“Moaty” MedTech

63c5604157feef108efd08a0

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
EW Edwards Lifesciences Corp 2000-03-28 2023-01-27 Equity
ISRG Intuitive Surgical Inc 2000-06-19 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
EW 0.58 -0.42 5.32 -9.94 -28.07 0.57 12.85 17.68 19.38 2000-03-28
ISRG 1.42 -2.08 -5.86 2.32 -6.50 7.96 11.01 14.44 23.71 2000-06-19
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
EW 1.82 1.49 2.82 39.39 36.98 33.91 32.14 33.36 2000-03-28
ISRG 2.92 2.07 2.19 43.30 40.03 36.46 32.14 50.02 2000-06-19
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
EW -2.53 0.47 1.45 1.80 1.97 2000-03-28
ISRG 1.21 1.37 1.53 2.80 2000-06-19
Benchmark -0.33 0.75 0.72 0.93 0.54 1999-11-02

Correlation Matrix

EW ISRG
EW 1 0.26
ISRG 0.26 1
Documentation

Policy Report

Expected Risk

33.34%

Unique Bets

1.55

Back Test Report

Key Statistics

Returns

Portfolio
20.18%
Benchmark
9.55%

Risk

Portfolio
30.78%
Benchmark
16.79%

Sharpe Ratio

Portfolio
0.64
Benchmark
0.42

Excess Returns

10.63%

Tracking Error

21.29%

Risk Free Rate

3.55%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

7.33

Skew

0.04

Excess Kurtosis

7.23

Excess Skew

-0.11

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0003

Adjusted R2

0.58

Documentation

Factor Attribution

Documentation

Report Calculation Metrics

The report was run on 2023-01-30 and took 40.276223754s to complete.