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BO6
OBIO6 · Equities

Healthcare 6

T1LiveKYCS 0.63
Reference net asset value
360.00usd

Calibrated launch value from the rulebook. This basket carries no order panel today.

Family
Equities
Risk profile
Conservative
Holdings
6
Weighting
MarketCapCapped25
Rebalance
Not published
Sharpe grade
0.63
The thesis

Why this basket exists

What the construction is trying to capture, who it is built for, and how it is meant to be sized inside a wider allocation.

Healthcare as the defensive ballast. Eli Lilly and Novo Nordisk capture the GLP-1 obesity drug cycle, the biggest pharma category since statins. UnitedHealth covers managed care, Pfizer holds legacy pharma, Moderna anchors the mRNA platform, and Hims & Hers represents direct-to-consumer pharmacy disruption. Low correlation to crypto and to mega-cap tech, which is the point.

  • Equities family · Conservative risk tier
  • Rule-based, divisor-method NAV

No committee note is published for this basket yet. The text above is its catalogue description; the framing beside it is derived from the mandate and the risk tier.

How it is meant to be used
Built forAllocators with strict drawdown caps and Tier 1 mandates.
Typical sizing30 to 60% of a crypto sleeve
Weighting ruleMarketCapCapped25
Risk tierConservative
Composition

6 holdings, drawn to scale

Each tile's area is its weight in the basket, so the picture and the table below it are the same data read two ways.

Weight by area
6 holdings
LLYon · 25% of the basketLLYon25%UNHon · 22% of the basketUNHon22%NVOon · 17% of the basketNVOon17%PFEon · 14% of the basketPFEon14%MRNAon · 12% of the basketMRNAon12%HIMSon · 10% of the basketHIMSon10%
Largest holding
LLYon 25.0%
The single name that moves net asset value most.
Top three
64.0%
Share of the basket held by its three largest names.
Effective holdings
5.44
Equal weight equivalent of 6 named positions.
Published weights
largest first
Published weights for all 6 holdings, largest first.
HoldingShareWeight
01LLYon25%
02UNHon22%
03NVOon17%
04PFEon14%
05MRNAon12%
06HIMSon10%
Total100%
Holdings

Why each name earned its seat

Research notes per constituent: the case for the asset, the regime that suits it, and the risk the seat carries.

  • LLYon25%Hedge

    Eli Lilly is the GLP-1 obesity-drug leader and the single most valuable pharma franchise by market cap.

    Performs in defensive rotation and obesity-narrative cycles. Lower correlation to tech and crypto beta.

    GLP-1 competitive pressure
  • UNHon22%Hedge

    UnitedHealth is the largest US managed-care operator. Optum services drive earnings growth that decouples from pure insurance underwriting.

    Performs in defensive-rotation regimes. Sensitive to Medicare Advantage regulation and medical-cost-ratio surprises.

    Medicare Advantage regulationMCR variability
  • NVOon17%Hedge

    Novo Nordisk is the GLP-1 incumbent (Ozempic, Wegovy) and the European pharma anchor in the basket.

    Performs in obesity-drug narrative phases. Sensitive to US pricing-pressure news and Lilly-share-gain narratives.

    US pricing-pressure exposure
  • PFEon14%Hedge

    Pfizer is the legacy big-pharma franchise. The post-COVID earnings reset is largely complete by 2026, and the oncology pivot provides a multi-year growth story.

    Performs in defensive rotations. Sensitive to pipeline-readout disappointment and drug-pricing legislation.

    pipeline-readout risk
  • MRNAon12%Growth

    Research note pending for this holding. Its weight and its role in the mandate are published above.

  • HIMSon10%Growth

    Research note pending for this holding. Its weight and its role in the mandate are published above.

The record

What the numbers say

Simulated on historical constituent prices. A Sharpe is only published once the measured window clears 90 days, and drawdowns keep their sign.

Backtested record
1826 day window
Sharpe grade
0.63Solid
Measured over 1826 days against a bitcoin reference of 0.33.
Total return
+79.8%
Across the full window, simulated.
Max drawdown
−38.9%
Deepest peak to trough. 387 days to recover.
Annualised volatility
19.8%
Standard deviation of daily returns, annualised.
Beta vs bitcoin
0.10
Correlation 0.22.
Effective holdings
5.44
Of 6 named. Equal weight equivalent, from the published weights.
Simulated rebalance
Quarterly
Backtest assumption, not a published cadence.
Jensen alpha
+7.1%
Excess over what beta to bitcoin alone explains.
R squared
0.05
Share of the basket's moves bitcoin explains.
Bitcoin reference · Sharpe 0.33 · max drawdown −76.6%
OCBE100 reference · Sharpe 0.34 · max drawdown −61.1%

Every figure above is simulated on historical constituent prices for a basket that has not traded. It describes how the rules would have behaved, not how they will behave. OBIO6 is part of a public preview.

Loss tail
95% VaR · loss tailhistorical
1-week · 7d−5%
1-month · 30d−10%

Max expected loss over the horizon · 95% confidence · historical distribution. There is a 5% chance the actual loss is larger.

Across timeframes
vs bitcoin
Simulated return for this basket over five windows, with a Sharpe and a comparison with bitcoin wherever the window is long enough to publish one.
WindowReturnSharpevs BTC
Full window+79.8%0.63+0.28
1 year+18.0%0.81+1.64
6 months+9.0%0.87+1.55
3 months+14.7%Not graded·

Returns are simulated over each window. A Sharpe is published only once that window clears 90 days, so the shorter rows read Not graded and carry no comparison with bitcoin. Short windows flatter and punish at random; read the full window first and treat the rest as texture.

Risk

What could go wrong

Priced off this basket's own weights rather than off a generic disclaimer, so every figure below can be checked against the table above.

Drawdowns are bounded relative to the broader crypto market. Constituent caps and liquidity filters contain concentration risk. Full risk parameters live in the methodology rulebook.

Structural flags
3 on this basket
  • Top-name weightLow

    LLYon is the largest position at 25%. Capped by methodology but still drives index direction.

  • Short price historyHigh

    LLYon, UNHon, NVOon and 3 more have under a year of usable history. Backtest metrics carry wider error bars.

  • Routing dependenceMedium

    Routes through Dinari (stocks) and Backed Finance (ETFs). Settles on the EVM rail. KYC at the OLTA layer, not available in the US today.

If it goes wrong
effect on net asset value
4 downside scenarios for this basket, and the loss each one would put on net asset value.
ScenarioLoss on net asset value
LLYon loses half its valueLargest holding, 25.0% of the basket−12.5%Mechanical
The three largest holdings fall 30%LLYon, UNHon, NVOon · 64.0% of the basket together−19.2%Mechanical
The deepest simulated fall repeatsRecorded once in the window, 387 days to recover−38.9%Recorded
A bad month, one in twenty95% historical value at risk over 30 days−10.3%Measured

The mechanical rows hold every other holding still, which is the optimistic case. This basket measured 0.22 correlation to bitcoin over its window, which is loose enough that the holdings can move apart. Even so, a shock rarely lands on one name alone. Read the figures as a floor on the damage, never a ceiling.

Further reading

The research behind the construction

Tokenized equity execution is not open yet

Single stocks route through Dinari and ETF coverage through Backed Finance, settling on the EVM rail once identity checks clear. The execution surface for this family arrives with the next release. Composition, weights and the measured record above are current.