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Portfolio Ref: EQ3525LS1M
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W -6.4 %
2W 3.1 %
1M 14.8 %
3M 12.3 %
6M 9.5 %
9M -28.4 %
1Y -16.2 %
Alpha
-36.0%
Beta
0.66
sharpe-R
-0.35
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 08:30:42
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -47.92%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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 25.

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
PTCT PTC Therapeutics, Inc. Equity Buy 7% 6.71%
CDMO Avid Bioservices, Inc. Equity Buy 8.02% 17.95%
HCSG Healthcare Services Group, Inc. Equity Buy 6.91% 4.02%
NEOG Neogen Corporation Equity Buy 6.87% 3.91%
ATEC Alphatec Holdings, Inc. Equity Buy 8.06% 26.5%
CORT Corcept Therapeutics Incorporated Equity Buy 7.45% 12.05%
ITGR Integer Holdings Corporation Equity Buy 17.81% -2.48%
COLL Collegium Pharmaceutical, Inc. Equity Sell -3.07% 12.56%
VERU Veru Inc. Equity Sell -3.22% 25%
CUTR Cutera, Inc. Equity Sell -1.88% 46.43%
AMPH Amphastar Pharmaceuticals, Inc. Equity Sell -4.39% 4.34%
KIDS OrthoPediatrics Corp. Equity Sell -4.64% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Equity Sell -3.84% 17.98%
The percentage of cash held in the portfolio is: 58.92%
** 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
PTCT PTC Therapeutics, Inc. Buy 7% 6.71%
CDMO Avid Bioservices, Inc. Buy 8.02% 17.95%
HCSG Healthcare Services Group, Inc. Buy 6.91% 4.02%
NEOG Neogen Corporation Buy 6.87% 3.91%
ATEC Alphatec Holdings, Inc. Buy 8.06% 26.5%
CORT Corcept Therapeutics Incorporated Buy 7.45% 12.05%
ITGR Integer Holdings Corporation Buy 17.81% -2.48%
COLL Collegium Pharmaceutical, Inc. Sell -3.07% 12.56%
VERU Veru Inc. Sell -3.22% 25%
CUTR Cutera, Inc. Sell -1.88% 46.43%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.39% 4.34%
KIDS OrthoPediatrics Corp. Sell -4.64% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.84% 17.98%
The percentage of cash held in the portfolio is: 58.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
TNDM Buy All 1.47%
IRTC Sell All -9.45%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.58% 0.1%
CDMO Avid Bioservices, Inc. Buy 8.02% 17.66%
HCSG Healthcare Services Group, Inc. Buy 6.9% 3.74%
NEOG Neogen Corporation Buy 6.98% 5.23%
ATEC Alphatec Holdings, Inc. Buy 7.79% 21.91%
CORT Corcept Therapeutics Incorporated Buy 7.23% 8.49%
IRTC iRhythm Technologies, Inc. Buy 6.09% -7.33%
ITGR Integer Holdings Corporation Buy 17.88% -2.37%
COLL Collegium Pharmaceutical, Inc. Sell -3.05% 13.29%
VERU Veru Inc. Sell -3.23% 25%
CUTR Cutera, Inc. Sell -1.88% 46.43%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.36% 5.36%
TNDM Tandem Diabetes Care, Inc. Sell -4.27% 8.92%
KIDS OrthoPediatrics Corp. Sell -4.43% 5.44%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.99% 14.91%
The percentage of cash held in the portfolio is: 57.74%
New Assets Added
None
Assets Removed
Asset Action Perf %
INCY Sell All -4.56%
MGNX Sell All -10.08%
MDRX Sell All -7.2%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
PTCT PTC Therapeutics, Inc. Buy 6.57% -0.23%
CDMO Avid Bioservices, Inc. Buy 7.99% 17.18%
HCSG Healthcare Services Group, Inc. Buy 7.02% 5.39%
NEOG Neogen Corporation Buy 6.76% 1.81%
INCY Incyte Corporation Buy 6.78% 2.62%
ATEC Alphatec Holdings, Inc. Buy 6.71% 4.84%
MGNX MacroGenics, Inc. Buy 6.16% -7.75%
CORT Corcept Therapeutics Incorporated Buy 6.91% 3.54%
IRTC iRhythm Technologies, Inc. Buy 6.5% -1.22%
ITGR Integer Holdings Corporation Buy 17.85% -2.62%
MDRX Allscripts Healthcare Solutions, Inc. Buy 7.63% -5.24%
COLL Collegium Pharmaceutical, Inc. Sell -3.03% 13.79%
VERU Veru Inc. Sell -2.98% 30.95%
CUTR Cutera, Inc. Sell -2.01% 42.86%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.46% 3.21%
TNDM Tandem Diabetes Care, Inc. Sell -4.19% 10.65%
KIDS OrthoPediatrics Corp. Sell -4.18% 10.85%
ENTA Enanta Pharmaceuticals, Inc. Sell -4.04% 13.91%
The percentage of cash held in the portfolio is: 38.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
BHVN Buy All 13.76%
RGEN Sell All -17.11%
VREX Sell All 13.22%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
VREX Varex Imaging Corporation Buy 7.06% 12.89%
PTCT PTC Therapeutics, Inc. Buy 6.94% 7.78%
CDMO Avid Bioservices, Inc. Buy 7.69% 15.15%
HCSG Healthcare Services Group, Inc. Buy 7.1% 8.95%
NEOG Neogen Corporation Buy 6.63% 2.09%
INCY Incyte Corporation Buy 6.79% 5.14%
ATEC Alphatec Holdings, Inc. Buy 6.96% 11.21%
MGNX MacroGenics, Inc. Buy 6.43% -1.55%
CORT Corcept Therapeutics Incorporated Buy 7.15% 9.45%
IRTC iRhythm Technologies, Inc. Buy 6.59% 2.46%
ITGR Integer Holdings Corporation Buy 17.69% -1.41%
MDRX Allscripts Healthcare Solutions, Inc. Buy 7.57% -3.91%
RGEN Repligen Corporation Buy 5.83% -5.34%
BHVN Biohaven Ltd. Sell -3.18% 5.46%
COLL Collegium Pharmaceutical, Inc. Sell -3.04% 11.77%
VERU Veru Inc. Sell -3.17% 25%
CUTR Cutera, Inc. Sell -2.03% 41.07%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.41% 2.23%
TNDM Tandem Diabetes Care, Inc. Sell -4.29% 6.57%
KIDS OrthoPediatrics Corp. Sell -4.05% 11.78%
ENTA Enanta Pharmaceuticals, Inc. Sell -4.2% 8.49%
The percentage of cash held in the portfolio is: 27.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
NUTX Sell All 26.23%
ALT Sell All -10.91%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
VREX Varex Imaging Corporation Buy 6.97% 15.04%
PTCT PTC Therapeutics, Inc. Buy 6.99% 11.98%
NUTX Nutex Health Inc. Buy 8.23% 31.39%
CDMO Avid Bioservices, Inc. Buy 7.62% 17.76%
HCSG Healthcare Services Group, Inc. Buy 7.04% 11.32%
NEOG Neogen Corporation Buy 6.66% 5.86%
INCY Incyte Corporation Buy 6.82% 8.86%
ATEC Alphatec Holdings, Inc. Buy 7.06% 16.31%
MGNX MacroGenics, Inc. Buy 6.17% -2.58%
CORT Corcept Therapeutics Incorporated Buy 7.14% 12.76%
IRTC iRhythm Technologies, Inc. Buy 6.68% 6.99%
ITGR Integer Holdings Corporation Buy 17.49% 0.58%
MDRX Allscripts Healthcare Solutions, Inc. Buy 7.57% -0.89%
ALT Altimmune, Inc. Buy 5.89% 0.32%
RGEN Repligen Corporation Buy 5.97% 0%
BHVN Biohaven Ltd. Sell -3.1% 4.72%
COLL Collegium Pharmaceutical, Inc. Sell -2.94% 12.04%
VERU Veru Inc. Sell -3.02% 26.19%
CUTR Cutera, Inc. Sell -2.14% 35.71%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.32% 1.32%
TNDM Tandem Diabetes Care, Inc. Sell -4.32% 3.04%
KIDS OrthoPediatrics Corp. Sell -4.2% 5.68%
ENTA Enanta Pharmaceuticals, Inc. Sell -4.2% 5.78%
The percentage of cash held in the portfolio is: 13.94%
New Assets Added
  • RGEN
Assets Removed
Asset Action Perf %
CARA Sell All -6.09%
ARWR Sell All 11.73%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
ARWR Arrowhead Pharmaceuticals, Inc. Buy 6.2% 11.11%
VREX Varex Imaging Corporation Buy 7.05% 18.26%
PTCT PTC Therapeutics, Inc. Buy 6.97% 13.48%
NUTX Nutex Health Inc. Buy 9.32% 51.33%
CDMO Avid Bioservices, Inc. Buy 7.51% 18.05%
HCSG Healthcare Services Group, Inc. Buy 7.06% 13.61%
NEOG Neogen Corporation Buy 6.62% 6.97%
INCY Incyte Corporation Buy 6.71% 8.99%
ATEC Alphatec Holdings, Inc. Buy 7.06% 18.22%
MGNX MacroGenics, Inc. Buy 6.6% 5.94%
CORT Corcept Therapeutics Incorporated Buy 7.19% 15.44%
IRTC iRhythm Technologies, Inc. Buy 6.57% 7.07%
CARA Cara Therapeutics, Inc. Buy 5.86% -1.16%
ITGR Integer Holdings Corporation Buy 17.12% 0.1%
MDRX Allscripts Healthcare Solutions, Inc. Buy 7.42% -1.24%
ALT Altimmune, Inc. Buy 5.77% 0%
BHVN Biohaven Ltd. Sell -3.13% 2.16%
COLL Collegium Pharmaceutical, Inc. Sell -3.01% 8.45%
VERU Veru Inc. Sell -3.16% 21.43%
CUTR Cutera, Inc. Sell -2.28% 30.36%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.45% -3.51%
TNDM Tandem Diabetes Care, Inc. Sell -4.45% -1.63%
KIDS OrthoPediatrics Corp. Sell -4.09% 6.53%
ENTA Enanta Pharmaceuticals, Inc. Sell -4.22% 3.7%
The percentage of cash held in the portfolio is: 7.77%
New Assets Added
  • ALT
Assets Removed
Asset Action Perf %
IBRX Sell All 17.58%
IOVA Sell All -12.15%
Assets Rebalanced
None

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Market Overview

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