“Moaty” MedTech

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
Edwards Lifesciences Corp (EW)
Intuitive Surgical Inc (ISRG)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 3m 24d)

Returns (annualized)

Portfolio 20.04%
Benchmark 11.11%

Risk (annualized)

Portfolio 29.26%
Benchmark 20.07%

Sharpe (annualized)

Portfolio 0.74
Benchmark 0.57

Excess Return (annualized)

8.93%

Tracking Error (annualized)

21.89%

Risk Free Rate (annualized)

1.04%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

10.05

Skew

-0.06
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.9413 0.9413
Style Factor -0.2559 -0.2559
Size Factor 0.0346 0.0346
U.S. Tilt (Non U.S.) 0.5179 0.5179

Adjusted R2

Portfolio 0.45
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution