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Future Health

Last updated Dec 7, 2023

Asset Allocation


AZN 3.33%LLY 3.33%NBIX 3.33%BSX 3.33%ISRG 3.33%EW 3.33%PODD 3.33%HALO 3.33%DXCM 3.33%BMY 3.33%GILD 3.33%BIIB 3.33%VRTX 3.33%RMD 3.33%TMO 3.33%SRPT 3.33%WAT 3.33%ALNY 3.33%UNH 3.33%BMRN 3.33%COO 3.33%IQV 3.33%REGN 3.33%ABC 3.33%ECL 3.33%A 3.33%MDT 3.33%ANTM 3.33%SAN.PA 3.33%MRK 3.33%EquityEquity
PositionCategory/SectorWeight
AZN
AstraZeneca PLC
Healthcare3.33%
LLY
Eli Lilly and Company
Healthcare3.33%
NBIX
3.33%
BSX
Boston Scientific Corporation
Healthcare3.33%
ISRG
Intuitive Surgical, Inc.
Healthcare3.33%
EW
Edwards Lifesciences Corporation
Healthcare3.33%
PODD
3.33%
HALO
Halozyme Therapeutics, Inc.
Healthcare3.33%
DXCM
DexCom, Inc.
Healthcare3.33%
BMY
Bristol-Myers Squibb Company
Healthcare3.33%
GILD
Gilead Sciences, Inc.
Healthcare3.33%
BIIB
Biogen Inc.
Healthcare3.33%
VRTX
3.33%
RMD
3.33%
TMO
3.33%
SRPT
3.33%
WAT
3.33%
ALNY
Alnylam Pharmaceuticals, Inc.
Healthcare3.33%
UNH
3.33%
BMRN
BioMarin Pharmaceutical Inc.
Healthcare3.33%
COO
The Cooper Companies, Inc.
Healthcare3.33%
IQV
IQVIA Holdings Inc.
Healthcare3.33%
REGN
3.33%
ABC
AmerisourceBergen Corporation
Healthcare3.33%
ECL
Ecolab Inc.
Basic Materials3.33%
A
Agilent Technologies, Inc.
Healthcare3.33%
MDT
Medtronic plc
Healthcare3.33%
ANTM
Anthem, Inc.
Healthcare3.33%
SAN.PA
3.33%
MRK
Merck & Co., Inc.
Healthcare3.33%

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


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.13%
6.60%
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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Future Health-0.89%5.85%0.13%-1.12%14.63%17.64%
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/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
RMD
N/AN/AN/AN/AN/AN/A
TMO
N/AN/AN/AN/AN/AN/A
SRPT
N/AN/AN/AN/AN/AN/A
WAT
N/AN/AN/AN/AN/AN/A
ALNY
Alnylam Pharmaceuticals, Inc.
-26.35%4.71%-7.97%-20.32%18.73%10.78%
UNH
N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
ABC
AmerisourceBergen Corporation
N/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
SAN.PA
N/AN/AN/AN/AN/AN/A
MRK
Merck & Co., Inc.
-2.83%1.24%-1.43%-0.38%10.97%11.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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.

-1.000.001.002.003.00-0.11

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.


Rolling 12-month Sharpe Ratio0.600.801.001.201.40Thu 08Fri 09Sat 10Jun 11Mon 12Tue 13Wed 14Thu 15
1.01
0.68
Future Health
Benchmark (^GSPC)
Portfolio components

Dividend yield

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


TTM20222021202020192018201720162015201420132012
Future Health0.90%0.84%0.83%0.95%0.88%0.98%0.99%1.05%0.95%0.86%0.97%1.12%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.PASRPTANTMAZNDXCMABCLLYPODDALNYNBIXHALOMRKUNHBMYECLGILDREGNRMDBIIBBMRNCOOVRTXEWISRGIQVBSXWATMDTTMOA
SAN.PA1.000.110.190.410.140.250.240.130.170.150.190.270.200.240.230.210.230.210.190.210.200.200.210.190.200.250.180.260.230.23
SRPT0.111.000.200.200.310.230.210.320.450.430.420.220.230.230.200.270.350.260.370.450.270.370.290.290.320.280.280.260.280.31
ANTM0.190.201.000.230.200.400.300.200.200.220.230.340.670.310.320.280.250.270.280.270.310.290.330.330.350.350.340.360.350.35
AZN0.410.200.231.000.230.310.390.240.260.270.280.400.270.380.300.330.340.280.330.330.290.360.290.280.310.330.310.320.360.34
DXCM0.140.310.200.231.000.250.220.560.380.340.360.210.260.230.290.240.300.400.300.360.390.350.440.460.400.390.370.390.380.40
ABC0.250.230.400.310.251.000.370.240.240.280.270.410.440.400.330.370.330.310.350.330.330.360.320.300.330.400.350.400.340.33
LLY0.240.210.300.390.220.371.000.230.280.280.280.500.380.450.310.370.390.310.400.320.300.380.330.310.340.340.340.370.380.35
PODD0.130.320.200.240.560.240.231.000.360.340.380.230.270.240.320.270.310.410.320.350.380.350.450.450.390.390.360.400.400.42
ALNY0.170.450.200.260.380.240.280.361.000.500.460.250.230.320.240.350.450.320.430.520.300.450.330.340.360.300.340.280.350.37
NBIX0.150.430.220.270.340.280.280.340.501.000.470.280.280.330.240.360.420.310.430.500.320.470.330.330.380.340.340.310.330.38
HALO0.190.420.230.280.360.270.280.380.460.471.000.280.250.340.280.360.400.320.400.490.320.410.340.370.390.340.360.310.360.39
MRK0.270.220.340.400.210.410.500.230.250.280.281.000.400.480.340.420.380.330.380.310.320.400.340.300.330.380.360.410.430.38
UNH0.200.230.670.270.260.440.380.270.230.280.250.401.000.370.370.320.310.330.340.300.380.360.390.370.390.420.380.420.420.40
BMY0.240.230.310.380.230.400.450.240.320.330.340.480.371.000.330.420.400.320.410.350.320.390.340.300.330.380.370.420.390.37
ECL0.230.200.320.300.290.330.310.320.240.240.280.340.370.331.000.310.270.400.320.300.450.300.440.440.460.450.480.490.490.52
GILD0.210.270.280.330.240.370.370.270.350.360.360.420.320.420.311.000.500.300.520.440.320.480.310.330.330.360.360.370.400.39
REGN0.230.350.250.340.300.330.390.310.450.420.400.380.310.400.270.501.000.320.510.480.330.550.340.340.350.350.340.330.400.36
RMD0.210.260.270.280.400.310.310.410.320.310.320.330.330.320.400.300.321.000.330.340.470.340.500.500.460.470.460.470.500.49
BIIB0.190.370.280.330.300.350.400.320.430.430.400.380.340.410.320.520.510.331.000.490.340.510.360.370.370.370.390.370.430.42
BMRN0.210.450.270.330.360.330.320.350.520.500.490.310.300.350.300.440.480.340.491.000.360.540.350.360.400.370.390.340.390.42
COO0.200.270.310.290.390.330.300.380.300.320.320.320.380.320.450.320.330.470.340.361.000.350.510.500.470.530.500.530.500.51
VRTX0.200.370.290.360.350.360.380.350.450.470.410.400.360.390.300.480.550.340.510.540.351.000.360.370.390.380.360.340.420.40
EW0.210.290.330.290.440.320.330.450.330.330.340.340.390.340.440.310.340.500.360.350.510.361.000.570.490.540.490.560.490.50
ISRG0.190.290.330.280.460.300.310.450.340.330.370.300.370.300.440.330.340.500.370.360.500.370.571.000.500.540.500.530.530.55
IQV0.200.320.350.310.400.330.340.390.360.380.390.330.390.330.460.330.350.460.370.400.470.390.490.501.000.470.550.460.560.59
BSX0.250.280.350.330.390.400.340.390.300.340.340.380.420.380.450.360.350.470.370.370.530.380.540.540.471.000.470.620.470.49
WAT0.180.280.340.310.370.350.340.360.340.340.360.360.380.370.480.360.340.460.390.390.500.360.490.500.550.471.000.480.660.72
MDT0.260.260.360.320.390.400.370.400.280.310.310.410.420.420.490.370.330.470.370.340.530.340.560.530.460.620.481.000.510.51
TMO0.230.280.350.360.380.340.380.400.350.330.360.430.420.390.490.400.400.500.430.390.500.420.490.530.560.470.660.511.000.72
A0.230.310.350.340.400.330.350.420.370.380.390.380.400.370.520.390.360.490.420.420.510.400.500.550.590.490.720.510.721.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.96%
-5.15%
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, 202021Mar 23, 202033May 8, 202054
-24.21%Jul 21, 2015143Feb 8, 2016128Aug 5, 2016271
-17.79%Oct 1, 201861Dec 24, 201847Mar 1, 2019108
-16.69%Apr 11, 202248Jun 16, 2022105Nov 10, 2022153
-15.95%Sep 23, 201630Nov 3, 201693Mar 15, 2017123

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.33%
2.93%
Future Health
Benchmark (^GSPC)
Portfolio components
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