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Future Health

Last updated Mar 23, 2023

Expense Ratio

0.00%

Dividend Yield

1.39%

Asset Allocation


MASI 16.67%IRTC 16.67%CHNG 16.67%RMD 16.67%OMCL 16.67%EHTH 16.67%EquityEquity

Performance

The chart shows the growth of $10,000 invested in Future Health in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,799 for a total return of roughly 37.99%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
37.99%
35.00%
Future Health
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 23, 2023, the Future Health returned 21.74% Year-To-Date and 9.11% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.20%2.84%4.19%-12.48%8.37%8.37%
Future Health-0.69%21.34%8.62%-9.94%9.01%9.01%
MASI
Masimo Corporation
5.87%17.89%17.72%9.09%4.93%4.93%
IRTC
iRhythm Technologies, Inc.
5.77%27.29%-9.97%-18.04%12.36%12.36%
CHNG
Change Healthcare Inc.
0.00%0.00%9.02%35.03%20.02%20.02%
RMD
ResMed Inc.
-2.57%1.38%-2.83%-16.76%17.07%17.07%
OMCL
Omnicell, Inc.
3.72%11.11%-38.32%-59.03%-10.91%-10.91%
EHTH
eHealth, Inc.
-14.33%63.02%44.51%-39.72%-46.61%-46.61%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Future Health Sharpe ratio is -0.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00NovemberDecember2023FebruaryMarch
-0.29
-0.54
Future Health
Benchmark (^GSPC)
Portfolio components

Dividends

Future Health granted a 1.38% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.38%1.35%0.10%0.12%0.17%0.22%0.28%0.36%0.39%0.35%0.34%0.95%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-30.53%
-17.68%
Future Health
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Future Health. 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 Future Health is 48.23%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.23%Jan 27, 2021448Nov 3, 2022
-29.87%Mar 5, 202012Mar 20, 202035May 11, 202047
-17.76%Jul 31, 201949Oct 8, 201952Dec 20, 2019101
-10.87%May 12, 202023Jun 12, 202028Jul 23, 202051
-10.14%Feb 20, 20206Feb 27, 20204Mar 4, 202010
-7.6%Jul 24, 20206Jul 31, 20203Aug 5, 20209
-5.78%Sep 21, 20203Sep 23, 20205Sep 30, 20208
-5.76%Oct 12, 202015Oct 30, 20203Nov 4, 202018
-5.35%Jul 11, 20197Jul 19, 20195Jul 26, 201912
-4.94%Sep 3, 20203Sep 8, 20204Sep 14, 20207

Volatility Chart

Current Future Health volatility is 0.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
20.04%
19.59%
Future Health
Benchmark (^GSPC)
Portfolio components