“Moaty” MedTech

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 1m 16d)

Returns (annualized)

Portfolio 21.28%
Benchmark 11.11%

Risk (annualized)

Portfolio 29.03%
Benchmark 20.15%

Sharpe (annualized)

Portfolio 0.78
Benchmark 0.57

Excess Return (annualized)

10.17%

Tracking Error (annualized)

21.51%

Risk Free Rate (annualized)

1.00%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.69

Skew

0.13
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9407 0.9407
Style Factor -0.2560 -0.2560
Size Factor 0.0475 0.0475
U.S. Tilt (Non U.S.) 0.5269 0.5269

Adjusted R2

Portfolio 0.46
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution