“Moaty” MedTech

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
Edwards Lifesciences Corp (EW)
Intuitive Surgical Inc (ISRG)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 15d)

Returns (annualized)

Portfolio 21.25%
Benchmark 10.83%

Risk (annualized)

Portfolio 29.07%
Benchmark 20.19%

Sharpe (annualized)

Portfolio 0.77
Benchmark 0.56

Excess Return (annualized)

10.42%

Tracking Error (annualized)

21.53%

Risk Free Rate (annualized)

0.97%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.70

Skew

0.13
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9407 0.9407
Style Factor -0.2577 -0.2577
Size Factor 0.0463 0.0463
U.S. Tilt (Non U.S.) 0.5265 0.5265

Adjusted R2

Portfolio 0.46
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution