medical+++
BNTX MRNA BABA ZIM KC DIDIY
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNTX BioNTech SE | Healthcare | 37% |
MRNA Moderna, Inc. | Healthcare | 21% |
ZIM ZIM Integrated Shipping Services Ltd. | Industrials | 14% |
DIDI DiDi Global Inc. | Technology | 14% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 8% |
KC Kingsoft Cloud Holdings Limited | Technology | 6% |
Performance
The chart shows the growth of an initial investment of $10,000 in medical+++, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 1.16% | N/A |
| medical+++ | -6.10% | -16.59% | -17.15% | -5.61% | -26.46% | N/A |
| Portfolio components: | ||||||
BNTX BioNTech SE | -7.59% | -18.75% | -27.70% | -18.62% | -27.97% | N/A |
MRNA Moderna, Inc. | -6.80% | -30.13% | -42.36% | -20.18% | -29.15% | N/A |
ZIM ZIM Integrated Shipping Services Ltd. | -9.43% | -34.38% | -8.58% | -38.35% | -19.19% | N/A |
DIDI DiDi Global Inc. | 0.00% | 0.00% | 0.00% | 0.00% | -54.21% | N/A |
BABA Alibaba Group Holding Limited | -3.20% | 2.50% | -2.67% | -0.07% | -35.63% | N/A |
KC Kingsoft Cloud Holdings Limited | -7.75% | -8.99% | 24.28% | 136.82% | -58.97% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| DIDI | ZIM | BNTX | MRNA | BABA | KC | |
|---|---|---|---|---|---|---|
| DIDI | 1.00 | 0.08 | 0.11 | 0.09 | 0.33 | 0.31 |
| ZIM | 0.08 | 1.00 | 0.25 | 0.25 | 0.25 | 0.29 |
| BNTX | 0.11 | 0.25 | 1.00 | 0.78 | 0.24 | 0.31 |
| MRNA | 0.09 | 0.25 | 0.78 | 1.00 | 0.25 | 0.33 |
| BABA | 0.33 | 0.25 | 0.24 | 0.25 | 1.00 | 0.65 |
| KC | 0.31 | 0.29 | 0.31 | 0.33 | 0.65 | 1.00 |
Dividend yield
medical+++ granted a 11.45% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | |
|---|---|---|---|
| medical+++ | 11.45% | 31.37% | 2.38% |
| Portfolio components: | |||
BNTX BioNTech SE | 0.00% | 1.41% | 0.00% |
MRNA Moderna, Inc. | 0.00% | 0.00% | 0.00% |
ZIM ZIM Integrated Shipping Services Ltd. | 81.80% | 220.36% | 17.02% |
DIDI DiDi Global Inc. | 0.00% | 0.00% | 0.00% |
BABA Alibaba Group Holding Limited | 0.00% | 0.00% | 0.00% |
KC Kingsoft Cloud Holdings Limited | 0.00% | 0.00% | 0.00% |
Expense Ratio
The medical+++ has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BNTX BioNTech SE | -0.63 | ||||
MRNA Moderna, Inc. | -0.48 | ||||
ZIM ZIM Integrated Shipping Services Ltd. | -0.62 | ||||
DIDI DiDi Global Inc. | N/A | ||||
BABA Alibaba Group Holding Limited | -0.04 | ||||
KC Kingsoft Cloud Holdings Limited | 1.23 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the medical+++. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the medical+++ is 67.76%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.76% | Aug 10, 2021 | 303 | Oct 20, 2022 | — | — | — |
| -10.88% | Jul 2, 2021 | 4 | Jul 8, 2021 | 7 | Jul 19, 2021 | 11 |
| -3.91% | Jul 23, 2021 | 3 | Jul 27, 2021 | 1 | Jul 28, 2021 | 4 |
| -3.58% | Aug 5, 2021 | 2 | Aug 6, 2021 | 1 | Aug 9, 2021 | 3 |
| -0.33% | Jun 30, 2021 | 1 | Jun 30, 2021 | 1 | Jul 1, 2021 | 2 |
Volatility Chart
The current medical+++ volatility is 6.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.