Services

63c560ce57feef108efd08a2

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
CLPT ClearPoint Neuro Inc 2016-08-09 2023-01-27 Equity
CRL Charles River Laboratories International Inc 2000-06-26 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
CLPT 4.98 0.61 24.50 -3.22 13.91 24.23 29.73 6.74 2016-08-09
CRL 1.73 4.95 12.17 10.81 -21.16 16.38 17.86 18.98 11.28 2000-06-26
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
CLPT 4.20 4.42 3.57 71.92 76.88 75.00 87.59 2016-08-09
CRL 2.85 2.73 2.67 45.31 42.65 37.20 31.13 34.33 2000-06-26
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
CLPT 3.14 4.24 4.50 3.65 2016-08-09
CRL -1.51 2.00 1.94 1.87 1.33 2000-06-26
Benchmark -0.33 0.75 0.72 0.93 0.54 1999-11-02

Correlation Matrix

CLPT CRL
CLPT 1 0.21
CRL 0.21 1
Documentation

Policy Report

Expected Risk

50.25%

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

Report Calculation Metrics

The report was run on 2023-01-30 and took 22.483171247s to complete.