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Portfolio Ref: EQ3525LS3W
Performance in the last:
Follow this Portfolio
1D 2.0 %
1W -2.1 %
2W 5.6 %
1M 17.8 %
3M 15.6 %
6M 17.6 %
9M -30.1 %
1Y -20.8 %
Alpha
-38.7%
Beta
0.57
sharpe-R
-0.45
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 08:30:40
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -50.18%
Max. DrawDown Benchmark -8.41%

This Long-Short 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 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
ATEC Alphatec Holdings, Inc. Equity Buy 7.5% 26.5%
CORT Corcept Therapeutics Incorporated Equity Buy 6.93% 12.05%
CHRS Coherus BioSciences, Inc. Equity Buy 8.57% 34.15%
ITGR Integer Holdings Corporation Equity Buy 20.55% -2.48%
AMPH Amphastar Pharmaceuticals, Inc. Equity Sell -3.96% 4.34%
CUTR Cutera, Inc. Equity Sell -3.22% 23.08%
KIDS OrthoPediatrics Corp. Equity Sell -4.15% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Equity Sell -3.43% 17.98%
OSUR OraSure Technologies, Inc. Equity Sell -3.91% 7.97%
The percentage of cash held in the portfolio is: 75.1%
** 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
ATEC Alphatec Holdings, Inc. Buy 7.5% 26.5%
CORT Corcept Therapeutics Incorporated Buy 6.93% 12.05%
CHRS Coherus BioSciences, Inc. Buy 8.57% 34.15%
ITGR Integer Holdings Corporation Buy 20.55% -2.48%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.96% 4.34%
CUTR Cutera, Inc. Sell -3.22% 23.08%
KIDS OrthoPediatrics Corp. Sell -4.15% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.43% 17.98%
OSUR OraSure Technologies, Inc. Sell -3.91% 7.97%
The percentage of cash held in the portfolio is: 75.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
AZTA Buy All -4.74%
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
ATEC Alphatec Holdings, Inc. Buy 7.36% 21.91%
IRTC iRhythm Technologies, Inc. Buy 6.17% -7.33%
CORT Corcept Therapeutics Incorporated Buy 6.83% 8.49%
CHRS Coherus BioSciences, Inc. Buy 6.52% 0.18%
ITGR Integer Holdings Corporation Buy 20.95% -2.37%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.99% 5.36%
CUTR Cutera, Inc. Sell -3.28% 23.08%
TNDM Tandem Diabetes Care, Inc. Sell -3.88% 8.92%
KIDS OrthoPediatrics Corp. Sell -4.03% 5.44%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.62% 14.91%
OSUR OraSure Technologies, Inc. Sell -4.03% 6.76%
AZTA Azenta, Inc. Sell -3.9% 4.03%
The percentage of cash held in the portfolio is: 78.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEOG Sell All 5.23%
INCY Sell All -4.56%
MGNX Sell All -10.08%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 6.19% 6%
INCY Incyte Corporation Buy 6.5% 4.11%
ATEC Alphatec Holdings, Inc. Buy 6.56% 8.54%
MGNX MacroGenics, Inc. Buy 5.49% -9.3%
IRTC iRhythm Technologies, Inc. Buy 6.29% -5.62%
CORT Corcept Therapeutics Incorporated Buy 6.63% 5.11%
CHRS Coherus BioSciences, Inc. Buy 6.21% -4.76%
ITGR Integer Holdings Corporation Buy 21.14% -1.63%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.04% 4.19%
CUTR Cutera, Inc. Sell -3.17% 25.64%
TNDM Tandem Diabetes Care, Inc. Sell -4.01% 6.01%
KIDS OrthoPediatrics Corp. Sell -3.78% 11.31%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.69% 13.55%
OSUR OraSure Technologies, Inc. Sell -3.92% 9.42%
AZTA Azenta, Inc. Sell -3.85% 5.3%
The percentage of cash held in the portfolio is: 61.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
VERU Buy All 29.76%
HCSG Sell All 2.56%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
HCSG Healthcare Services Group, Inc. Buy 6.7% 5.39%
NEOG Neogen Corporation Buy 6.01% 1.81%
INCY Incyte Corporation Buy 6.46% 2.62%
ATEC Alphatec Holdings, Inc. Buy 6.4% 4.84%
MGNX MacroGenics, Inc. Buy 5.64% -7.75%
IRTC iRhythm Technologies, Inc. Buy 6.65% -1.22%
CORT Corcept Therapeutics Incorporated Buy 6.59% 3.54%
CHRS Coherus BioSciences, Inc. Buy 5.97% -9.27%
ITGR Integer Holdings Corporation Buy 21.13% -2.62%
VERU Veru Inc. Sell -2.54% 30.95%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.12% 3.21%
CUTR Cutera, Inc. Sell -3.53% 17.95%
TNDM Tandem Diabetes Care, Inc. Sell -3.85% 10.65%
KIDS OrthoPediatrics Corp. Sell -3.84% 10.85%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.71% 13.91%
OSUR OraSure Technologies, Inc. Sell -4.06% 7%
AZTA Azenta, Inc. Sell -4% 2.63%
The percentage of cash held in the portfolio is: 58.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
RGEN Sell All -17.11%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
HCSG Healthcare Services Group, Inc. Buy 6.78% 8.95%
NEOG Neogen Corporation Buy 5.9% 2.09%
INCY Incyte Corporation Buy 6.48% 5.14%
ATEC Alphatec Holdings, Inc. Buy 6.64% 11.21%
MGNX MacroGenics, Inc. Buy 5.89% -1.55%
IRTC iRhythm Technologies, Inc. Buy 6.75% 2.46%
CORT Corcept Therapeutics Incorporated Buy 6.82% 9.45%
CHRS Coherus BioSciences, Inc. Buy 6.07% -5.73%
ITGR Integer Holdings Corporation Buy 20.94% -1.41%
RGEN Repligen Corporation Buy 6.76% -5.34%
VERU Veru Inc. Sell -2.7% 25%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.08% 2.23%
CUTR Cutera, Inc. Sell -3.57% 15.38%
TNDM Tandem Diabetes Care, Inc. Sell -3.94% 6.57%
KIDS OrthoPediatrics Corp. Sell -3.72% 11.78%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.86% 8.49%
OSUR OraSure Technologies, Inc. Sell -4.12% 3.62%
AZTA Azenta, Inc. Sell -4.02% 0%
The percentage of cash held in the portfolio is: 50.96%
New Assets Added
  • AZTA
Assets Removed
Asset Action Perf %
COLL Buy All 11.77%
SAGE Sell All -15.03%
ALT Sell All -10.91%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HCSG Healthcare Services Group, Inc. Buy 6.76% 11.32%
NEOG Neogen Corporation Buy 5.96% 5.86%
INCY Incyte Corporation Buy 6.55% 8.86%
ATEC Alphatec Holdings, Inc. Buy 6.78% 16.31%
MGNX MacroGenics, Inc. Buy 5.69% -2.58%
IRTC iRhythm Technologies, Inc. Buy 6.88% 6.99%
CORT Corcept Therapeutics Incorporated Buy 6.86% 12.76%
SAGE Sage Therapeutics, Inc. Buy 5.7% -9.34%
CHRS Coherus BioSciences, Inc. Buy 5.97% -5%
ITGR Integer Holdings Corporation Buy 20.84% 0.58%
ALT Altimmune, Inc. Buy 7.17% 0.32%
RGEN Repligen Corporation Buy 6.97% 0%
COLL Collegium Pharmaceutical, Inc. Sell -2.77% 12.04%
VERU Veru Inc. Sell -2.6% 26.19%
AMPH Amphastar Pharmaceuticals, Inc. Sell -4.01% 1.32%
CUTR Cutera, Inc. Sell -3.8% 7.69%
TNDM Tandem Diabetes Care, Inc. Sell -3.99% 3.04%
KIDS OrthoPediatrics Corp. Sell -3.88% 5.68%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.87% 5.78%
OSUR OraSure Technologies, Inc. Sell -4.08% 2.17%
The percentage of cash held in the portfolio is: 36.86%
New Assets Added
  • RGEN
Assets Removed
Asset Action Perf %
CARA Sell All -6.09%
CDMO Sell All 17.76%
Assets Rebalanced
None

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

Market Overview

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