AS
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Agile Therapeutics, Inc. | Healthcare | 12.50% |
Harrow Health, Inc. | Healthcare | 12.50% |
Eli Lilly and Company | Healthcare | 12.50% |
Novo Nordisk A/S | Healthcare | 12.50% |
Regeneron Pharmaceuticals, Inc. | Healthcare | 12.50% |
ShockWave Medical, Inc. | Healthcare | 12.50% |
TransMedics Group, Inc. | Healthcare | 12.50% |
Health Care Select Sector SPDR Fund | Health & Biotech Equities | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AS, 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 2, 2019, corresponding to the inception date of TMDX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
AS | 76.87% | 29.53% | 74.90% | 66.19% | 31.22% | N/A |
Portfolio components: | ||||||
Harrow Health, Inc. | 113.12% | 10.30% | 147.10% | 12.12% | 25.13% | 14.37% |
TransMedics Group, Inc. | 89.02% | 2.20% | 74.33% | 63.16% | 42.09% | N/A |
Regeneron Pharmaceuticals, Inc. | 20.79% | -0.96% | 11.80% | 45.13% | 28.06% | 13.38% |
Agile Therapeutics, Inc. | -26.67% | 328.14% | -5.92% | -48.93% | -77.82% | -60.04% |
Novo Nordisk A/S | 27.86% | -10.42% | 25.17% | 67.71% | 41.91% | 20.82% |
Health Care Select Sector SPDR Fund | 10.72% | 2.21% | 9.04% | 12.16% | 12.19% | 11.06% |
ShockWave Medical, Inc. | 75.67% | 0.00% | 49.23% | 23.07% | 46.35% | N/A |
Eli Lilly and Company | 48.02% | -4.94% | 37.48% | 90.99% | 53.78% | 32.44% |
Monthly Returns
The table below presents the monthly returns of AS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.78% | 1.94% | 3.51% | 2.64% | 14.55% | 37.78% | 76.87% | ||||||
2023 | 2.07% | 2.71% | 6.25% | 4.70% | -8.96% | 5.01% | 2.19% | -5.66% | -5.24% | -6.68% | 7.14% | 4.06% | 5.97% |
2022 | -13.76% | 4.47% | 8.51% | -15.34% | 6.34% | -0.88% | -0.56% | 10.76% | 1.44% | 6.61% | 1.19% | 3.07% | 8.36% |
2021 | 10.86% | 4.16% | -0.58% | 1.37% | 4.88% | 5.90% | -0.87% | 10.24% | -7.80% | 1.89% | -7.46% | -1.91% | 20.45% |
2020 | 1.59% | -6.73% | -9.50% | 19.24% | 3.94% | 5.01% | -0.23% | 10.28% | -3.98% | -9.33% | 13.79% | 9.93% | 33.73% |
2019 | 8.41% | 9.52% | -9.62% | -5.12% | -2.69% | 0.51% | 19.31% | 10.46% | 31.25% |
Expense Ratio
AS has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of AS is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Harrow Health, Inc. | 0.17 | 0.78 | 1.12 | 0.17 | 0.30 |
TransMedics Group, Inc. | 0.80 | 1.97 | 1.24 | 1.02 | 2.50 |
Regeneron Pharmaceuticals, Inc. | 2.60 | 3.83 | 1.45 | 3.79 | 13.12 |
Agile Therapeutics, Inc. | -0.15 | 2.18 | 1.29 | -0.51 | -0.89 |
Novo Nordisk A/S | 1.96 | 3.22 | 1.37 | 5.31 | 14.16 |
Health Care Select Sector SPDR Fund | 1.16 | 1.66 | 1.21 | 1.03 | 3.84 |
ShockWave Medical, Inc. | 0.60 | 1.04 | 1.17 | 0.51 | 1.31 |
Eli Lilly and Company | 2.92 | 4.00 | 1.54 | 7.17 | 21.23 |
Dividends
Dividend yield
AS granted a 0.35% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AS | 0.35% | 0.38% | 0.42% | 0.44% | 0.57% | 0.70% | 0.68% | 0.68% | 0.91% | 0.59% | 0.70% | 0.82% |
Portfolio components: | ||||||||||||
Harrow Health, 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% |
TransMedics Group, 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% |
Regeneron 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% |
Agile 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% |
Novo Nordisk A/S | 0.74% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
Health Care Select Sector SPDR Fund | 1.49% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
ShockWave Medical, 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% |
Eli Lilly and Company | 0.57% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
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 AS. 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 AS was 33.91%, occurring on May 11, 2022. Recovery took 219 trading sessions.
The current AS drawdown is 3.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.91% | Sep 3, 2021 | 173 | May 11, 2022 | 219 | Mar 27, 2023 | 392 |
-32.11% | Feb 13, 2020 | 27 | Mar 23, 2020 | 59 | Jun 16, 2020 | 86 |
-23.99% | Jul 1, 2019 | 85 | Oct 29, 2019 | 22 | Nov 29, 2019 | 107 |
-20.64% | Apr 24, 2023 | 131 | Oct 27, 2023 | 110 | Apr 8, 2024 | 241 |
-14.35% | Sep 16, 2020 | 33 | Oct 30, 2020 | 28 | Dec 10, 2020 | 61 |
Volatility
Volatility Chart
The current AS volatility is 25.73%, 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.
Diversification
Asset Correlations Table
AGRX | HROW | TMDX | REGN | SWAV | LLY | NVO | XLV | |
---|---|---|---|---|---|---|---|---|
AGRX | 1.00 | 0.17 | 0.23 | 0.04 | 0.16 | 0.06 | 0.11 | 0.15 |
HROW | 0.17 | 1.00 | 0.21 | 0.13 | 0.23 | 0.14 | 0.17 | 0.22 |
TMDX | 0.23 | 0.21 | 1.00 | 0.16 | 0.36 | 0.16 | 0.19 | 0.31 |
REGN | 0.04 | 0.13 | 0.16 | 1.00 | 0.20 | 0.35 | 0.34 | 0.54 |
SWAV | 0.16 | 0.23 | 0.36 | 0.20 | 1.00 | 0.19 | 0.21 | 0.42 |
LLY | 0.06 | 0.14 | 0.16 | 0.35 | 0.19 | 1.00 | 0.46 | 0.57 |
NVO | 0.11 | 0.17 | 0.19 | 0.34 | 0.21 | 0.46 | 1.00 | 0.47 |
XLV | 0.15 | 0.22 | 0.31 | 0.54 | 0.42 | 0.57 | 0.47 | 1.00 |