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All portfolios and performance
Portfolio Ref: EQXS20LO3W
Performance in the last:
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1D 3.9 %
1W 1.6 %
2W -3.4 %
1M -5.7 %
3M -7.3 %
6M -7.0 %
9M 0.2 %
1Y 3.3 %
Alpha
-18.8%
Beta
0.87
sharpe-R
0.21
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 06:55:24
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -17.64%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks in the Equity asset class. The maximum number of assets that can be allocated in this strategy is 20.

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
2
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

Asset Asset Class Action Weight PnL
WES Western Midstream Partners, LP Equity Buy 4.91% 2.57%
MBUU Malibu Boats, Inc. Equity Buy 5.06% 5.75%
TVTX Travere Therapeutics, Inc. Equity Buy 6.67% 40.42%
ESPR Esperion Therapeutics, Inc. Equity Buy 4.95% 4.37%
SPWH Sportsman's Warehouse Holdings, Inc. Equity Buy 6.22% 22.59%
NVCR NovoCure Limited Equity Buy 5.22% 2.88%
LUMN Lumen Technologies, Inc. Equity Buy 5.62% 10.73%
MYGN Myriad Genetics, Inc. Equity Buy 4.82% 2.3%
MPW Medical Properties Trust, Inc. Equity Buy 4.54% 0%
The percentage of cash held in the portfolio is: 51.98%
** 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
WES Western Midstream Partners, LP Buy 4.91% 2.57%
MBUU Malibu Boats, Inc. Buy 5.06% 5.75%
TVTX Travere Therapeutics, Inc. Buy 6.67% 40.42%
ESPR Esperion Therapeutics, Inc. Buy 4.95% 4.37%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 6.22% 22.59%
NVCR NovoCure Limited Buy 5.22% 2.88%
LUMN Lumen Technologies, Inc. Buy 5.62% 10.73%
MYGN Myriad Genetics, Inc. Buy 4.82% 2.3%
MPW Medical Properties Trust, Inc. Buy 4.54% 0%
The percentage of cash held in the portfolio is: 51.98%
New Assets Added
  • MPW
Assets Removed
None
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
WES Western Midstream Partners, LP Buy 4.94% 0.73%
MBUU Malibu Boats, Inc. Buy 5% 1.9%
TVTX Travere Therapeutics, Inc. Buy 6.38% 31.25%
ESPR Esperion Therapeutics, Inc. Buy 4.65% -4.37%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 5.76% 10.88%
NVCR NovoCure Limited Buy 4.99% -3.99%
LUMN Lumen Technologies, Inc. Buy 5.66% 8.91%
MYGN Myriad Genetics, Inc. Buy 4.73% -2.15%
The percentage of cash held in the portfolio is: 57.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
AGEN Sell All 8.41%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
AGEN Agenus Inc. Buy 5.61% 3.11%
WES Western Midstream Partners, LP Buy 4.94% -0.73%
MBUU Malibu Boats, Inc. Buy 5.03% 1.24%
TVTX Travere Therapeutics, Inc. Buy 6.29% 27.5%
ESPR Esperion Therapeutics, Inc. Buy 4.69% -4.92%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 5.6% 6.28%
NVCR NovoCure Limited Buy 5.03% -4.54%
LUMN Lumen Technologies, Inc. Buy 5.21% -1.09%
MYGN Myriad Genetics, Inc. Buy 4.77% -2.56%
The percentage of cash held in the portfolio is: 52.82%
New Assets Added
None
Assets Removed
Asset Action Perf %
APLS Sell All -3.75%
ATUS Sell All 6.59%
GME Sell All -10.8%
JBSS Sell All -4.24%
Assets Rebalanced
None
2024-09-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
APLS Apellis Pharmaceuticals, Inc. Buy 5.33% -1.69%
ATUS Altice USA, Inc. Buy 5.84% 7.69%
AGEN Agenus Inc. Buy 5.41% -0.18%
WES Western Midstream Partners, LP Buy 4.88% -1.53%
MBUU Malibu Boats, Inc. Buy 4.82% -2.72%
GME GameStop Corp. Buy 4.98% 1.34%
JBSS John B. Sanfilippo & Son, Inc. Buy 4.81% -2.12%
TVTX Travere Therapeutics, Inc. Buy 6.57% 33.75%
ESPR Esperion Therapeutics, Inc. Buy 4.65% -5.46%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 5.23% -0.42%
NVCR NovoCure Limited Buy 4.92% -6.37%
LUMN Lumen Technologies, Inc. Buy 5.12% -2.55%
MYGN Myriad Genetics, Inc. Buy 4.89% 0.26%
The percentage of cash held in the portfolio is: 32.55%
New Assets Added
None
Assets Removed
Asset Action Perf %
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 5.37% 0.21%
ATUS Altice USA, Inc. Buy 6.04% 12.64%
CARA Cara Therapeutics, Inc. Buy 4.85% -9.62%
AGEN Agenus Inc. Buy 5.03% -6.22%
WES Western Midstream Partners, LP Buy 4.78% -2.44%
MBUU Malibu Boats, Inc. Buy 4.8% -2.03%
GME GameStop Corp. Buy 5.1% 4.8%
JBSS John B. Sanfilippo & Son, Inc. Buy 4.83% -0.6%
TVTX Travere Therapeutics, Inc. Buy 6.51% 33.96%
ESPR Esperion Therapeutics, Inc. Buy 4.52% -7.1%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 5.33% 2.51%
NVCR NovoCure Limited Buy 4.78% -7.98%
LUMN Lumen Technologies, Inc. Buy 5.37% 3.27%
MYGN Myriad Genetics, Inc. Buy 4.86% 0.63%
The percentage of cash held in the portfolio is: 27.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
WOW Sell All -3.98%
LPTV Sell All -47.73%
UAA Sell All -9.36%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
WOW WideOpenWest, Inc. Buy 5.09% -4.84%
LPTV Loop Media, Inc. Buy 3.16% -40.91%
APLS Apellis Pharmaceuticals, Inc. Buy 5.51% 3%
ATUS Altice USA, Inc. Buy 6.47% 20.88%
CARA Cara Therapeutics, Inc. Buy 5.03% -6.12%
AGEN Agenus Inc. Buy 4.85% -9.51%
WES Western Midstream Partners, LP Buy 4.79% -2.13%
MBUU Malibu Boats, Inc. Buy 4.87% -0.47%
GME GameStop Corp. Buy 5.02% 3.37%
JBSS John B. Sanfilippo & Son, Inc. Buy 4.89% 0.66%
TVTX Travere Therapeutics, Inc. Buy 5.55% 14.37%
ESPR Esperion Therapeutics, Inc. Buy 4.38% -9.84%
UAA Under Armour, Inc. Buy 3.51% -5.35%
SPWH Sportsman's Warehouse Holdings, Inc. Buy 5.19% 0%
NVCR NovoCure Limited Buy 4.85% -6.48%
LUMN Lumen Technologies, Inc. Buy 5.51% 6.18%
MYGN Myriad Genetics, Inc. Buy 4.82% 0%
The percentage of cash held in the portfolio is: 16.47%
New Assets Added
  • MYGN
Assets Removed
Asset Action Perf %
RUN Sell All -10.32%
ABG Sell All -5.59%
ORGO Sell All -12.72%
TSLA Sell All -8.45%
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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