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Portfolio Ref: EQ3525LS2W
Performance in the last:
Follow this Portfolio
1D 1.9 %
1W -3.3 %
2W -1.5 %
1M 10.3 %
3M 11.9 %
6M 13.4 %
9M -27.8 %
1Y -21.0 %
Alpha
-35.4%
Beta
0.5
sharpe-R
-0.42
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 08:30:38
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

Asset Action Weight PnL
CHRS Coherus BioSciences, Inc. Buy 7.5% 34.15%
ITGR Integer Holdings Corporation Buy 17.81% -2.48%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.86% 4.34%
KIDS OrthoPediatrics Corp. Sell -4.24% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.51% 17.98%
GERN Geron Corporation Sell -3.84% 3.16%
TECH Bio-Techne Corporation Sell -3.65% 7.99%
OSUR OraSure Technologies, Inc. Sell -3.47% 7.97%
The percentage of cash held in the portfolio is: 97.24%
** 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
CHRS Coherus BioSciences, Inc. Buy 7.5% 34.15%
ITGR Integer Holdings Corporation Buy 17.81% -2.48%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.86% 4.34%
KIDS OrthoPediatrics Corp. Sell -4.24% 0.86%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.51% 17.98%
GERN Geron Corporation Sell -3.84% 3.16%
TECH Bio-Techne Corporation Sell -3.65% 7.99%
OSUR OraSure Technologies, Inc. Sell -3.47% 7.97%
The percentage of cash held in the portfolio is: 97.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
TNDM Buy All 1.47%
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 9.71% -3.72%
CHRS Coherus BioSciences, Inc. Buy 5.7% 0.18%
ITGR Integer Holdings Corporation Buy 18.15% -2.37%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.88% 5.36%
TNDM Tandem Diabetes Care, Inc. Sell -3.96% 8.92%
KIDS OrthoPediatrics Corp. Sell -4.11% 5.44%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.7% 14.91%
GERN Geron Corporation Sell -3.71% 8.01%
TECH Bio-Techne Corporation Sell -3.59% 11.14%
OSUR OraSure Technologies, Inc. Sell -3.58% 6.76%
The percentage of cash held in the portfolio is: 92.97%
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 9.5% -5.95%
CHRS Coherus BioSciences, Inc. Buy 5.43% -4.76%
ITGR Integer Holdings Corporation Buy 18.3% -1.63%
MDRX Allscripts Healthcare Solutions, Inc. Buy 6.65% -4.98%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.93% 4.19%
TNDM Tandem Diabetes Care, Inc. Sell -4.09% 6.01%
KIDS OrthoPediatrics Corp. Sell -3.86% 11.31%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.76% 13.55%
GERN Geron Corporation Sell -3.71% 8.25%
TECH Bio-Techne Corporation Sell -3.62% 10.48%
OSUR OraSure Technologies, Inc. Sell -3.48% 9.42%
The percentage of cash held in the portfolio is: 86.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
CUTR Buy All 48.21%
IRTC Sell All -5.62%
CORT Sell All 5.11%
AVNS Sell All -8.39%
Assets Rebalanced
None
2024-11-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
IRTC iRhythm Technologies, Inc. Buy 7.21% -1.22%
CORT Corcept Therapeutics Incorporated Buy 6.49% 3.54%
AVNS Avanos Medical, Inc. Buy 5.29% -5.56%
HUM Humana Inc. Buy 9.65% -4.45%
CHRS Coherus BioSciences, Inc. Buy 5.17% -9.27%
ITGR Integer Holdings Corporation Buy 18.12% -2.62%
MDRX Allscripts Healthcare Solutions, Inc. Buy 6.63% -5.24%
CUTR Cutera, Inc. Sell -2.38% 42.86%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.98% 3.21%
TNDM Tandem Diabetes Care, Inc. Sell -3.89% 10.65%
KIDS OrthoPediatrics Corp. Sell -3.88% 10.85%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.75% 13.91%
GERN Geron Corporation Sell -3.59% 11.17%
TECH Bio-Techne Corporation Sell -3.66% 9.53%
OSUR OraSure Technologies, Inc. Sell -3.57% 7%
The percentage of cash held in the portfolio is: 70.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
RGEN Sell All -17.11%
TGTX Sell All -3.9%
MGNX Sell All -7.75%
Assets Rebalanced
None
2024-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
MGNX MacroGenics, Inc. Buy 5.86% -1.55%
IRTC iRhythm Technologies, Inc. Buy 7.32% 2.46%
CORT Corcept Therapeutics Incorporated Buy 6.72% 9.45%
AVNS Avanos Medical, Inc. Buy 5.31% -3.19%
HUM Humana Inc. Buy 9.7% -1.86%
CHRS Coherus BioSciences, Inc. Buy 5.26% -5.73%
ITGR Integer Holdings Corporation Buy 17.96% -1.41%
MDRX Allscripts Healthcare Solutions, Inc. Buy 6.59% -3.91%
TGTX TG Therapeutics, Inc. Buy 6.88% 0.34%
RGEN Repligen Corporation Buy 6.62% -5.34%
CUTR Cutera, Inc. Sell -2.4% 41.07%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.93% 2.23%
TNDM Tandem Diabetes Care, Inc. Sell -3.98% 6.57%
KIDS OrthoPediatrics Corp. Sell -3.76% 11.78%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.9% 8.49%
GERN Geron Corporation Sell -3.56% 9.95%
TECH Bio-Techne Corporation Sell -3.84% 2.88%
OSUR OraSure Technologies, Inc. Sell -3.63% 3.62%
The percentage of cash held in the portfolio is: 50.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
ORMP Sell All -1.68%
ATEC Sell All 11.21%
SAGE Sell All -15.03%
ALT Sell All -10.91%
Assets Rebalanced
None
2024-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ORMP Oramed Pharmaceuticals Inc. Buy 7.19% -2.52%
ATEC Alphatec Holdings, Inc. Buy 7.13% 16.31%
MGNX MacroGenics, Inc. Buy 5.62% -2.58%
IRTC iRhythm Technologies, Inc. Buy 7.41% 6.99%
CORT Corcept Therapeutics Incorporated Buy 6.72% 12.76%
AVNS Avanos Medical, Inc. Buy 5.24% -1.47%
HUM Humana Inc. Buy 9.62% 0.32%
SAGE Sage Therapeutics, Inc. Buy 4.91% -9.34%
CHRS Coherus BioSciences, Inc. Buy 5.14% -5%
ITGR Integer Holdings Corporation Buy 17.77% 0.58%
MDRX Allscripts Healthcare Solutions, Inc. Buy 6.59% -0.89%
TGTX TG Therapeutics, Inc. Buy 7.54% 13.53%
ALT Altimmune, Inc. Buy 9.29% 0.32%
RGEN Repligen Corporation Buy 6.78% 0%
CUTR Cutera, Inc. Sell -2.54% 35.71%
AMPH Amphastar Pharmaceuticals, Inc. Sell -3.85% 1.32%
TNDM Tandem Diabetes Care, Inc. Sell -4.01% 3.04%
KIDS OrthoPediatrics Corp. Sell -3.9% 5.68%
ENTA Enanta Pharmaceuticals, Inc. Sell -3.89% 5.78%
GERN Geron Corporation Sell -3.6% 6.07%
TECH Bio-Techne Corporation Sell -3.9% -1.66%
OSUR OraSure Technologies, Inc. Sell -3.57% 2.17%
The percentage of cash held in the portfolio is: 22.33%
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

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