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Portfolio Ref: EQ3520LO2W
Performance in the last:
Follow this Portfolio
1D 0.0 %
1W 0.5 %
2W 0.1 %
1M 0.0 %
3M 3.3 %
6M 7.6 %
9M 17.1 %
1Y 13.2 %
Alpha
-2.0%
Beta
0.51
sharpe-R
0.77
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.97
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 2024-10-18 07:52:14
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -10.53%
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 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 Action Weight PnL
ORGO Organogenesis Holdings Inc. Buy 4.88% -0.32%
ARDX Ardelyx, Inc. Buy 4.71% -3.48%
BKD Brookdale Senior Living Inc. Buy 5.33% 9.26%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 5.25% 7.64%
VCEL Vericel Corporation Buy 4.71% -3.37%
CDXS Codexis, Inc. Buy 4.85% -0.59%
SGMO Sangamo Therapeutics, Inc. Buy 4.73% -3.09%
VREX Varex Imaging Corporation Buy 4.89% 0%
NKTR Nektar Therapeutics Buy 4.89% 0%
LXRX Lexicon Pharmaceuticals, Inc. Buy 4.89% 0%
AXSM Axsome Therapeutics, Inc. Buy 4.89% 0%
The percentage of cash held in the portfolio is: 45.99%
** The description of each asset is available Here

The latest 5 Compositions change

2024-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORGO Organogenesis Holdings Inc. Buy 4.88% -0.32%
ARDX Ardelyx, Inc. Buy 4.71% -3.48%
BKD Brookdale Senior Living Inc. Buy 5.33% 9.26%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 5.25% 7.64%
VCEL Vericel Corporation Buy 4.71% -3.37%
CDXS Codexis, Inc. Buy 4.85% -0.59%
SGMO Sangamo Therapeutics, Inc. Buy 4.73% -3.09%
VREX Varex Imaging Corporation Buy 4.89% 0%
NKTR Nektar Therapeutics Buy 4.89% 0%
LXRX Lexicon Pharmaceuticals, Inc. Buy 4.89% 0%
AXSM Axsome Therapeutics, Inc. Buy 4.89% 0%
The percentage of cash held in the portfolio is: 45.99%
New Assets Added
  • VREX
  • NKTR
  • LXRX
  • AXSM
Assets Removed
Asset Action Perf %
RDNT Sell All -3.2%
Assets Rebalanced
None
2024-10-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORGO Organogenesis Holdings Inc. Buy 5.11% 5.52%
ARDX Ardelyx, Inc. Buy 4.67% -3.15%
BKD Brookdale Senior Living Inc. Buy 5.33% 10.41%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 5.26% 8.99%
VCEL Vericel Corporation Buy 4.73% -1.95%
RDNT RadNet, Inc. Buy 4.81% -0.34%
CDXS Codexis, Inc. Buy 5.01% 3.83%
SGMO Sangamo Therapeutics, Inc. Buy 4.93% 2.27%
The percentage of cash held in the portfolio is: 60.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
IRWD Sell All 5.63%
Assets Rebalanced
None
2024-10-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRWD Ironwood Pharmaceuticals, Inc. Buy 5.04% 3.05%
ORGO Organogenesis Holdings Inc. Buy 5.08% 3.9%
ARDX Ardelyx, Inc. Buy 4.82% -1.16%
BKD Brookdale Senior Living Inc. Buy 4.89% 0.33%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 5.01% 2.69%
VCEL Vericel Corporation Buy 4.86% -0.33%
RDNT RadNet, Inc. Buy 4.89% 0.2%
CDXS Codexis, Inc. Buy 4.88% 0%
SGMO Sangamo Therapeutics, Inc. Buy 4.88% 0%
The percentage of cash held in the portfolio is: 55.65%
New Assets Added
  • CDXS
  • SGMO
Assets Removed
None
Assets Rebalanced
None
2024-10-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRWD Ironwood Pharmaceuticals, Inc. Buy 4.95% 0.7%
ORGO Organogenesis Holdings Inc. Buy 4.93% 0.32%
ARDX Ardelyx, Inc. Buy 4.86% -0.83%
BKD Brookdale Senior Living Inc. Buy 4.9% 0%
ARWR Arrowhead Pharmaceuticals, Inc. Buy 4.9% 0%
VCEL Vericel Corporation Buy 4.9% 0%
RDNT RadNet, Inc. Buy 4.9% 0%
The percentage of cash held in the portfolio is: 65.67%
New Assets Added
  • BKD
  • ARWR
  • VCEL
  • RDNT
Assets Removed
None
Assets Rebalanced
None
2024-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRWD Ironwood Pharmaceuticals, Inc. Buy 4.92% 0%
ORGO Organogenesis Holdings Inc. Buy 4.9% -0.32%
ARDX Ardelyx, Inc. Buy 4.9% 0%
The percentage of cash held in the portfolio is: 85.29%
New Assets Added
  • ARDX
Assets Removed
None
Assets Rebalanced
None
2024-10-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRWD Ironwood Pharmaceuticals, Inc. Buy 4.86% -1.17%
ORGO Organogenesis Holdings Inc. Buy 4.83% -1.95%
The percentage of cash held in the portfolio is: 90.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
BCRX Sell All -6.07%
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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