Pharma

63c55f2b57feef108efd089c

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
BNTX BioNTech SE 2019-10-11 2023-01-27 Equity
AZN Astrazeneca plc 1999-11-02 2023-01-27 Equity
QURE uniQure N.V. 2014-02-06 2023-01-27 Equity
Benchmark
SPY S&P 500 ETF TRUST ETF 1999-11-02 2023-01-27 ETF

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
BNTX 0.64 2.59 -17.99 4.67 -8.34 61.27 103.27 2019-10-11
AZN -1.28 -5.53 -2.81 9.80 12.06 8.45 10.12 9.12 5.84 1999-11-02
QURE -1.67 -0.05 -8.80 12.32 22.07 -30.01 1.84 4.26 2014-02-06
Benchmark 1.11 3.65 4.94 5.55 -4.23 7.51 7.56 10.45 5.63 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
BNTX 0.94 2.61 2.80 60.88 96.03 98.66 2019-10-11
AZN 0.81 0.91 1.07 21.00 21.78 19.21 17.76 22.31 1999-11-02
QURE 2.31 3.13 3.98 72.83 64.10 66.80 72.43 2014-02-06
Benchmark 0.65 0.86 1.14 20.45 20.82 17.97 14.52 17.30 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
BNTX 0.54 7.90 10.26 2019-10-11
AZN 1.13 0.84 0.95 0.85 0.62 1999-11-02
QURE 3.86 -1.72 1.82 2.29 2014-02-06
Benchmark -0.33 0.75 0.72 0.93 0.54 1999-11-02

Correlation Matrix

BNTX AZN QURE
BNTX 1 0.15 0.16
AZN 0.15 1 0.26
QURE 0.16 0.26 1
Documentation

Policy Report

Expected Risk

44.17%

Unique Bets

1.92

Back Test Report

Key Statistics

Returns

Portfolio
33.44%
Benchmark
9.65%

Risk

Portfolio
49.47%
Benchmark
20.05%

Sharpe Ratio

Portfolio
0.78
Benchmark
0.44

Excess Returns

23.78%

Tracking Error

45.72%

Risk Free Rate

2.47%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

17.59

Skew

0.97

Excess Kurtosis

20.14

Excess Skew

1.19

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0014

Adjusted R2

0.21

Documentation

Factor Attribution

Documentation

Report Calculation Metrics

The report was run on 2023-01-30 and took 12.888900661s to complete.