“Moaty” MedTech

Portfolio Specification

Assets

Edwards Lifesciences Corp (EW)
Intuitive Surgical Inc (ISRG)

Policy

Rebalancing Interval Quarterly
Weights Algorithm Equal Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (17y 6m 8d)

Returns (annualized)

Portfolio 19.43%
Benchmark 11.81%

Risk (annualized)

Portfolio 28.93%
Benchmark 19.98%

Sharpe (annualized)

Portfolio 0.72
Benchmark 0.60

Excess Return (annualized)

7.62%

Tracking Error (annualized)

21.64%

Information Ratio

0.35
Statistic Portfolio Benchmark
Downside Volatility 29.20% 21.21%
Sortino Ratio 0.71 0.56
Calmar Ratio 0.40 0.23
Ulcer Index 14.21 14.88
Max Drawdown 51.13% 51.49%
VaR (99% Confidence) $-6,730 $-4,647
VaR (99.9% Confidence) $-8,940 $-6,174
Beta to Benchmark 0.96 N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

10.01

Skew

-0.03
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.9322 0.9819 -0.0497
Style Factor -0.2197 0.0125 -0.2323
Size Factor 0.0139 -0.0576 0.0715
U.S. Tilt (Non U.S.) 0.4850 0.4006 0.0844

Adjusted R2

Portfolio 0.44
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution