Services

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
ClearPoint Neuro Inc (CLPT)
Charles River Laboratories International Inc (CRL)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (7y 8m 14d)

Returns (annualized)

Portfolio 11.61%
Benchmark 13.52%

Risk (annualized)

Portfolio 48.32%
Benchmark 18.42%

Sharpe (annualized)

Portfolio 0.43
Benchmark 0.68

Excess Return (annualized)

-1.91%

Tracking Error (annualized)

43.82%

Risk Free Rate (annualized)

1.84%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

5.48

Skew

-0.00
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9623 0.9623
Style Factor -0.6000 -0.6000
Size Factor 0.8193 0.8193
U.S. Tilt (Non U.S.) 0.1821 0.1821

Adjusted R2

Portfolio 0.22
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark -0.00

Factor Attribution