
| CARA Cara Therapeutics, Inc. | Buy | 4.53% | -9.62% | 2024-08-23 |
| AGEN Agenus Inc. | Buy | 4.7% | -6.22% | 2024-08-23 |
| AADI Aadi Bioscience, Inc. | Buy | 5.19% | 3.43% | 2024-08-27 |
| PODD Insulet Corporation | Buy | 5.38% | 7.2% | 2024-08-29 |
| MGNX MacroGenics, Inc. | Buy | 4.93% | -1.71% | 2024-09-02 |
| ESPR Esperion Therapeutics, Inc. | Buy | 4.66% | -7.1% | 2024-09-02 |
| TVTX Travere Therapeutics, Inc. | Buy | 6.61% | 33.96% | 2024-09-04 |
| NVCR NovoCure Limited | Buy | 4.46% | -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% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APLS Apellis Pharmaceuticals, Inc. | Buy | 5.22% | 3% | 2024-08-22 |
| CARA Cara Therapeutics, Inc. | Buy | 4.76% | -6.12% | 2024-08-23 |
| AGEN Agenus Inc. | Buy | 4.59% | -9.51% | 2024-08-23 |
| 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 | 4.7% | -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 | 4.75% | -3.01% | 2024-09-05 |
| NVCR NovoCure Limited | Buy | 4.58% | -6.48% | 2024-09-06 |
| MYGN Myriad Genetics, Inc. | Buy | 4.85% | 0% | 2024-09-09 |
| Asset | Action | Perf % |
|---|---|---|
| ORGO | Sell All | -12.72% |
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| APLS Apellis Pharmaceuticals, Inc. | Buy | 4.98% | -1.42% | 2024-08-22 |
| ORGO Organogenesis Holdings Inc. | Buy | 4.71% | -6.71% | 2024-08-22 |
| CARA Cara Therapeutics, Inc. | Buy | 4.73% | -6.41% | 2024-08-23 |
| AGEN Agenus Inc. | Buy | 4.62% | -8.59% | 2024-08-23 |
| AADI Aadi Bioscience, Inc. | Buy | 5.2% | 2.86% | 2024-08-27 |
| PODD Insulet Corporation | Buy | 5.34% | 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 | 4.88% | 0% | 2024-09-05 |
| NVCR NovoCure Limited | Buy | 4.88% | 0% | 2024-09-06 |