Services

63c560ce57feef108efd08a2

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
CLPT ClearPoint Neuro Inc 2016-08-09 2023-03-24 Equity
CRL Charles River Laboratories International Inc 2000-06-26 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
CLPT -0.87 5.42 -6.89 0.13 -15.30 32.92 20.04 3.13 2016-08-09
CRL -1.27 0.12 -14.74 -11.31 -30.47 24.43 12.78 15.77 10.05 2000-06-26
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
CLPT 3.65 3.82 4.12 71.89 76.36 74.74 87.07 2016-08-09
CRL 1.63 2.26 2.84 45.86 39.38 37.69 31.52 34.42 2000-06-26
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
CLPT 0.41 4.82 3.77 3.29 2016-08-09
CRL -2.64 2.50 1.55 1.63 1.23 2000-06-26
Benchmark -0.71 1.61 0.84 0.88 0.53 1999-11-02

Correlation Matrix

CLPT CRL
CLPT 1 0.21
CRL 0.21 1
Documentation

Policy Report

Expected Risk

50.13%

Unique Bets

1.47

Back Test Report

Key Statistics

Returns

Portfolio
23.25%
Benchmark
9.55%

Risk

Portfolio
47.09%
Benchmark
16.79%

Sharpe Ratio

Portfolio
0.6
Benchmark
0.42

Excess Returns

13.7%

Tracking Error

42.04%

Risk Free Rate

3.55%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

5.1

Skew

-0.07

Excess Kurtosis

7.03

Excess Skew

-0.09

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0009

Adjusted R2

0.26

Documentation

Factor Attribution

Documentation