Future Health
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% |
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
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% |
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.
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
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.
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.