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Portfolio Ref: EQ355LO1W
Performance in the last:
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1D 0.0 %
1W -3.3 %
2W -5.7 %
1M -3.8 %
3M -5.0 %
6M -4.8 %
9M 8.6 %
1Y 10.2 %
Alpha
4.3%
Beta
0.17
sharpe-R
0.78
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 08:30:17
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -9.08%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week 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 5.

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.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-18 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
RGEN Sell All -17.11%
ITGR Sell All -2.62%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ITGR Integer Holdings Corporation Buy 14.47% 0.58%
RGEN Repligen Corporation Buy 20.88% 0%
The percentage of cash held in the portfolio is: 64.65%
New Assets Added
  • RGEN
Assets Removed
Asset Action Perf %
HUM Sell All 0.32%
Assets Rebalanced
None
2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
HUM Humana Inc. Buy 19.78% -2.93%
ITGR Integer Holdings Corporation Buy 14.51% 0.1%
The percentage of cash held in the portfolio is: 65.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
IART Sell All -0.4%
Assets Rebalanced
None
2024-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
IART Integra LifeSciences Holdings Corporation Buy 19.71% 2.17%
HUM Humana Inc. Buy 19.76% -2.1%
ITGR Integer Holdings Corporation Buy 14.64% 2%
The percentage of cash held in the portfolio is: 45.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
IRTC Sell All 9.2%
CORT Sell All 17.98%
Assets Rebalanced
None
2024-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRTC iRhythm Technologies, Inc. Buy 20.68% 6.19%
CORT Corcept Therapeutics Incorporated Buy 23.18% 19.06%
IART Integra LifeSciences Holdings Corporation Buy 19.35% -0.52%
HUM Humana Inc. Buy 20.32% -0.14%
ITGR Integer Holdings Corporation Buy 14.47% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ITGR
Assets Removed
Asset Action Perf %
AMN Sell All -29.49%
Assets Rebalanced
None
2024-11-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRTC iRhythm Technologies, Inc. Buy 20.16% 9.9%
CORT Corcept Therapeutics Incorporated Buy 19.87% 8.33%
IART Integra LifeSciences Holdings Corporation Buy 19.64% 7.19%
HUM Humana Inc. Buy 19.17% 0%
AMN AMN Healthcare Services, Inc. Buy 19.17% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HUM
  • AMN
Assets Removed
Asset Action Perf %
INCY Sell All 9.5%
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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