1D | -0.7 % |
1W | 0.0 % |
2W | 0.1 % |
1M | 0.5 % |
3M | 3.8 % |
6M | 4.9 % |
9M | -29.8 % |
1Y | -32.9 % |
Alpha
-49.0%
|
Beta
0.51
|
sharpe-R
-0.63
|
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
|
sharpe-R Benchmark
2.97
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-18 07:52:24 |
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..Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
ORGO Organogenesis Holdings Inc. | Buy | 6.87% | -0.32% | 2024-10-07 | ||
ARDX Ardelyx, Inc. | Buy | 6.62% | -3.48% | 2024-10-14 | ||
BKD Brookdale Senior Living Inc. | Buy | 7.5% | 9.26% | 2024-10-15 | ||
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 7.38% | 7.64% | 2024-10-15 | ||
VCEL Vericel Corporation | Buy | 6.63% | -3.37% | 2024-10-15 | ||
CDXS Codexis, Inc. | Buy | 6.82% | -0.59% | 2024-10-16 | ||
SGMO Sangamo Therapeutics, Inc. | Buy | 6.65% | -3.09% | 2024-10-16 | ||
VREX Varex Imaging Corporation | Buy | 5.71% | 0% | 2024-10-18 | ||
NKTR Nektar Therapeutics | Buy | 5.71% | 0% | 2024-10-18 | ||
LXRX Lexicon Pharmaceuticals, Inc. | Buy | 5.71% | 0% | 2024-10-18 | ||
AXSM Axsome Therapeutics, Inc. | Buy | 5.71% | 0% | 2024-10-18 | ||
IRTC iRhythm Technologies, Inc. | Sell | -3.75% | 0.35% | 2024-10-07 | ||
BHVN Biohaven Ltd. | Sell | -3.83% | -0.33% | 2024-10-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ORGO Organogenesis Holdings Inc. | Buy | 6.87% | -0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 6.62% | -3.48% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 7.5% | 9.26% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 7.38% | 7.64% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.63% | -3.37% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 6.82% | -0.59% | 2024-10-16 |
SGMO Sangamo Therapeutics, Inc. | Buy | 6.65% | -3.09% | 2024-10-16 |
VREX Varex Imaging Corporation | Buy | 5.71% | 0% | 2024-10-18 |
NKTR Nektar Therapeutics | Buy | 5.71% | 0% | 2024-10-18 |
LXRX Lexicon Pharmaceuticals, Inc. | Buy | 5.71% | 0% | 2024-10-18 |
AXSM Axsome Therapeutics, Inc. | Buy | 5.71% | 0% | 2024-10-18 |
IRTC iRhythm Technologies, Inc. | Sell | -3.75% | 0.35% | 2024-10-07 |
BHVN Biohaven Ltd. | Sell | -3.83% | -0.33% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
AXSM | Buy All | -7.81% |
RDNT | Sell All | -3.2% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ORGO Organogenesis Holdings Inc. | Buy | 7.14% | 5.52% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 6.53% | -3.15% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 7.44% | 10.41% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 7.35% | 8.99% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.61% | -1.95% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 6.72% | -0.34% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 7% | 3.83% | 2024-10-16 |
SGMO Sangamo Therapeutics, Inc. | Buy | 6.89% | 2.27% | 2024-10-16 |
IRTC iRhythm Technologies, Inc. | Sell | -3.64% | 1.5% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.84% | -3.9% | 2024-10-07 |
BHVN Biohaven Ltd. | Sell | -3.75% | 0% | 2024-10-17 |
Asset | Action | Perf % |
---|---|---|
ORMP | Buy All | -1.67% |
CUTR | Buy All | 9.25% |
FATE | Buy All | 0% |
IRWD | Sell All | 5.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.57% | 3.05% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 7.1% | 3.9% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 6.73% | -1.16% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 6.83% | 0.33% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.99% | 2.69% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.79% | -0.33% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 6.82% | 0.2% | 2024-10-15 |
CDXS Codexis, Inc. | Buy | 6.81% | 0% | 2024-10-16 |
SGMO Sangamo Therapeutics, Inc. | Buy | 6.81% | 0% | 2024-10-16 |
CUTR Cutera, Inc. | Sell | -3.42% | 8% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.53% | 4.98% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.66% | 1.67% | 2024-10-03 |
IRTC iRhythm Technologies, Inc. | Sell | -3.58% | 4.11% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.73% | 0.18% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.45% | 0.7% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 6.9% | 0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 6.79% | -0.83% | 2024-10-14 |
BKD Brookdale Senior Living Inc. | Buy | 6.85% | 0% | 2024-10-15 |
ARWR Arrowhead Pharmaceuticals, Inc. | Buy | 6.85% | 0% | 2024-10-15 |
VCEL Vericel Corporation | Buy | 6.85% | 0% | 2024-10-15 |
RDNT RadNet, Inc. | Buy | 6.85% | 0% | 2024-10-15 |
CUTR Cutera, Inc. | Sell | -3.54% | 5.33% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.55% | 4.98% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.72% | 0.42% | 2024-10-03 |
IRTC iRhythm Technologies, Inc. | Sell | -3.47% | 7.61% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.7% | 1.35% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.43% | 0% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 6.88% | -0.32% | 2024-10-07 |
ARDX Ardelyx, Inc. | Buy | 6.87% | 0% | 2024-10-14 |
CUTR Cutera, Inc. | Sell | -3.8% | -1.33% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.61% | 3.74% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.74% | 0.42% | 2024-10-03 |
IRTC iRhythm Technologies, Inc. | Sell | -3.43% | 8.99% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.81% | -1.12% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.34% | -1.17% | 2024-10-03 |
ORGO Organogenesis Holdings Inc. | Buy | 6.75% | -1.95% | 2024-10-07 |
CUTR Cutera, Inc. | Sell | -3.64% | 2.67% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.43% | 8.41% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.76% | -0.42% | 2024-10-03 |
IRTC iRhythm Technologies, Inc. | Sell | -3.44% | 8.5% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.61% | 4.05% | 2024-10-07 |
Asset | Action | Perf % |
---|---|---|
BCRX | Sell All | -6.07% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.48% | 0.94% | 2024-10-03 |
BCRX BioCryst Pharmaceuticals, Inc. | Buy | 6.89% | 0% | 2024-10-07 |
ORGO Organogenesis Holdings Inc. | Buy | 6.89% | 0% | 2024-10-07 |
CUTR Cutera, Inc. | Sell | -3.75% | 0% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.76% | -0.31% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.68% | 1.67% | 2024-10-03 |
IRTC iRhythm Technologies, Inc. | Sell | -3.76% | 0% | 2024-10-07 |
AXSM Axsome Therapeutics, Inc. | Sell | -3.76% | 0% | 2024-10-07 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
IRWD Ironwood Pharmaceuticals, Inc. | Buy | 6.43% | 0% | 2024-10-03 |
CUTR Cutera, Inc. | Sell | -3.75% | 0% | 2024-10-03 |
FATE Fate Therapeutics, Inc. | Sell | -3.75% | 0% | 2024-10-03 |
ORMP Oramed Pharmaceuticals Inc. | Sell | -3.75% | 0% | 2024-10-03 |
Asset | Action | Perf % |
---|---|---|
MYGN | Sell All | 2.48% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MYGN Myriad Genetics, Inc. | Buy | 7.19% | 4.89% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
NVCR | Sell All | -1.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 6.7% | -2.44% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 7.24% | 5.56% | 2024-09-09 |
Asset | Action | Perf % |
---|---|---|
CERS | Buy All | 15.64% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
NVCR NovoCure Limited | Buy | 6.87% | -0.5% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 7.14% | 3.45% | 2024-09-09 |
CERS Cerus Corporation | Sell | -3.87% | 2.37% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
TVTX | Sell All | 48.65% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
TVTX Travere Therapeutics, Inc. | Buy | 9.65% | 40.42% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 7.13% | 2.88% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 7.09% | 2.3% | 2024-09-09 |
CERS Cerus Corporation | Sell | -3.9% | 1.9% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
MGNX | Sell All | 5.41% |
ESPR | Sell All | 4.37% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
MGNX MacroGenics, Inc. | Buy | 9.47% | 3.13% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.73% | -4.92% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.01% | 27.5% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 6.8% | -4.54% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 6.94% | -2.56% | 2024-09-09 |
CERS Cerus Corporation | Sell | -3.97% | 2.84% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
VREX | Buy All | 2.22% |
LMAT | Buy All | 2.57% |
AVXL | Buy All | 12.76% |
PODD | Sell All | 11.4% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PODD Insulet Corporation | Buy | 9.63% | 10.8% | 2024-08-29 |
MGNX MacroGenics, Inc. | Buy | 9.28% | 1.42% | 2024-09-02 |
ESPR Esperion Therapeutics, Inc. | Buy | 8.65% | -5.46% | 2024-09-02 |
TVTX Travere Therapeutics, Inc. | Buy | 9.42% | 33.75% | 2024-09-04 |
NVCR NovoCure Limited | Buy | 6.65% | -6.37% | 2024-09-06 |
MYGN Myriad Genetics, Inc. | Buy | 7.11% | 0.26% | 2024-09-09 |
LMAT LeMaitre Vascular, Inc. | Sell | -3.69% | 3.03% | 2024-08-29 |
AVXL Anavex Life Sciences Corp. | Sell | -3.24% | 14.88% | 2024-08-29 |
VREX Varex Imaging Corporation | Sell | -3.95% | 2.99% | 2024-09-05 |
CERS Cerus Corporation | Sell | -3.96% | 2.84% | 2024-09-05 |
Asset | Action | Perf % |
---|---|---|
STAA | Buy All | 6.89% |