Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ3525LS2W
Performance in the last:
Follow this Portfolio
1D 2.8 %
1W 4.2 %
2W 0.8 %
1M 0.0 %
3M 4.0 %
6M -39.7 %
9M -30.5 %
1Y -36.5 %
Alpha
-48.4%
Beta
0.53
sharpe-R
-0.71
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 06:53:51
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -49.92%
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 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

Try Our Peformance Checker Tool

Risk Level
3
Difficulty Level
4

Do you want to invest in this strategy ?

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
TVTX Travere Therapeutics, Inc. Equity Buy 9.65% 40.42%
NVCR NovoCure Limited Equity Buy 7.13% 2.88%
MYGN Myriad Genetics, Inc. Equity Buy 7.09% 2.3%
CERS Cerus Corporation Equity Sell -3.9% 1.9%
The percentage of cash held in the portfolio is: 80.03%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
TVTX Travere Therapeutics, Inc. Buy 9.65% 40.42%
NVCR NovoCure Limited Buy 7.13% 2.88%
MYGN Myriad Genetics, Inc. Buy 7.09% 2.3%
CERS Cerus Corporation Sell -3.9% 1.9%
The percentage of cash held in the portfolio is: 80.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
MGNX Sell All 5.41%
ESPR Sell All 4.37%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
MGNX MacroGenics, Inc. Buy 9.47% 3.13%
ESPR Esperion Therapeutics, Inc. Buy 8.73% -4.92%
TVTX Travere Therapeutics, Inc. Buy 9.01% 27.5%
NVCR NovoCure Limited Buy 6.8% -4.54%
MYGN Myriad Genetics, Inc. Buy 6.94% -2.56%
CERS Cerus Corporation Sell -3.97% 2.84%
The percentage of cash held in the portfolio is: 63.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
VREX Buy All 2.22%
LMAT Buy All 2.57%
AVXL Buy All 12.76%
PODD Sell All 11.4%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
PODD Insulet Corporation Buy 9.63% 10.8%
MGNX MacroGenics, Inc. Buy 9.28% 1.42%
ESPR Esperion Therapeutics, Inc. Buy 8.65% -5.46%
TVTX Travere Therapeutics, Inc. Buy 9.42% 33.75%
NVCR NovoCure Limited Buy 6.65% -6.37%
MYGN Myriad Genetics, Inc. Buy 7.11% 0.26%
LMAT LeMaitre Vascular, Inc. Sell -3.69% 3.03%
AVXL Anavex Life Sciences Corp. Sell -3.24% 14.88%
VREX Varex Imaging Corporation Sell -3.95% 2.99%
CERS Cerus Corporation Sell -3.96% 2.84%
The percentage of cash held in the portfolio is: 64.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
STAA Buy All 6.89%
Assets Rebalanced
None
2024-09-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PODD Insulet Corporation Buy 9.36% 7.2%
MGNX MacroGenics, Inc. Buy 9.04% -1.71%
ESPR Esperion Therapeutics, Inc. Buy 8.54% -7.1%
TVTX Travere Therapeutics, Inc. Buy 9.48% 33.96%
NVCR NovoCure Limited Buy 6.56% -7.98%
MYGN Myriad Genetics, Inc. Buy 7.17% 0.63%
STAA STAAR Surgical Company Sell -3.6% 7.17%
LMAT LeMaitre Vascular, Inc. Sell -3.71% 2.83%
AVXL Anavex Life Sciences Corp. Sell -3.35% 12.41%
VREX Varex Imaging Corporation Sell -3.58% 12.56%
CERS Cerus Corporation Sell -3.92% 4.27%
The percentage of cash held in the portfolio is: 68.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
BGNE Buy All -0.8%
PACB Buy All -22.96%
SGMO Buy All -22.22%
ALDX Sell All -6.49%
AADI Sell All 3.43%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
AADI Aadi Bioscience, Inc. Buy 6.65% 4.57%
PODD Insulet Corporation Buy 9.33% 5.05%
MGNX MacroGenics, Inc. Buy 8.66% -7.41%
ESPR Esperion Therapeutics, Inc. Buy 8.43% -9.84%
TVTX Travere Therapeutics, Inc. Buy 8.23% 14.37%
ALDX Aldeyra Therapeutics, Inc. Buy 7.42% -3.01%
NVCR NovoCure Limited Buy 6.78% -6.48%
MYGN Myriad Genetics, Inc. Buy 7.25% 0%
STAA STAAR Surgical Company Sell -3.79% 3.86%
LMAT LeMaitre Vascular, Inc. Sell -3.84% 1.1%
AVXL Anavex Life Sciences Corp. Sell -3.4% 12.41%
PACB Pacific Biosciences of California, Inc. Sell -4.55% -17.04%
BGNE BeiGene, Ltd. Sell -3.28% 0.24%
VREX Varex Imaging Corporation Sell -4.11% 1.28%
CERS Cerus Corporation Sell -3.99% 4.27%
SGMO Sangamo Therapeutics, Inc. Sell -3.04% 0%
The percentage of cash held in the portfolio is: 67.25%
New Assets Added
  • SGMO
  • MYGN
Assets Removed
Asset Action Perf %
CDMO Buy All 16.54%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
AADI Aadi Bioscience, Inc. Buy 6.51% 2.86%
PODD Insulet Corporation Buy 9.35% 5.72%
MGNX MacroGenics, Inc. Buy 8.96% -3.7%
ESPR Esperion Therapeutics, Inc. Buy 8.75% -6.01%
TVTX Travere Therapeutics, Inc. Buy 7.41% 3.44%
ALDX Aldeyra Therapeutics, Inc. Buy 7.61% 0%
NVCR NovoCure Limited Buy 7.22% 0%
CDMO Avid Bioservices, Inc. Sell -3.34% 14.93%
STAA STAAR Surgical Company Sell -3.79% 3.61%
LMAT LeMaitre Vascular, Inc. Sell -3.83% 1.07%
AVXL Anavex Life Sciences Corp. Sell -3.66% 5.44%
PACB Pacific Biosciences of California, Inc. Sell -4.01% -3.7%
BGNE BeiGene, Ltd. Sell -3.26% 0.1%
VREX Varex Imaging Corporation Sell -4.24% -2.31%
CERS Cerus Corporation Sell -4.09% 1.42%
The percentage of cash held in the portfolio is: 74.41%
New Assets Added
  • NVCR
Assets Removed
Asset Action Perf %
CARA Sell All -6.41%
AGEN Sell All -8.59%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
Cookies Settings