LIVE — 21:28 ET
← All Strategies
WINNING

Global Pharma Pipeline

Global pharma at value: Roche, AZN, MRK, GSK, TAK — deep pipelines, patent cliff fears

3Y
Total Return
+38.8%
3Y
Sharpe Ratio
0.58
3Y
Max Drawdown
-17.2%
3Y
Win Rate
52.5%
3Y
Alpha
-54.8%
3Y
Comp. Score *
0.07
Risk Parameters
Max Allocation7.3%
Stop Loss17.2%
Take Profit5.8%
Max DD Tolerance17.2%
Rebalancemonthly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
RHHBY BUY 27% 19.2% below entry 6.5% above entry 6.6% TVYH
BAYRY BUY 40% 29.1% below entry 9.8% above entry 4.3% TVYH
NVS BUY 21% 15.1% below entry 5.1% above entry 8.3% TVYH
TAK BUY 20% 14.7% below entry 5.0% above entry 8.6% TVYH
AZN BUY 26% 18.6% below entry 6.3% above entry 6.8% TVYH
MRK BUY 29% 20.9% below entry 7.0% above entry 6.0% TVYH
LLY BUY 38% 27.4% below entry 9.2% above entry 4.6% TVYH