Lindy Life Sci

63c55fa557feef108efd089e

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
WST West Pharmaceutical Services Inc 1999-11-02 2023-05-24 Equity
TMO Thermo Fisher Scientific Inc 1999-11-02 2023-05-24 Equity
Benchmark
SPY SPDR S&P 500 ETF Trust 1999-11-02 2023-05-24 ETF

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST -2.87 -3.84 -6.74 8.99 12.15 16.92 29.26 24.74 13.67 1999-11-02
TMO -3.38 -1.70 -10.45 -7.09 -7.64 14.42 18.51 19.27 16.77 1999-11-02
Benchmark -1.55 0.17 -0.23 2.49 4.39 11.17 8.66 9.68 5.62 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST 1.17 1.28 1.29 40.19 32.87 31.65 26.75 28.32 1999-11-02
TMO 1.27 1.46 1.37 28.38 27.05 27.73 23.70 27.41 1999-11-02
Benchmark 0.77 0.76 0.77 17.71 15.86 17.78 14.60 17.25 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST 1.56 1.75 2.64 2.21 1.40 1999-11-02
TMO -0.53 1.42 1.76 1.74 1.61 1999-11-02
Benchmark 0.44 1.00 0.81 0.86 0.54 1999-11-02

Correlation Matrix

WST TMO
WST 1 0.38
TMO 0.38 1
Documentation

Policy Report

Expected Risk

23.18%

Unique Bets

1.44

Back Test Report

Key Statistics

Returns

Portfolio
23.69%
Benchmark
9.55%

Risk

Portfolio
25.08%
Benchmark
16.79%

Sharpe Ratio

Portfolio
0.83
Benchmark
0.42

Excess Returns

14.14%

Tracking Error

18.53%

Risk Free Rate

3.55%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

3.15

Skew

-0.01

Excess Kurtosis

4.4

Excess Skew

-0.2

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0005

Adjusted R2

0.51

Documentation

Factor Attribution

Documentation