Lindy Life Sci

Portfolio Specification

Assets

West Pharmaceutical Services Inc (WST)
Thermo Fisher Scientific Inc (TMO)

Policy

Rebalancing Interval Quarterly
Weights Algorithm Equal Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (17y 1m 5d)

Returns (annualized)

Portfolio 14.64%
Benchmark 10.89%

Risk (annualized)

Portfolio 24.91%
Benchmark 20.16%

Sharpe (annualized)

Portfolio 0.63
Benchmark 0.55

Excess Return (annualized)

3.75%

Tracking Error (annualized)

18.23%

Information Ratio

0.21
Statistic Portfolio Benchmark
Downside Volatility 25.62% 21.42%
Sortino Ratio 0.61 0.52
Calmar Ratio 0.34 0.22
Ulcer Index 14.22 14.86
Max Drawdown 46.48% 51.49%
VaR (99% Confidence) $-5,793 $-4,689
VaR (99.9% Confidence) $-7,695 $-6,229
Beta to Benchmark 0.85 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

9.20

Skew

-0.39
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8189 0.8189
Style Factor -0.1667 -0.1667
Size Factor 0.1083 0.1083
U.S. Tilt (Non U.S.) 0.3992 0.3992

Adjusted R2

Portfolio 0.48
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution