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 2023-01-27 Equity
TMO Thermo Fisher Scientific Inc 1999-11-02 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
WST 3.04 5.32 13.86 5.51 -28.43 19.38 20.85 23.40 12.73 1999-11-02
TMO -0.29 -1.72 5.97 13.79 2.08 19.54 20.89 22.78 17.59 1999-11-02
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
WST 1.99 1.91 3.14 40.43 35.49 31.18 26.15 28.23 1999-11-02
TMO 2.11 1.90 1.97 31.70 31.16 27.85 23.69 27.48 1999-11-02
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
WST -2.56 2.01 2.01 2.10 1.33 1999-11-02
TMO 0.47 1.91 1.95 2.01 1.68 1999-11-02
Benchmark -0.33 0.75 0.72 0.93 0.54 1999-11-02

Correlation Matrix

WST TMO
WST 1 0.39
TMO 0.39 1
Documentation

Policy Report

Expected Risk

23.2%

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

Report Calculation Metrics

The report was run on 2023-01-30 and took 39.926010101s to complete.