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 10d)

Returns (annualized)

Portfolio 10.97%
Benchmark 13.22%

Risk (annualized)

Portfolio 48.33%
Benchmark 18.42%

Sharpe (annualized)

Portfolio 0.42
Benchmark 0.67

Excess Return (annualized)

-2.25%

Tracking Error (annualized)

43.84%

Risk Free Rate (annualized)

1.83%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

5.48

Skew

0.00
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9616 0.9616
Style Factor -0.6001 -0.6001
Size Factor 0.8193 0.8193
U.S. Tilt (Non U.S.) 0.1831 0.1831

Adjusted R2

Portfolio 0.22
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark -0.00

Factor Attribution