Future Health

Last updated Dec 7, 2023

Asset Allocation

Position	Category/Sector	Weight
AZN AstraZeneca PLC	Healthcare	3.33%
LLY Eli Lilly and Company	Healthcare	3.33%
NBIX		3.33%
BSX Boston Scientific Corporation	Healthcare	3.33%
ISRG Intuitive Surgical, Inc.	Healthcare	3.33%
EW Edwards Lifesciences Corporation	Healthcare	3.33%
PODD		3.33%
HALO Halozyme Therapeutics, Inc.	Healthcare	3.33%
DXCM DexCom, Inc.	Healthcare	3.33%
BMY Bristol-Myers Squibb Company	Healthcare	3.33%
GILD Gilead Sciences, Inc.	Healthcare	3.33%
BIIB Biogen Inc.	Healthcare	3.33%
VRTX		3.33%
RMD		3.33%
TMO		3.33%
SRPT		3.33%
WAT		3.33%
ALNY Alnylam Pharmaceuticals, Inc.	Healthcare	3.33%
UNH		3.33%
BMRN BioMarin Pharmaceutical Inc.	Healthcare	3.33%
COO The Cooper Companies, Inc.	Healthcare	3.33%
IQV IQVIA Holdings Inc.	Healthcare	3.33%
REGN		3.33%
ABC AmerisourceBergen Corporation	Healthcare	3.33%
ECL Ecolab Inc.	Basic Materials	3.33%
A Agilent Technologies, Inc.	Healthcare	3.33%
MDT Medtronic plc	Healthcare	3.33%
ANTM Anthem, Inc.	Healthcare	3.33%
SAN.PA		3.33%
MRK Merck & Co., Inc.	Healthcare	3.33%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in Future Health, 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

Future Health

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 9, 2013, corresponding to the inception date of IQV

Returns

As of Dec 7, 2023, the Future Health returned -0.89% Year-To-Date and 17.64% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC	N/A	N/A	N/A	N/A	N/A	N/A
Future Health	-0.89%	5.85%	0.13%	-1.12%	14.63%	17.64%
Portfolio components:
AZN AstraZeneca PLC	-4.22%	-0.72%	-12.69%	-5.29%	13.75%	12.15%
LLY Eli Lilly and Company	62.66%	-0.82%	35.57%	61.46%	41.36%	30.67%
NBIX	N/A	N/A	N/A	N/A	N/A	N/A
BSX Boston Scientific Corporation	18.48%	3.81%	8.13%	21.39%	9.11%	16.58%
ISRG Intuitive Surgical, Inc.	16.92%	11.90%	0.98%	16.50%	13.65%	22.20%
EW Edwards Lifesciences Corporation	-6.86%	3.56%	-16.76%	-3.85%	5.82%	20.22%
PODD	N/A	N/A	N/A	N/A	N/A	N/A
HALO Halozyme Therapeutics, Inc.	-29.75%	13.36%	15.12%	-29.11%	21.52%	10.72%
DXCM DexCom, Inc.	4.15%	24.36%	-1.48%	0.95%	31.27%	29.91%
BMY Bristol-Myers Squibb Company	-28.20%	-5.51%	-21.99%	-35.36%	2.00%	2.78%
GILD Gilead Sciences, Inc.	-4.86%	-2.19%	6.35%	-6.37%	7.34%	3.65%
BIIB Biogen Inc.	-15.55%	-5.94%	-23.30%	-19.76%	-5.90%	-2.16%
VRTX	N/A	N/A	N/A	N/A	N/A	N/A
RMD	N/A	N/A	N/A	N/A	N/A	N/A
TMO	N/A	N/A	N/A	N/A	N/A	N/A
SRPT	N/A	N/A	N/A	N/A	N/A	N/A
WAT	N/A	N/A	N/A	N/A	N/A	N/A
ALNY Alnylam Pharmaceuticals, Inc.	-26.35%	4.71%	-7.97%	-20.32%	18.73%	10.78%
UNH	N/A	N/A	N/A	N/A	N/A	N/A
BMRN BioMarin Pharmaceutical Inc.	-9.02%	23.54%	3.47%	-7.88%	0.31%	2.99%
COO The Cooper Companies, Inc.	3.62%	2.41%	-2.34%	9.43%	7.15%	10.59%
IQV IQVIA Holdings Inc.	5.22%	8.66%	3.37%	2.73%	12.85%	17.79%
REGN	N/A	N/A	N/A	N/A	N/A	N/A
ABC AmerisourceBergen Corporation	N/A	N/A	N/A	N/A	N/A	N/A
ECL Ecolab Inc.	31.96%	9.07%	9.23%	29.89%	5.46%	7.26%
A Agilent Technologies, Inc.	-13.38%	19.88%	11.00%	-14.22%	13.77%	13.63%
MDT Medtronic plc	4.26%	7.65%	-3.07%	6.06%	-0.99%	5.51%
ANTM Anthem, Inc.	N/A	N/A	N/A	N/A	N/A	N/A
SAN.PA	N/A	N/A	N/A	N/A	N/A	N/A
MRK Merck & Co., Inc.	-2.83%	1.24%	-1.43%	-0.38%	10.97%	11.84%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023					-4.35%	4.89%	-0.17%	-1.75%	-4.40%	-6.92%	9.43%

Sharpe Ratio

The current Future Health Sharpe ratio is -0.11. 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 Sharpe ratio of Future Health is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.

Future Health

Benchmark (^GSPC)

Portfolio components

Dividend yield

Future Health granted a 0.90% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Future Health	0.90%	0.84%	0.83%	0.95%	0.88%	0.98%	0.99%	1.05%	0.95%	0.86%	0.97%	1.12%
Portfolio components:
AZN AstraZeneca PLC	2.28%	2.14%	2.40%	2.80%	2.81%	3.61%	3.95%	5.01%	4.06%	3.98%	4.72%	6.03%
LLY Eli Lilly and Company	0.77%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%	3.84%	3.97%
NBIX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BSX Boston Scientific Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISRG Intuitive Surgical, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EW Edwards Lifesciences Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PODD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HALO Halozyme Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DXCM DexCom, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BMY Bristol-Myers Squibb Company	4.57%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%	2.46%	3.31%	4.17%
GILD Gilead Sciences, Inc.	3.76%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%	0.00%	0.00%	0.00%
BIIB Biogen Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRTX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RMD	1.12%	0.83%	0.62%	0.73%	0.98%	1.26%	1.61%	2.03%	2.16%	1.89%	1.78%	0.82%
TMO	0.27%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%	0.54%	0.85%
SRPT	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WAT	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ALNY Alnylam Pharmaceuticals, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UNH	1.33%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%	1.40%	1.47%
BMRN BioMarin Pharmaceutical Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COO The Cooper Companies, Inc.	0.02%	0.02%	0.01%	0.02%	0.02%	0.02%	0.03%	0.03%	0.04%	0.04%	0.05%	0.06%
IQV IQVIA Holdings Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REGN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ABC AmerisourceBergen Corporation	0.83%	1.13%	1.34%	1.74%	1.88%	2.07%	1.61%	1.77%	1.17%	1.10%	1.23%	1.39%
ECL Ecolab Inc.	1.11%	1.42%	0.83%	0.87%	0.96%	1.15%	1.13%	1.21%	1.17%	1.11%	0.93%	1.15%
A Agilent Technologies, Inc.	0.70%	0.71%	0.49%	0.46%	0.79%	0.91%	0.81%	1.05%	1.23%	0.69%	0.86%	0.98%
MDT Medtronic plc	3.47%	3.44%	2.39%	1.95%	1.87%	2.15%	2.24%	2.34%	1.88%	1.66%	1.92%	3.08%
ANTM Anthem, Inc.	0.00%	0.53%	0.98%	1.18%	1.06%	1.14%	1.20%	1.81%	1.79%	1.39%	1.62%	1.89%
SAN.PA	4.13%	3.71%	3.61%	4.00%	3.43%	4.00%	4.12%	3.81%	3.63%	3.70%	3.59%	3.71%
MRK Merck & Co., Inc.	2.76%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%	3.45%	4.13%

Expense Ratio

The Future Health 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.

The portfolio doesn't hold funds that charge fees

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
AZN AstraZeneca PLC	-0.23
LLY Eli Lilly and Company	2.14
NBIX	N/A
BSX Boston Scientific Corporation	1.04
ISRG Intuitive Surgical, Inc.	0.52
EW Edwards Lifesciences Corporation	-0.22
PODD	N/A
HALO Halozyme Therapeutics, Inc.	-0.70
DXCM DexCom, Inc.	0.03
BMY Bristol-Myers Squibb Company	-1.89
GILD Gilead Sciences, Inc.	-0.32
BIIB Biogen Inc.	-0.95
VRTX	N/A
RMD	N/A
TMO	N/A
SRPT	N/A
WAT	N/A
ALNY Alnylam Pharmaceuticals, Inc.	-0.75
UNH	N/A
BMRN BioMarin Pharmaceutical Inc.	-0.30
COO The Cooper Companies, Inc.	0.28
IQV IQVIA Holdings Inc.	0.07
REGN	N/A
ABC AmerisourceBergen Corporation	N/A
ECL Ecolab Inc.	1.32
A Agilent Technologies, Inc.	-0.56
MDT Medtronic plc	0.18
ANTM Anthem, Inc.	N/A
SAN.PA	N/A
MRK Merck & Co., Inc.	-0.07

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SAN.PA	SRPT	ANTM	AZN	DXCM	ABC	LLY	PODD	ALNY	NBIX	HALO	MRK	UNH	BMY	ECL	GILD	REGN	RMD	BIIB	BMRN	COO	VRTX	EW	ISRG	IQV	BSX	WAT	MDT	TMO	A
SAN.PA	1.00	0.11	0.19	0.41	0.14	0.25	0.24	0.13	0.17	0.15	0.19	0.27	0.20	0.24	0.23	0.21	0.23	0.21	0.19	0.21	0.20	0.20	0.21	0.19	0.20	0.25	0.18	0.26	0.23	0.23
SRPT	0.11	1.00	0.20	0.20	0.31	0.23	0.21	0.32	0.45	0.43	0.42	0.22	0.23	0.23	0.20	0.27	0.35	0.26	0.37	0.45	0.27	0.37	0.29	0.29	0.32	0.28	0.28	0.26	0.28	0.31
ANTM	0.19	0.20	1.00	0.23	0.20	0.40	0.30	0.20	0.20	0.22	0.23	0.34	0.67	0.31	0.32	0.28	0.25	0.27	0.28	0.27	0.31	0.29	0.33	0.33	0.35	0.35	0.34	0.36	0.35	0.35
AZN	0.41	0.20	0.23	1.00	0.23	0.31	0.39	0.24	0.26	0.27	0.28	0.40	0.27	0.38	0.30	0.33	0.34	0.28	0.33	0.33	0.29	0.36	0.29	0.28	0.31	0.33	0.31	0.32	0.36	0.34
DXCM	0.14	0.31	0.20	0.23	1.00	0.25	0.22	0.56	0.38	0.34	0.36	0.21	0.26	0.23	0.29	0.24	0.30	0.40	0.30	0.36	0.39	0.35	0.44	0.46	0.40	0.39	0.37	0.39	0.38	0.40
ABC	0.25	0.23	0.40	0.31	0.25	1.00	0.37	0.24	0.24	0.28	0.27	0.41	0.44	0.40	0.33	0.37	0.33	0.31	0.35	0.33	0.33	0.36	0.32	0.30	0.33	0.40	0.35	0.40	0.34	0.33
LLY	0.24	0.21	0.30	0.39	0.22	0.37	1.00	0.23	0.28	0.28	0.28	0.50	0.38	0.45	0.31	0.37	0.39	0.31	0.40	0.32	0.30	0.38	0.33	0.31	0.34	0.34	0.34	0.37	0.38	0.35
PODD	0.13	0.32	0.20	0.24	0.56	0.24	0.23	1.00	0.36	0.34	0.38	0.23	0.27	0.24	0.32	0.27	0.31	0.41	0.32	0.35	0.38	0.35	0.45	0.45	0.39	0.39	0.36	0.40	0.40	0.42
ALNY	0.17	0.45	0.20	0.26	0.38	0.24	0.28	0.36	1.00	0.50	0.46	0.25	0.23	0.32	0.24	0.35	0.45	0.32	0.43	0.52	0.30	0.45	0.33	0.34	0.36	0.30	0.34	0.28	0.35	0.37
NBIX	0.15	0.43	0.22	0.27	0.34	0.28	0.28	0.34	0.50	1.00	0.47	0.28	0.28	0.33	0.24	0.36	0.42	0.31	0.43	0.50	0.32	0.47	0.33	0.33	0.38	0.34	0.34	0.31	0.33	0.38
HALO	0.19	0.42	0.23	0.28	0.36	0.27	0.28	0.38	0.46	0.47	1.00	0.28	0.25	0.34	0.28	0.36	0.40	0.32	0.40	0.49	0.32	0.41	0.34	0.37	0.39	0.34	0.36	0.31	0.36	0.39
MRK	0.27	0.22	0.34	0.40	0.21	0.41	0.50	0.23	0.25	0.28	0.28	1.00	0.40	0.48	0.34	0.42	0.38	0.33	0.38	0.31	0.32	0.40	0.34	0.30	0.33	0.38	0.36	0.41	0.43	0.38
UNH	0.20	0.23	0.67	0.27	0.26	0.44	0.38	0.27	0.23	0.28	0.25	0.40	1.00	0.37	0.37	0.32	0.31	0.33	0.34	0.30	0.38	0.36	0.39	0.37	0.39	0.42	0.38	0.42	0.42	0.40
BMY	0.24	0.23	0.31	0.38	0.23	0.40	0.45	0.24	0.32	0.33	0.34	0.48	0.37	1.00	0.33	0.42	0.40	0.32	0.41	0.35	0.32	0.39	0.34	0.30	0.33	0.38	0.37	0.42	0.39	0.37
ECL	0.23	0.20	0.32	0.30	0.29	0.33	0.31	0.32	0.24	0.24	0.28	0.34	0.37	0.33	1.00	0.31	0.27	0.40	0.32	0.30	0.45	0.30	0.44	0.44	0.46	0.45	0.48	0.49	0.49	0.52
GILD	0.21	0.27	0.28	0.33	0.24	0.37	0.37	0.27	0.35	0.36	0.36	0.42	0.32	0.42	0.31	1.00	0.50	0.30	0.52	0.44	0.32	0.48	0.31	0.33	0.33	0.36	0.36	0.37	0.40	0.39
REGN	0.23	0.35	0.25	0.34	0.30	0.33	0.39	0.31	0.45	0.42	0.40	0.38	0.31	0.40	0.27	0.50	1.00	0.32	0.51	0.48	0.33	0.55	0.34	0.34	0.35	0.35	0.34	0.33	0.40	0.36
RMD	0.21	0.26	0.27	0.28	0.40	0.31	0.31	0.41	0.32	0.31	0.32	0.33	0.33	0.32	0.40	0.30	0.32	1.00	0.33	0.34	0.47	0.34	0.50	0.50	0.46	0.47	0.46	0.47	0.50	0.49
BIIB	0.19	0.37	0.28	0.33	0.30	0.35	0.40	0.32	0.43	0.43	0.40	0.38	0.34	0.41	0.32	0.52	0.51	0.33	1.00	0.49	0.34	0.51	0.36	0.37	0.37	0.37	0.39	0.37	0.43	0.42
BMRN	0.21	0.45	0.27	0.33	0.36	0.33	0.32	0.35	0.52	0.50	0.49	0.31	0.30	0.35	0.30	0.44	0.48	0.34	0.49	1.00	0.36	0.54	0.35	0.36	0.40	0.37	0.39	0.34	0.39	0.42
COO	0.20	0.27	0.31	0.29	0.39	0.33	0.30	0.38	0.30	0.32	0.32	0.32	0.38	0.32	0.45	0.32	0.33	0.47	0.34	0.36	1.00	0.35	0.51	0.50	0.47	0.53	0.50	0.53	0.50	0.51
VRTX	0.20	0.37	0.29	0.36	0.35	0.36	0.38	0.35	0.45	0.47	0.41	0.40	0.36	0.39	0.30	0.48	0.55	0.34	0.51	0.54	0.35	1.00	0.36	0.37	0.39	0.38	0.36	0.34	0.42	0.40
EW	0.21	0.29	0.33	0.29	0.44	0.32	0.33	0.45	0.33	0.33	0.34	0.34	0.39	0.34	0.44	0.31	0.34	0.50	0.36	0.35	0.51	0.36	1.00	0.57	0.49	0.54	0.49	0.56	0.49	0.50
ISRG	0.19	0.29	0.33	0.28	0.46	0.30	0.31	0.45	0.34	0.33	0.37	0.30	0.37	0.30	0.44	0.33	0.34	0.50	0.37	0.36	0.50	0.37	0.57	1.00	0.50	0.54	0.50	0.53	0.53	0.55
IQV	0.20	0.32	0.35	0.31	0.40	0.33	0.34	0.39	0.36	0.38	0.39	0.33	0.39	0.33	0.46	0.33	0.35	0.46	0.37	0.40	0.47	0.39	0.49	0.50	1.00	0.47	0.55	0.46	0.56	0.59
BSX	0.25	0.28	0.35	0.33	0.39	0.40	0.34	0.39	0.30	0.34	0.34	0.38	0.42	0.38	0.45	0.36	0.35	0.47	0.37	0.37	0.53	0.38	0.54	0.54	0.47	1.00	0.47	0.62	0.47	0.49
WAT	0.18	0.28	0.34	0.31	0.37	0.35	0.34	0.36	0.34	0.34	0.36	0.36	0.38	0.37	0.48	0.36	0.34	0.46	0.39	0.39	0.50	0.36	0.49	0.50	0.55	0.47	1.00	0.48	0.66	0.72
MDT	0.26	0.26	0.36	0.32	0.39	0.40	0.37	0.40	0.28	0.31	0.31	0.41	0.42	0.42	0.49	0.37	0.33	0.47	0.37	0.34	0.53	0.34	0.56	0.53	0.46	0.62	0.48	1.00	0.51	0.51
TMO	0.23	0.28	0.35	0.36	0.38	0.34	0.38	0.40	0.35	0.33	0.36	0.43	0.42	0.39	0.49	0.40	0.40	0.50	0.43	0.39	0.50	0.42	0.49	0.53	0.56	0.47	0.66	0.51	1.00	0.72
A	0.23	0.31	0.35	0.34	0.40	0.33	0.35	0.42	0.37	0.38	0.39	0.38	0.40	0.37	0.52	0.39	0.36	0.49	0.42	0.42	0.51	0.40	0.50	0.55	0.59	0.49	0.72	0.51	0.72	1.00

Drawdowns Chart

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

Future Health

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Future Health. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Future Health was 26.02%, occurring on Mar 23, 2020. Recovery took 33 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.02%	Feb 24, 2020	21	Mar 23, 2020	33	May 8, 2020	54
-24.21%	Jul 21, 2015	143	Feb 8, 2016	128	Aug 5, 2016	271
-17.79%	Oct 1, 2018	61	Dec 24, 2018	47	Mar 1, 2019	108
-16.69%	Apr 11, 2022	48	Jun 16, 2022	105	Nov 10, 2022	153
-15.95%	Sep 23, 2016	30	Nov 3, 2016	93	Mar 15, 2017	123

Volatility Chart

The current Future Health volatility is 3.33%, 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.

Future Health

Benchmark (^GSPC)

Portfolio components

Future Health

Asset Allocation

Performance

Returns

Monthly Returns Heatmap

Dividend yield

Expense Ratio

Risk-Adjusted Performance

Asset Correlations Table

Drawdowns Chart

Worst Drawdowns

Volatility Chart

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