Pharma

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (4y 5m 15d)

Returns (annualized)

Portfolio 9.99%
Benchmark 15.53%

Risk (annualized)

Portfolio 45.99%
Benchmark 21.63%

Sharpe (annualized)

Portfolio 0.39
Benchmark 0.68

Excess Return (annualized)

-5.54%

Tracking Error (annualized)

42.52%

Risk Free Rate (annualized)

2.03%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

20.77

Skew

0.97
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8170 0.8170
Style Factor -0.3066 -0.3066
Size Factor 0.2695 0.2695
U.S. Tilt (Non U.S.) 0.0454 0.0454

Adjusted R2

Portfolio 0.21
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution