1D | -0.5 % |
1W | -0.9 % |
2W | -3.0 % |
1M | -8.5 % |
3M | -5.2 % |
6M | 4.2 % |
9M | -68.2 % |
1Y | -70.4 % |
Alpha
-85.6%
|
Beta
0.44
|
sharpe-R
-0.87
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:19 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -75.48% |
Max. DrawDown Benchmark | -8.41% |
This Long-Short 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 15.
The assets selection in this portfolio is based on: Macro-Pattern Mix St..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
TDOC Teladoc Health, Inc. | Buy | 12.92% | 0.21% | 2024-10-11 | ||
BLUE bluebird bio, Inc. | Sell | -4.69% | 0% | 2024-10-09 | ||
BLFS BioLife Solutions, Inc. | Sell | -5.95% | 1.11% | 2024-10-10 | ||
SIGA SIGA Technologies, Inc. | Sell | -6.51% | -8.1% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDOC Teladoc Health, Inc. | Buy | 12.92% | 0.21% | 2024-10-11 |
BLUE bluebird bio, Inc. | Sell | -4.69% | 0% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -5.95% | 1.11% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -6.51% | -8.1% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
THC | Buy All | -3.17% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TDOC Teladoc Health, Inc. | Buy | 13.21% | 3.06% | 2024-10-11 |
THC Tenet Healthcare Corporation | Sell | -7.15% | -4.65% | 2024-10-04 |
BLUE bluebird bio, Inc. | Sell | -4.58% | 1.67% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -5.86% | 1.92% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -6.22% | -3.98% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
BHVN | Sell All | -2.43% |
RGNX | Buy All | -14.97% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BHVN Biohaven Ltd. | Buy | 13.43% | 0.04% | 2024-10-08 |
TDOC Teladoc Health, Inc. | Buy | 12.18% | -5.16% | 2024-10-11 |
THC Tenet Healthcare Corporation | Sell | -6.78% | 0.93% | 2024-10-04 |
RGNX REGENXBIO Inc. | Sell | -7.46% | -9.09% | 2024-10-04 |
BLUE bluebird bio, Inc. | Sell | -4.76% | -2.04% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -6% | -0.17% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -6.18% | -3.21% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
VREX | Sell All | -4.95% |
PCRX | Sell All | 8.44% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
VREX Varex Imaging Corporation | Buy | 12.27% | -4.19% | 2024-10-01 |
PCRX Pacira BioSciences, Inc. | Buy | 13.81% | 7.77% | 2024-10-01 |
BHVN Biohaven Ltd. | Buy | 13.57% | 1.86% | 2024-10-08 |
TDOC Teladoc Health, Inc. | Buy | 12.36% | -3.06% | 2024-10-11 |
THC Tenet Healthcare Corporation | Sell | -6.75% | 0.59% | 2024-10-04 |
RGNX REGENXBIO Inc. | Sell | -7.18% | -5.78% | 2024-10-04 |
BLUE bluebird bio, Inc. | Sell | -4.82% | -4.08% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -5.74% | 3.42% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -6.25% | -5.05% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
WBA | Sell All | 1.66% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | Buy | 12.77% | -0.33% | 2024-09-30 |
VREX Varex Imaging Corporation | Buy | 12.08% | -5.79% | 2024-10-01 |
PCRX Pacira BioSciences, Inc. | Buy | 13.27% | 3.52% | 2024-10-01 |
BHVN Biohaven Ltd. | Buy | 13% | -2.46% | 2024-10-08 |
TDOC Teladoc Health, Inc. | Buy | 12.75% | 0% | 2024-10-11 |
THC Tenet Healthcare Corporation | Sell | -6.62% | 2.53% | 2024-10-04 |
RGNX REGENXBIO Inc. | Sell | -6.72% | 1.18% | 2024-10-04 |
BLUE bluebird bio, Inc. | Sell | -4.64% | 0% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -5.64% | 5.13% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -6% | -0.92% | 2024-10-10 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | Buy | 12.63% | -1.66% | 2024-09-30 |
VREX Varex Imaging Corporation | Buy | 12.39% | -3.52% | 2024-10-01 |
PCRX Pacira BioSciences, Inc. | Buy | 13.3% | 3.52% | 2024-10-01 |
BHVN Biohaven Ltd. | Buy | 12.98% | -2.81% | 2024-10-08 |
THC Tenet Healthcare Corporation | Sell | -6.69% | 1.7% | 2024-10-04 |
RGNX REGENXBIO Inc. | Sell | -6.73% | 1.18% | 2024-10-04 |
BLUE bluebird bio, Inc. | Sell | -4.65% | 0% | 2024-10-09 |
BLFS BioLife Solutions, Inc. | Sell | -5.96% | 0% | 2024-10-10 |
SIGA SIGA Technologies, Inc. | Sell | -5.96% | 0% | 2024-10-10 |
Asset | Action | Perf % |
---|---|---|
ALDX | Buy All | 3.33% |