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Future Health
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AZN 3.57%LLY 3.57%NBIX 3.57%BSX 3.57%ISRG 3.57%EW 3.57%PODD 3.57%HALO 3.57%DXCM 3.57%BMY 3.57%GILD 3.57%BIIB 3.57%VRTX 3.57%RMD 3.57%TMO 3.57%SRPT 3.57%WAT 3.57%ALNY 3.57%UNH 3.57%BMRN 3.57%COO 3.57%IQV 3.57%REGN 3.57%ECL 3.57%A 3.57%MDT 3.57%SAN.PA 3.57%MRK 3.57%EquityEquity
PositionCategory/SectorWeight
A
Agilent Technologies, Inc.
Healthcare
3.57%
ALNY
Alnylam Pharmaceuticals, Inc.
Healthcare
3.57%
AZN
AstraZeneca PLC
Healthcare
3.57%
BIIB
Biogen Inc.
Healthcare
3.57%
BMRN
BioMarin Pharmaceutical Inc.
Healthcare
3.57%
BMY
Bristol-Myers Squibb Company
Healthcare
3.57%
BSX
Boston Scientific Corporation
Healthcare
3.57%
COO
The Cooper Companies, Inc.
Healthcare
3.57%
DXCM
DexCom, Inc.
Healthcare
3.57%
ECL
Ecolab Inc.
Basic Materials
3.57%
EW
Edwards Lifesciences Corporation
Healthcare
3.57%
GILD
Gilead Sciences, Inc.
Healthcare
3.57%
HALO
Halozyme Therapeutics, Inc.
Healthcare
3.57%
IQV
IQVIA Holdings Inc.
Healthcare
3.57%
ISRG
Intuitive Surgical, Inc.
Healthcare
3.57%
LLY
Eli Lilly and Company
Healthcare
3.57%
MDT
Medtronic plc
Healthcare
3.57%
MRK
Merck & Co., Inc.
Healthcare
3.57%
NBIX
Neurocrine Biosciences, Inc.
Healthcare
3.57%
PODD
Insulet Corporation
Healthcare
3.57%
REGN
3.57%
RMD
3.57%
SAN.PA
3.57%
SRPT
3.57%
TMO
3.57%
UNH
3.57%
VRTX
3.57%
WAT
3.57%

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.11%
8.53%
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 By Period

As of Dec 19, 2024, the Future Health returned 7.94% Year-To-Date and 15.91% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Future Health8.81%0.05%-0.11%10.75%11.75%16.42%
AZN
AstraZeneca PLC
-0.87%3.40%-16.64%0.70%7.68%9.67%
LLY
Eli Lilly and Company
32.57%1.90%-12.87%35.10%42.63%28.75%
NBIX
Neurocrine Biosciences, Inc.
2.78%9.84%0.63%11.77%4.17%19.82%
BSX
Boston Scientific Corporation
53.87%-1.35%14.46%59.84%14.02%20.59%
ISRG
Intuitive Surgical, Inc.
55.45%-3.21%21.24%57.27%21.01%23.88%
EW
Edwards Lifesciences Corporation
-1.89%7.58%-17.70%-0.19%-1.01%12.89%
PODD
Insulet Corporation
22.85%0.00%30.61%21.74%8.81%18.87%
HALO
Halozyme Therapeutics, Inc.
27.06%2.62%-8.90%27.33%20.32%17.46%
DXCM
DexCom, Inc.
-35.50%6.38%-31.38%-34.82%8.22%18.98%
BMY
Bristol-Myers Squibb Company
17.38%-0.95%40.36%17.50%1.46%2.77%
GILD
Gilead Sciences, Inc.
18.94%5.32%33.32%22.07%10.88%3.69%
BIIB
Biogen Inc.
-43.40%-6.11%-34.61%-42.30%-13.10%-7.03%
VRTX
-4.00%-13.44%-16.67%-2.50%11.77%12.80%
RMD
39.22%-1.77%15.80%37.00%9.42%16.39%
TMO
-1.55%1.69%-7.57%-0.76%9.78%15.14%
SRPT
25.35%9.04%-24.79%33.20%-0.83%23.93%
WAT
11.11%2.25%26.02%11.26%9.16%12.02%
ALNY
Alnylam Pharmaceuticals, Inc.
28.23%-1.35%48.12%35.50%15.74%9.99%
UNH
-4.26%-17.04%3.59%-3.05%12.44%18.35%
BMRN
BioMarin Pharmaceutical Inc.
-31.90%4.96%-21.63%-31.00%-4.85%-2.74%
COO
The Cooper Companies, Inc.
-1.24%-5.69%2.11%1.44%3.14%8.45%
IQV
IQVIA Holdings Inc.
-14.74%1.49%-8.78%-13.98%4.69%12.42%
REGN
-20.09%-5.58%-33.36%-16.63%12.96%5.80%
ECL
Ecolab Inc.
21.31%-1.18%-1.86%22.20%5.48%9.29%
A
Agilent Technologies, Inc.
-2.76%4.62%1.29%-2.53%10.05%13.11%
MDT
Medtronic plc
0.85%-3.66%0.93%1.36%-3.84%3.34%
SAN.PA
0.09%-0.57%1.62%1.25%2.67%4.17%
MRK
Merck & Co., Inc.
-7.61%1.43%-23.89%-5.32%5.37%9.08%
*Annualized

Monthly Returns

The table below presents the monthly returns of Future Health, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.15%1.20%4.32%-4.14%1.98%5.53%0.72%6.17%-2.06%-4.05%2.08%8.81%
20230.75%-4.58%4.03%2.21%-4.74%4.75%-0.08%-1.68%-4.69%-7.42%10.13%7.72%4.90%
2022-7.80%0.25%4.95%-5.02%-0.32%-1.10%5.74%-2.87%-2.10%11.24%6.91%-1.72%6.74%
20210.59%-1.23%0.26%5.15%0.56%6.48%2.62%5.01%-5.23%2.99%-5.48%6.76%19.03%
2020-1.29%-2.05%-4.94%12.76%7.21%0.64%3.57%1.21%-2.58%-5.06%8.05%4.39%22.28%
20198.92%2.35%-0.53%-4.84%-1.43%9.17%0.55%0.67%-1.53%4.95%10.40%2.14%33.92%
20187.63%-4.56%2.16%-1.38%4.63%3.92%5.62%7.66%2.07%-8.18%4.23%-7.24%15.95%
20176.28%5.95%1.13%4.82%0.88%5.63%0.72%4.82%2.08%0.31%4.30%-1.28%41.59%
2016-13.70%-1.53%5.23%3.61%3.80%-1.79%10.92%-1.27%7.14%-11.66%0.84%-1.33%-2.60%
20153.97%5.72%2.95%-2.78%9.25%2.82%3.81%-7.25%-6.95%7.37%4.12%-0.01%23.76%
20147.77%6.31%-4.69%-3.83%1.98%4.07%-0.53%6.32%-0.53%5.34%3.68%-0.02%28.04%
20134.16%-0.53%6.84%-0.55%8.31%-1.14%2.61%1.57%22.85%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Future Health is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Future Health is 99
Overall Rank
The Sharpe Ratio Rank of Future Health is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of Future Health is 77
Sortino Ratio Rank
The Omega Ratio Rank of Future Health is 77
Omega Ratio Rank
The Calmar Ratio Rank of Future Health is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Future Health is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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
The chart of Sharpe ratio for Future Health, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.000.652.10
The chart of Sortino ratio for Future Health, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.006.000.972.80
The chart of Omega ratio for Future Health, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.601.801.121.39
The chart of Calmar ratio for Future Health, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.0012.000.903.09
The chart of Martin ratio for Future Health, currently valued at 2.68, compared to the broader market0.0010.0020.0030.0040.0050.002.6813.49
Future Health
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZN
AstraZeneca PLC
-0.12-0.021.00-0.09-0.22
LLY
Eli Lilly and Company
1.021.591.211.263.64
NBIX
Neurocrine Biosciences, Inc.
0.090.331.050.100.22
BSX
Boston Scientific Corporation
3.254.441.617.5131.47
ISRG
Intuitive Surgical, Inc.
2.213.581.454.9322.22
EW
Edwards Lifesciences Corporation
-0.020.261.05-0.02-0.05
PODD
Insulet Corporation
0.751.231.170.542.71
HALO
Halozyme Therapeutics, Inc.
0.631.111.160.592.33
DXCM
DexCom, Inc.
-0.64-0.520.89-0.58-1.07
BMY
Bristol-Myers Squibb Company
0.501.011.120.301.19
GILD
Gilead Sciences, Inc.
0.641.041.150.531.06
BIIB
Biogen Inc.
-1.82-2.800.68-0.68-1.95
VRTX
-0.20-0.110.98-0.20-0.73
RMD
1.061.751.250.917.05
TMO
-0.20-0.150.98-0.16-0.55
SRPT
0.501.391.170.541.56
WAT
0.330.821.100.341.22
ALNY
Alnylam Pharmaceuticals, Inc.
0.521.401.180.641.58
UNH
-0.24-0.150.98-0.30-0.82
BMRN
BioMarin Pharmaceutical Inc.
-1.06-1.340.79-0.57-1.61
COO
The Cooper Companies, Inc.
0.010.221.030.010.02
IQV
IQVIA Holdings Inc.
-0.48-0.560.93-0.44-1.15
REGN
-1.05-1.330.83-0.54-1.47
ECL
Ecolab Inc.
1.131.701.251.437.04
A
Agilent Technologies, Inc.
-0.100.041.01-0.09-0.27
MDT
Medtronic plc
0.020.141.020.010.05
SAN.PA
-0.020.111.01-0.02-0.04
MRK
Merck & Co., Inc.
-0.53-0.600.91-0.41-0.91

The current Future Health Sharpe ratio is 0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Future Health with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.65
2.10
Future Health
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Future Health provided a 0.89% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.89%0.91%0.85%0.81%0.91%0.84%0.93%1.21%1.01%0.91%0.83%0.94%
AZN
AstraZeneca PLC
2.27%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
LLY
Eli Lilly and Company
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
NBIX
Neurocrine Biosciences, 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%
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
Insulet 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%
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
4.19%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
GILD
Gilead Sciences, Inc.
3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
BIIB
Biogen Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.98%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
0.85%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%
TMO
0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
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
1.65%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
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.
0.00%0.02%0.02%0.01%0.02%0.02%0.02%0.03%0.03%0.04%0.04%0.05%
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%
ECL
Ecolab Inc.
0.99%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
A
Agilent Technologies, Inc.
0.70%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
MDT
Medtronic plc
2.58%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
SAN.PA
4.12%3.97%3.71%3.63%4.02%3.44%4.03%4.14%3.83%3.65%3.72%3.61%
MRK
Merck & Co., Inc.
3.18%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.77%
-2.62%
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 25.63%, occurring on Mar 23, 2020. Recovery took 32 trading sessions.

The current Future Health drawdown is 8.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.63%Feb 24, 202021Mar 23, 202032May 7, 202053
-24.13%Jul 23, 2015141Feb 8, 2016124Aug 1, 2016265
-17.93%Oct 1, 201861Dec 24, 201847Mar 1, 2019108
-17.83%Sep 3, 2021204Jun 16, 2022105Nov 10, 2022309
-16.37%Sep 23, 201630Nov 3, 2016120Apr 24, 2017150

Volatility

Volatility Chart

The current Future Health volatility is 3.92%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
3.79%
Future Health
Benchmark (^GSPC)
Portfolio components

Diversification

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.PASRPTAZNLLYUNHDXCMMRKBMYPODDALNYNBIXGILDHALOECLREGNRMDBIIBBMRNVRTXCOOEWBSXISRGMDTIQVWATTMOA
SAN.PA1.000.110.410.220.200.120.270.240.120.170.150.210.190.220.230.200.190.210.200.200.190.230.180.260.190.170.230.23
SRPT0.111.000.200.200.210.300.220.220.310.440.420.260.400.200.340.260.360.440.360.260.280.270.280.250.310.270.270.30
AZN0.410.201.000.370.260.220.400.370.240.260.260.310.280.300.340.280.340.330.350.290.280.330.280.330.300.310.370.34
LLY0.220.200.371.000.340.210.470.400.220.260.270.330.260.300.380.300.370.310.360.280.310.340.310.330.320.310.350.32
UNH0.200.210.260.341.000.240.370.360.260.220.270.310.250.340.290.310.320.290.340.360.360.390.340.400.370.350.390.36
DXCM0.120.300.220.210.241.000.190.210.550.360.320.230.340.280.290.390.290.360.320.390.420.380.450.380.390.350.360.38
MRK0.270.220.400.470.370.191.000.460.220.250.270.400.270.330.370.310.370.300.390.310.320.360.280.390.320.340.410.37
BMY0.240.220.370.400.360.210.461.000.230.300.310.420.330.320.380.300.400.330.370.310.310.350.280.410.320.360.380.36
PODD0.120.310.240.220.260.550.220.231.000.360.330.260.370.330.300.410.320.350.330.380.440.380.450.390.380.360.400.41
ALNY0.170.440.260.260.220.360.250.300.361.000.490.340.450.230.440.310.420.510.430.290.320.290.340.270.350.330.350.36
NBIX0.150.420.260.270.270.320.270.310.330.491.000.350.450.240.410.300.420.480.460.310.320.330.330.300.370.330.320.36
GILD0.210.260.310.330.310.230.400.420.260.340.351.000.350.290.480.280.500.420.460.310.280.340.310.360.320.340.390.37
HALO0.190.400.280.260.250.340.270.330.370.450.450.351.000.270.390.310.390.470.400.310.330.330.360.300.380.360.360.39
ECL0.220.200.300.300.340.280.330.320.330.230.240.290.271.000.280.380.320.300.290.440.430.440.450.470.450.460.480.51
REGN0.230.340.340.380.290.290.370.380.300.440.410.480.390.281.000.310.490.470.540.330.320.350.340.320.350.350.390.36
RMD0.200.260.280.300.310.390.310.300.410.310.300.280.310.380.311.000.330.330.330.460.480.460.490.460.450.450.490.47
BIIB0.190.360.340.370.320.290.370.400.320.420.420.500.390.320.490.331.000.480.500.350.340.350.360.360.370.380.430.42
BMRN0.210.440.330.310.290.360.300.330.350.510.480.420.470.300.470.330.481.000.520.360.340.360.360.330.400.380.380.41
VRTX0.200.360.350.360.340.320.390.370.330.430.460.460.400.290.540.330.500.521.000.340.340.370.360.330.380.350.410.39
COO0.200.260.290.280.360.390.310.310.380.290.310.310.310.440.330.460.350.360.341.000.490.510.490.520.470.500.500.51
EW0.190.280.280.310.360.420.320.310.440.320.320.280.330.430.320.480.340.340.340.491.000.530.560.540.470.460.470.48
BSX0.230.270.330.340.390.380.360.350.380.290.330.340.330.440.350.460.350.360.370.510.531.000.540.590.450.450.460.47
ISRG0.180.280.280.310.340.450.280.280.450.340.330.310.360.450.340.490.360.360.360.490.560.541.000.510.490.490.520.54
MDT0.260.250.330.330.400.380.390.410.390.270.300.360.300.470.320.460.360.330.330.520.540.590.511.000.450.470.500.50
IQV0.190.310.300.320.370.390.320.320.380.350.370.320.380.450.350.450.370.400.380.470.470.450.490.451.000.550.560.60
WAT0.170.270.310.310.350.350.340.360.360.330.330.340.360.460.350.450.380.380.350.500.460.450.490.470.551.000.660.73
TMO0.230.270.370.350.390.360.410.380.400.350.320.390.360.480.390.490.430.380.410.500.470.460.520.500.560.661.000.72
A0.230.300.340.320.360.380.370.360.410.360.360.370.390.510.360.470.420.410.390.510.480.470.540.500.600.730.721.00
The correlation results are calculated based on daily price changes starting from May 10, 2013
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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