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Portfolio Ref: EQ3510LO2W
Performance in the last:
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1D 0.4 %
1W -6.1 %
2W -4.0 %
1M 9.9 %
3M 9.6 %
6M 15.0 %
9M 7.2 %
1Y 15.7 %
Alpha
-0.7%
Beta
0.62
sharpe-R
0.68
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 08:30:21
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -18.3%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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 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 8.74% -2.48%
The percentage of cash held in the portfolio is: 91.26%
** 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
ITGR Integer Holdings Corporation Buy 8.74% -2.48%
The percentage of cash held in the portfolio is: 91.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
HUM Sell All 1.89%
Assets Rebalanced
None
2024-11-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
HUM Humana Inc. Buy 8.5% -3.72%
ITGR Integer Holdings Corporation Buy 8.79% -2.37%
The percentage of cash held in the portfolio is: 82.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
MDRX Sell All -7.2%
Assets Rebalanced
None
2024-11-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
HUM Humana Inc. Buy 8.29% -5.95%
ITGR Integer Holdings Corporation Buy 8.84% -1.63%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.22% -4.98%
The percentage of cash held in the portfolio is: 71.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
AVNS Sell All -8.39%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
AVNS Avanos Medical, Inc. Buy 8.52% -5.56%
HUM Humana Inc. Buy 8.4% -4.45%
ITGR Integer Holdings Corporation Buy 8.73% -2.62%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.16% -5.24%
The percentage of cash held in the portfolio is: 63.18%
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
AVNS Avanos Medical, Inc. Buy 8.57% -3.19%
HUM Humana Inc. Buy 8.46% -1.86%
ITGR Integer Holdings Corporation Buy 8.67% -1.41%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.11% -3.91%
RGEN Repligen Corporation Buy 9.65% -5.34%
The percentage of cash held in the portfolio is: 53.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
ATEC Sell All 11.21%
ALT Sell All -10.91%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ATEC Alphatec Holdings, Inc. Buy 10.57% 16.31%
AVNS Avanos Medical, Inc. Buy 8.45% -1.47%
HUM Humana Inc. Buy 8.38% 0.32%
ITGR Integer Holdings Corporation Buy 8.57% 0.58%
MDRX Allscripts Healthcare Solutions, Inc. Buy 11.1% -0.89%
ALT Altimmune, Inc. Buy 11.41% 0.32%
RGEN Repligen Corporation Buy 9.88% 0%
The percentage of cash held in the portfolio is: 31.63%
New Assets Added
  • RGEN
Assets Removed
Asset Action Perf %
CARA Sell All -6.09%
INCY Sell All 8.86%
ESPR Sell All -11.51%
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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