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 14d)

Returns (annualized)

Portfolio 9.23%
Benchmark 14.46%

Risk (annualized)

Portfolio 45.65%
Benchmark 21.50%

Sharpe (annualized)

Portfolio 0.37
Benchmark 0.64

Excess Return (annualized)

-5.23%

Tracking Error (annualized)

42.19%

Risk Free Rate (annualized)

2.09%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

21.04

Skew

0.97
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8190 0.8190
Style Factor -0.3002 -0.3002
Size Factor 0.2731 0.2731
U.S. Tilt (Non U.S.) 0.0360 0.0360

Adjusted R2

Portfolio 0.21
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark -0.00

Factor Attribution