“Moaty” MedTech

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
Edwards Lifesciences Corp (EW)
Intuitive Surgical Inc (ISRG)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 22d)

Returns (annualized)

Portfolio 21.11%
Benchmark 10.84%

Risk (annualized)

Portfolio 29.06%
Benchmark 20.18%

Sharpe (annualized)

Portfolio 0.77
Benchmark 0.56

Excess Return (annualized)

10.26%

Tracking Error (annualized)

21.52%

Risk Free Rate (annualized)

0.98%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.69

Skew

0.13
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9408 0.9408
Style Factor -0.2580 -0.2580
Size Factor 0.0468 0.0468
U.S. Tilt (Non U.S.) 0.5269 0.5269

Adjusted R2

Portfolio 0.46
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution