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 9m 14d)

Returns (annualized)

Portfolio 15.04%
Benchmark 15.35%

Risk (annualized)

Portfolio 47.26%
Benchmark 21.08%

Sharpe (annualized)

Portfolio 0.48
Benchmark 0.68

Excess Return (annualized)

-0.31%

Tracking Error (annualized)

44.01%

Risk Free Rate (annualized)

2.25%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

22.37

Skew

1.53
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8278 0.8278
Style Factor -0.2556 -0.2556
Size Factor 0.2540 0.2540
U.S. Tilt (Non U.S.) 0.0323 0.0323

Adjusted R2

Portfolio 0.18
Benchmark 0.99

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution