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Portfolio Ref: EQ3510LO1M
Performance in the last:
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1D 0.1 %
1W 1.5 %
2W 1.8 %
1M 3.3 %
3M 8.8 %
6M 5.7 %
9M 1.3 %
1Y 13.9 %
Alpha
-13.0%
Beta
0.77
sharpe-R
0.45
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.64
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 2024-12-03 08:17:00
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -16.99%
Max. DrawDown Benchmark -8.41%

This Long Only 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 10.

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
3
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 Action Weight PnL
ITGR Integer Holdings Corporation Buy 7.23% 1.47%
APLS Apellis Pharmaceuticals, Inc. Buy 10.47% 8.55%
MGNX MacroGenics, Inc. Buy 10.47% 8.53%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.58% 0.73%
ESPR Esperion Therapeutics, Inc. Buy 9.87% 0%
The percentage of cash held in the portfolio is: 51.37%
** The description of each asset is available Here

The latest 5 Compositions change

2024-12-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ITGR Integer Holdings Corporation Buy 7.23% 1.47%
APLS Apellis Pharmaceuticals, Inc. Buy 10.47% 8.55%
MGNX MacroGenics, Inc. Buy 10.47% 8.53%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.58% 0.73%
ESPR Esperion Therapeutics, Inc. Buy 9.87% 0%
The percentage of cash held in the portfolio is: 51.37%
New Assets Added
  • ESPR
Assets Removed
Asset Action Perf %
FATE Sell All -6.62%
Assets Rebalanced
None
2024-11-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
ITGR Integer Holdings Corporation Buy 7.32% 2.95%
APLS Apellis Pharmaceuticals, Inc. Buy 10.07% 4.63%
MGNX MacroGenics, Inc. Buy 10.31% 7.06%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.48% 0%
FATE Fate Therapeutics, Inc. Buy 10.48% 0%
The percentage of cash held in the portfolio is: 51.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
NEOG Sell All NA
Assets Rebalanced
None
2024-11-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
NEOG Neogen Corporation Buy 7.41% -1.39%
ITGR Integer Holdings Corporation Buy 7.32% 2.95%
APLS Apellis Pharmaceuticals, Inc. Buy 10.07% 4.63%
MGNX MacroGenics, Inc. Buy 10.31% 7.06%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 10.48% 0%
FATE Fate Therapeutics, Inc. Buy 10.48% 0%
The percentage of cash held in the portfolio is: 43.92%
New Assets Added
  • ARWR
  • FATE
Assets Removed
Asset Action Perf %
HCSG Sell All 13.06%
Assets Rebalanced
None
2024-11-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HCSG Healthcare Services Group, Inc. Buy 14.69% 10.78%
NEOG Neogen Corporation Buy 7.54% -1.19%
ITGR Integer Holdings Corporation Buy 7.33% 1.48%
APLS Apellis Pharmaceuticals, Inc. Buy 9.78% 0%
MGNX MacroGenics, Inc. Buy 9.78% 0%
The percentage of cash held in the portfolio is: 50.88%
New Assets Added
  • APLS
  • MGNX
Assets Removed
None
Assets Rebalanced
None
2024-11-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
HCSG Healthcare Services Group, Inc. Buy 14.17% 6.67%
NEOG Neogen Corporation Buy 7.98% 4.46%
ITGR Integer Holdings Corporation Buy 7.31% 0.99%
The percentage of cash held in the portfolio is: 70.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
CDMO Sell All 18.73%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
CDMO Avid Bioservices, Inc. Buy 9.43% 17.66%
HCSG Healthcare Services Group, Inc. Buy 13.87% 3.74%
NEOG Neogen Corporation Buy 8.09% 5.23%
ITGR Integer Holdings Corporation Buy 7.11% -2.37%
The percentage of cash held in the portfolio is: 61.49%
New Assets Added
None
Assets Removed
Asset Action Perf %
MGNX Sell All -10.08%
MDRX Sell All -7.2%
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

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.
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