1D | -0.1 % |
1W | 0.4 % |
2W | 0.0 % |
1M | -0.9 % |
3M | -1.2 % |
6M | 5.3 % |
9M | 9.7 % |
1Y | 12.2 % |
Alpha
-4.4%
|
Beta
0.55
|
sharpe-R
0.7
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:16 |
Launch Date | 2023-01-01 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -9.69% |
Max. DrawDown Benchmark | -8.41% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 5.1% | 4.23% | 2024-10-03 | ||
ORGO Organogenesis Holdings Inc. | Buy | 4.88% | -0.32% | 2024-10-07 | ||
ARDX Ardelyx, Inc. | Buy | 4.71% | -3.48% | 2024-10-14 | ||
BKD Brookdale Senior Living Inc. | Buy | 5.33% | 9.26% | 2024-10-15 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.25% | 7.64% | 2024-10-15 | ||
VCEL Vericel Corporation | Buy | 4.72% | -3.37% | 2024-10-15 | ||
CDXS Codexis, Inc. | Buy | 4.85% | -0.59% | 2024-10-16 | ||
SGMO Sangamo Therapeutics, Inc. | Buy | 4.73% | -3.09% | 2024-10-16 | ||
VREX Varex Imaging Corporation | Buy | 4.87% | 0% | 2024-10-18 | ||
NKTR Nektar Therapeutics | Buy | 4.87% | 0% | 2024-10-18 | ||
LXRX Lexicon Pharmaceuticals, Inc. | Buy | 4.87% | 0% | 2024-10-18 | ||
AXSM Axsome Therapeutics, Inc. | Buy | 4.87% | 0% | 2024-10-18 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 5.1% | 4.23% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 4.88% | -0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 4.71% | -3.48% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 5.33% | 9.26% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.25% | 7.64% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.72% | -3.37% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 4.85% | -0.59% | 2024-10-16 |
SGMO Sangamo Therapeutics, Inc. | Buy | 4.73% | -3.09% | 2024-10-16 |
VREX Varex Imaging Corporation | Buy | 4.87% | 0% | 2024-10-18 |
NKTR Nektar Therapeutics | Buy | 4.87% | 0% | 2024-10-18 |
LXRX Lexicon Pharmaceuticals, Inc. | Buy | 4.87% | 0% | 2024-10-18 |
AXSM Axsome Therapeutics, Inc. | Buy | 4.87% | 0% | 2024-10-18 |
Asset | Action | Perf % |
---|---|---|
RDNT | Sell All | -3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 5.04% | 3.05% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 5.08% | 3.9% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 4.82% | -1.16% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 4.89% | 0.33% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 5.01% | 2.69% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.86% | -0.33% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 4.89% | 0.2% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 4.88% | 0% | 2024-10-16 |
SGMO Sangamo Therapeutics, Inc. | Buy | 4.88% | 0% | 2024-10-16 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.95% | 0.7% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 4.93% | 0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 4.86% | -0.83% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 4.9% | 0% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 4.9% | 0% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 4.9% | 0% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 4.9% | 0% | 2024-10-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.92% | 0% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 4.9% | -0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 4.9% | 0% | 2024-10-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.86% | -1.17% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 4.83% | -1.95% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
BCRX | Sell All | -6.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.94% | 0.94% | 2024-10-03 |
BCRX BioCryst Pharmaceuticals, Inc. | Buy | 4.9% | 0% | 2024-10-07 |
ORGO Organogenesis Holdings Inc. | Buy | 4.9% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 4.9% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
NVCR | Sell All | -11.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 4.36% | -8.98% | 2024-09-06 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | -1.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 4.61% | -3.32% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.84% | 2.48% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
ESPR | Sell All | -8.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ESPR Esperion Therapeutics, Inc. | Buy | 4.67% | -4.92% | 2024-09-02 |
NVCR NovoCure Limited | Buy | 4.63% | -2.44% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.96% | 5.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
PODD | Sell All | 15.5% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PODD Insulet Corporation | Buy | 5.63% | 14.42% | 2024-08-29 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.73% | -3.83% | 2024-09-02 |
NVCR NovoCure Limited | Buy | 4.72% | -0.5% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.86% | 3.45% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
MGNX | Sell All | -2.28% |
AADI | Sell All | 7.43% |
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AADI Aadi Bioscience, Inc. | Buy | 5.04% | 1.14% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.62% | 12.73% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 5.13% | 2.85% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.77% | -4.37% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.44% | 31.25% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.62% | -3.99% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.67% | -2.15% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
AGEN | Sell All | 8.41% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AGEN Agenus Inc. | Buy | 5.16% | 3.11% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 5.26% | 5.14% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.58% | 11.4% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 5.16% | 3.13% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.76% | -4.92% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.28% | 27.5% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.61% | -4.54% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.67% | -2.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
APLS | Sell All | -3.75% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
APLS Apellis Pharmaceuticals, Inc. | Buy | 4.92% | -1.69% | 2024-08-22 |
AGEN Agenus Inc. | Buy | 5% | -0.18% | 2024-08-23 |
AADI Aadi Bioscience, Inc. | Buy | 5.09% | 1.71% | 2024-08-27 |
PODD Insulet Corporation | Buy | 5.55% | 10.8% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 5.08% | 1.42% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 4.73% | -5.46% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 6.59% | 33.75% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 4.53% | -6.37% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 4.8% | 0.26% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
CARA | Sell All | -18.08% |