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Portfolio Ref: EQ3525LS2W
Performance in the last:
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1D 0.0 %
1W -0.8 %
2W -2.0 %
1M 0.3 %
3M 3.3 %
6M 13.5 %
9M 13.5 %
1Y -25.0 %
Alpha
-31.6%
Beta
0.39
sharpe-R
-0.47
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
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 2025-02-18 07:01:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -49.92%
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 25.

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.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-17 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CARA Buy All -7.44%
RGNX Sell All -9.54%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
RGNX REGENXBIO Inc. Buy 7.06% -9.29%
CARA Cara Therapeutics, Inc. Sell -5.35% -15.7%
The percentage of cash held in the portfolio is: 98.29%
New Assets Added
None
Assets Removed
Asset Action Perf %
FATE Sell All -7.3%
SGMO Sell All -4.88%
NTRA Sell All -3.14%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
FATE Fate Therapeutics, Inc. Buy 7.45% -8.76%
SGMO Sangamo Therapeutics, Inc. Buy 7.5% -8.13%
NTRA Natera, Inc. Buy 7.97% -2.45%
RGNX REGENXBIO Inc. Buy 6.95% -10.78%
CARA Cara Therapeutics, Inc. Sell -5.02% -8.47%
The percentage of cash held in the portfolio is: 75.15%
New Assets Added
None
Assets Removed
Asset Action Perf %
UTMD Buy All 1.26%
AADI Buy All 7.27%
RCKT Buy All 5.28%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
FATE Fate Therapeutics, Inc. Buy 7.48% -7.3%
SGMO Sangamo Therapeutics, Inc. Buy 7.54% -6.5%
NTRA Natera, Inc. Buy 7.91% -1.96%
RGNX REGENXBIO Inc. Buy 7.83% 1.73%
UTMD Utah Medical Products, Inc. Sell -3.83% 2.37%
AADI Aadi Bioscience, Inc. Sell -3.76% 4.15%
RCKT Rocket Pharmaceuticals, Inc. Sell -3.9% 0.67%
CARA Cara Therapeutics, Inc. Sell -4.72% -3.31%
The percentage of cash held in the portfolio is: 85.46%
New Assets Added
None
Assets Removed
Asset Action Perf %
BLFS Sell All -7.77%
Assets Rebalanced
None
2025-02-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BLFS BioLife Solutions, Inc. Buy 7.32% -7.46%
FATE Fate Therapeutics, Inc. Buy 8.11% 2.19%
SGMO Sangamo Therapeutics, Inc. Buy 8.2% 3.25%
NTRA Natera, Inc. Buy 7.89% -0.64%
RGNX REGENXBIO Inc. Buy 7.91% 4.46%
UTMD Utah Medical Products, Inc. Sell -3.77% 2.3%
AADI Aadi Bioscience, Inc. Sell -3.78% 2.08%
RCKT Rocket Pharmaceuticals, Inc. Sell -3.95% -2.31%
CARA Cara Therapeutics, Inc. Sell -4.76% -5.79%
The percentage of cash held in the portfolio is: 76.84%
New Assets Added
None
Assets Removed
Asset Action Perf %
HROW Buy All 7.62%
Assets Rebalanced
None
2025-02-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
BLFS BioLife Solutions, Inc. Buy 7.46% -5.58%
FATE Fate Therapeutics, Inc. Buy 8.23% 3.65%
SGMO Sangamo Therapeutics, Inc. Buy 8.13% 2.44%
NTRA Natera, Inc. Buy 7.97% 0.41%
RGNX REGENXBIO Inc. Buy 7.91% 4.46%
HROW Harrow Health, Inc. Sell -3.67% 8.07%
UTMD Utah Medical Products, Inc. Sell -3.78% 2.14%
AADI Aadi Bioscience, Inc. Sell -3.87% -0.35%
RCKT Rocket Pharmaceuticals, Inc. Sell -4.17% -7.97%
CARA Cara Therapeutics, Inc. Sell -4.68% -4.13%
The percentage of cash held in the portfolio is: 80.48%
New Assets Added
None
Assets Removed
Asset Action Perf %
FGEN Buy All -0.6%
Assets Rebalanced
None

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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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