“Moaty” MedTech

63c5604157feef108efd08a0

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
EW Edwards Lifesciences Corp 2000-03-28 2023-03-24 Equity
ISRG Intuitive Surgical Inc 2000-06-19 2023-03-24 Equity
Benchmark
SPY SPDR S&P 500 ETF Trust 1999-11-02 2023-03-24 ETF

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
EW 1.70 -1.40 4.10 8.86 -24.66 15.48 12.37 19.42 19.41 2000-03-28
ISRG 6.48 6.62 9.16 -2.38 -6.82 27.85 14.03 16.78 23.73 2000-06-19
Benchmark 0.77 0.24 -0.71 3.11 -8.05 18.61 9.02 9.89 5.52 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
EW 1.61 2.13 2.08 38.77 35.36 34.24 32.27 33.39 2000-03-28
ISRG 2.60 1.95 1.96 41.80 37.74 36.46 32.09 49.91 2000-06-19
Benchmark 1.01 0.96 0.90 19.65 17.65 17.84 14.59 17.29 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
EW -2.12 1.70 1.42 1.93 1.97 2000-03-28
ISRG -0.09 2.70 1.61 1.72 2.80 2000-06-19
Benchmark -0.71 1.61 0.84 0.88 0.53 1999-11-02

Correlation Matrix

EW ISRG
EW 1 0.26
ISRG 0.26 1
Documentation

Policy Report

Expected Risk

33.33%

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