1D | 0.0 % |
1W | 0.4 % |
2W | 1.7 % |
1M | -1.7 % |
3M | 1.5 % |
6M | -0.4 % |
9M | 31.1 % |
1Y | 30.6 % |
Alpha
21.8%
|
Beta
0.4
|
sharpe-R
1.24
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.22
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-19 07:46:30 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.45% |
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 10.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.3% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 9.32% | -2.15% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
NVCR | Sell All | -3.99% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 9.12% | -6.37% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.55% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 33.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 13.14% | 33.96% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 8.97% | -7.98% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.6% | 0.63% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ALDX | Sell All | -6.49% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 11.39% | 14.37% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.59% | -3.01% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 9.25% | -6.48% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 9.68% | 0% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
MGNX | Sell All | -7.41% |
ESPR | Sell All | -9.84% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MGNX MacroGenics, Inc. | Buy | 9.58% | -3.7% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 9.35% | -6.01% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 10.24% | 3.44% | 2024-09-04 |
ALDX Aldeyra Therapeutics, Inc. | Buy | 9.83% | 0% | 2024-09-05 |
NVCR NovoCure Limited | Buy | 9.83% | 0% | 2024-09-06 |