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Portfolio Ref: EQ3525LS1M
Performance in the last:
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1D 3.0 %
1W 3.9 %
2W 0.6 %
1M -0.6 %
3M 1.7 %
6M -38.8 %
9M -33.1 %
1Y -34.0 %
Alpha
-47.5%
Beta
0.63
sharpe-R
-0.65
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
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 2024-09-16 06:53:54
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
APLS Apellis Pharmaceuticals, Inc. Equity Buy 5.52% -5.61%
AGEN Agenus Inc. Equity Buy 6.7% 14.44%
AADI Aadi Bioscience, Inc. Equity Buy 6.38% 2.86%
PODD Insulet Corporation Equity Buy 10.11% 14.41%
MGNX MacroGenics, Inc. Equity Buy 9.2% 5.41%
ESPR Esperion Therapeutics, Inc. Equity Buy 9.11% 4.37%
TVTX Travere Therapeutics, Inc. Equity Buy 9.45% 40.42%
NVCR NovoCure Limited Equity Buy 7.95% 2.88%
MYGN Myriad Genetics, Inc. Equity Buy 7.51% 2.3%
STAA STAAR Surgical Company Equity Sell -3.93% -0.03%
LMAT LeMaitre Vascular, Inc. Equity Sell -3.89% -0.73%
AVXL Anavex Life Sciences Corp. Equity Sell -3.49% 9.69%
CERS Cerus Corporation Equity Sell -4.06% 1.9%
The percentage of cash held in the portfolio is: 43.43%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 5.8% -3.75%
AGEN Agenus Inc. Buy 6.22% 3.11%
AADI Aadi Bioscience, Inc. Buy 6.72% 5.14%
PODD Insulet Corporation Buy 10.15% 11.4%
MGNX MacroGenics, Inc. Buy 9.28% 3.13%
ESPR Esperion Therapeutics, Inc. Buy 8.55% -4.92%
TVTX Travere Therapeutics, Inc. Buy 8.84% 27.5%
NVCR NovoCure Limited Buy 7.6% -4.54%
MYGN Myriad Genetics, Inc. Buy 7.37% -2.56%
STAA STAAR Surgical Company Sell -3.79% 6.36%
LMAT LeMaitre Vascular, Inc. Sell -3.87% 2.57%
AVXL Anavex Life Sciences Corp. Sell -3.47% 12.76%
CERS Cerus Corporation Sell -4.14% 2.84%
The percentage of cash held in the portfolio is: 44.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
VREX Buy All 2.22%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 5.92% -1.69%
AGEN Agenus Inc. Buy 6.01% -0.18%
AADI Aadi Bioscience, Inc. Buy 6.49% 1.71%
PODD Insulet Corporation Buy 10.08% 10.8%
MGNX MacroGenics, Inc. Buy 9.11% 1.42%
ESPR Esperion Therapeutics, Inc. Buy 8.49% -5.46%
TVTX Travere Therapeutics, Inc. Buy 9.27% 33.75%
NVCR NovoCure Limited Buy 7.45% -6.37%
MYGN Myriad Genetics, Inc. Buy 7.57% 0.26%
STAA STAAR Surgical Company Sell -3.77% 6.89%
LMAT LeMaitre Vascular, Inc. Sell -3.85% 3.03%
AVXL Anavex Life Sciences Corp. Sell -3.38% 14.88%
VREX Varex Imaging Corporation Sell -4.13% 2.99%
CERS Cerus Corporation Sell -4.14% 2.84%
The percentage of cash held in the portfolio is: 48.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDMO Buy All 0.85%
CARA Sell All -18.08%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 6.01% 0.21%
CARA Cara Therapeutics, Inc. Buy 5.42% -9.62%
AGEN Agenus Inc. Buy 5.62% -6.22%
AADI Aadi Bioscience, Inc. Buy 6.57% 3.43%
PODD Insulet Corporation Buy 9.71% 7.2%
MGNX MacroGenics, Inc. Buy 8.79% -1.71%
ESPR Esperion Therapeutics, Inc. Buy 8.31% -7.1%
TVTX Travere Therapeutics, Inc. Buy 9.24% 33.96%
NVCR NovoCure Limited Buy 7.28% -7.98%
MYGN Myriad Genetics, Inc. Buy 7.57% 0.63%
CDMO Avid Bioservices, Inc. Sell -3.36% 15.41%
STAA STAAR Surgical Company Sell -3.74% 7.17%
LMAT LeMaitre Vascular, Inc. Sell -3.84% 2.83%
AVXL Anavex Life Sciences Corp. Sell -3.46% 12.41%
VREX Varex Imaging Corporation Sell -3.71% 12.56%
CERS Cerus Corporation Sell -4.06% 4.27%
The percentage of cash held in the portfolio is: 47.66%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGNE Buy All -0.8%
PACB Buy All -22.96%
ALDX Sell All -6.49%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 6.3% 3%
CARA Cara Therapeutics, Inc. Buy 5.75% -6.12%
AGEN Agenus Inc. Buy 5.54% -9.51%
AADI Aadi Bioscience, Inc. Buy 6.78% 4.57%
PODD Insulet Corporation Buy 9.71% 5.05%
MGNX MacroGenics, Inc. Buy 8.46% -7.41%
ESPR Esperion Therapeutics, Inc. Buy 8.23% -9.84%
TVTX Travere Therapeutics, Inc. Buy 8.05% 14.37%
ALDX Aldeyra Therapeutics, Inc. Buy 7.86% -3.01%
NVCR NovoCure Limited Buy 7.56% -6.48%
MYGN Myriad Genetics, Inc. Buy 7.68% 0%
CDMO Avid Bioservices, Inc. Sell -3.39% 16.54%
STAA STAAR Surgical Company Sell -3.95% 3.86%
LMAT LeMaitre Vascular, Inc. Sell -3.99% 1.1%
AVXL Anavex Life Sciences Corp. Sell -3.54% 12.41%
PACB Pacific Biosciences of California, Inc. Sell -4.73% -17.04%
BGNE BeiGene, Ltd. Sell -2.25% 0.24%
VREX Varex Imaging Corporation Sell -4.27% 1.28%
CERS Cerus Corporation Sell -4.14% 4.27%
The percentage of cash held in the portfolio is: 48.34%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
ORGO Sell All -12.72%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 5.99% -1.42%
ORGO Organogenesis Holdings Inc. Buy 5.67% -6.71%
CARA Cara Therapeutics, Inc. Buy 5.69% -6.41%
AGEN Agenus Inc. Buy 5.56% -8.59%
AADI Aadi Bioscience, Inc. Buy 6.63% 2.86%
PODD Insulet Corporation Buy 9.71% 5.72%
MGNX MacroGenics, Inc. Buy 8.74% -3.7%
ESPR Esperion Therapeutics, Inc. Buy 8.53% -6.01%
TVTX Travere Therapeutics, Inc. Buy 7.23% 3.44%
ALDX Aldeyra Therapeutics, Inc. Buy 8.05% 0%
NVCR NovoCure Limited Buy 8.03% 0%
CDMO Avid Bioservices, Inc. Sell -3.43% 14.93%
STAA STAAR Surgical Company Sell -3.94% 3.61%
LMAT LeMaitre Vascular, Inc. Sell -3.97% 1.07%
AVXL Anavex Life Sciences Corp. Sell -3.79% 5.44%
PACB Pacific Biosciences of California, Inc. Sell -4.16% -3.7%
BGNE BeiGene, Ltd. Sell -2.24% 0.1%
VREX Varex Imaging Corporation Sell -4.4% -2.31%
CERS Cerus Corporation Sell -4.24% 1.42%
The percentage of cash held in the portfolio is: 50.33%
New Assets Added
  • NVCR
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 5.76% -5.21%
ORGO Organogenesis Holdings Inc. Buy 5.79% -4.59%
CARA Cara Therapeutics, Inc. Buy 5.7% -6.12%
AGEN Agenus Inc. Buy 5.38% -11.33%
AADI Aadi Bioscience, Inc. Buy 6.62% 2.86%
PODD Insulet Corporation Buy 9.54% 3.96%
MGNX MacroGenics, Inc. Buy 8.57% -5.41%
ESPR Esperion Therapeutics, Inc. Buy 9.01% -0.55%
TVTX Travere Therapeutics, Inc. Buy 7.31% 4.69%
ALDX Aldeyra Therapeutics, Inc. Buy 8.04% 0%
CDMO Avid Bioservices, Inc. Sell -3.52% 12.67%
STAA STAAR Surgical Company Sell -3.97% 2.72%
LMAT LeMaitre Vascular, Inc. Sell -3.98% 0.61%
AVXL Anavex Life Sciences Corp. Sell -3.83% 4.42%
PACB Pacific Biosciences of California, Inc. Sell -3.92% 2.22%
BGNE BeiGene, Ltd. Sell -2.2% 1.63%
VREX Varex Imaging Corporation Sell -4.29% 0%
CERS Cerus Corporation Sell -4.29% 0%
The percentage of cash held in the portfolio is: 58.28%
New Assets Added
  • VREX
  • CERS
  • ALDX
Assets Removed
Asset Action Perf %
CERS Sell All -11.34%
EGRX Sell All -11.35%
Assets Rebalanced
None

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Market Overview

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