Pharma

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
BioNTech SE (BNTX)
Astrazeneca plc (AZN)
uniQure N.V. (QURE)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (4y 6m 7d)

Returns (annualized)

Portfolio 8.66%
Benchmark 14.33%

Risk (annualized)

Portfolio 45.73%
Benchmark 21.53%

Sharpe (annualized)

Portfolio 0.36
Benchmark 0.64

Excess Return (annualized)

-5.67%

Tracking Error (annualized)

42.26%

Risk Free Rate (annualized)

2.07%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

20.98

Skew

0.97
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8187 0.8187
Style Factor -0.3038 -0.3038
Size Factor 0.2736 0.2736
U.S. Tilt (Non U.S.) 0.0388 0.0388

Adjusted R2

Portfolio 0.21
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark -0.00

Factor Attribution