AS
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
HROW Harrow Health, Inc. | Healthcare | 12.5% |
TMDX TransMedics Group, Inc. | Healthcare | 12.5% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 12.5% |
AGRX Agile Therapeutics, Inc. | Healthcare | 12.5% |
NVO Novo Nordisk A/S | Healthcare | 12.5% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 12.5% |
SWAV ShockWave Medical, Inc. | Healthcare | 12.5% |
LLY Eli Lilly and Company | Healthcare | 12.5% |
Performance
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
Returns
As of May 27, 2023, the AS returned 4.09% Year-To-Date and 23.88% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.41% | 9.41% |
AS | -10.64% | 4.09% | 10.27% | 26.47% | 23.88% | 23.88% |
Portfolio components: | ||||||
HROW Harrow Health, Inc. | -20.29% | 36.25% | 87.77% | 195.74% | 44.10% | 44.10% |
TMDX TransMedics Group, Inc. | -10.64% | 14.52% | 21.05% | 136.47% | 32.70% | 32.70% |
REGN Regeneron Pharmaceuticals, Inc. | -9.57% | 0.49% | -2.22% | 4.66% | 20.87% | 20.87% |
AGRX Agile Therapeutics, Inc. | -43.49% | -67.89% | -63.31% | -95.30% | -80.74% | -80.74% |
NVO Novo Nordisk A/S | -2.47% | 21.38% | 35.51% | 53.29% | 36.80% | 36.80% |
XLV Health Care Select Sector SPDR Fund | -4.49% | -5.76% | -5.56% | -3.30% | 11.00% | 11.00% |
SWAV ShockWave Medical, Inc. | -3.27% | 36.51% | 9.10% | 61.00% | 60.33% | 60.33% |
LLY Eli Lilly and Company | 7.84% | 17.07% | 17.09% | 33.18% | 39.37% | 39.37% |
Returns over 1 year are annualized |
Asset Correlations Table
AGRX | HROW | TMDX | REGN | SWAV | NVO | LLY | XLV | |
---|---|---|---|---|---|---|---|---|
AGRX | 1.00 | 0.18 | 0.24 | 0.06 | 0.18 | 0.11 | 0.07 | 0.17 |
HROW | 0.18 | 1.00 | 0.21 | 0.10 | 0.24 | 0.16 | 0.14 | 0.21 |
TMDX | 0.24 | 0.21 | 1.00 | 0.17 | 0.37 | 0.19 | 0.17 | 0.33 |
REGN | 0.06 | 0.10 | 0.17 | 1.00 | 0.20 | 0.36 | 0.38 | 0.54 |
SWAV | 0.18 | 0.24 | 0.37 | 0.20 | 1.00 | 0.23 | 0.20 | 0.43 |
NVO | 0.11 | 0.16 | 0.19 | 0.36 | 0.23 | 1.00 | 0.44 | 0.50 |
LLY | 0.07 | 0.14 | 0.17 | 0.38 | 0.20 | 0.44 | 1.00 | 0.61 |
XLV | 0.17 | 0.21 | 0.33 | 0.54 | 0.43 | 0.50 | 0.61 | 1.00 |
Dividend yield
AS granted a 0.62% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AS | 0.62% | 0.44% | 0.50% | 0.66% | 0.82% | 0.74% | 0.75% | 1.02% | 0.68% | 0.83% | 0.99% | 1.10% |
Portfolio components: | ||||||||||||
HROW 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% |
TMDX 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% |
REGN 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% |
AGRX 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% |
NVO Novo Nordisk A/S | 1.53% | 0.98% | 1.37% | 1.94% | 2.25% | 2.14% | 1.69% | 3.26% | 1.06% | 1.67% | 1.45% | 1.35% |
XLV Health Care Select Sector SPDR Fund | 1.95% | 1.47% | 1.35% | 1.54% | 2.27% | 1.68% | 1.60% | 1.77% | 1.61% | 1.53% | 1.76% | 2.36% |
SWAV 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% |
LLY Eli Lilly and Company | 1.45% | 1.08% | 1.25% | 1.81% | 2.07% | 2.10% | 2.73% | 3.15% | 2.77% | 3.40% | 4.75% | 5.10% |
Expense Ratio
The AS has an expense ratio of 0.01% which is considered to be low. 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 | |
---|---|---|---|---|---|
HROW Harrow Health, Inc. | 2.99 | ||||
TMDX TransMedics Group, Inc. | 2.37 | ||||
REGN Regeneron Pharmaceuticals, Inc. | 0.15 | ||||
AGRX Agile Therapeutics, Inc. | -0.67 | ||||
NVO Novo Nordisk A/S | 1.98 | ||||
XLV Health Care Select Sector SPDR Fund | -0.08 | ||||
SWAV ShockWave Medical, Inc. | 1.23 | ||||
LLY Eli Lilly and Company | 1.53 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the AS. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the AS is 33.91%, recorded on May 11, 2022. It took 219 trading sessions for the portfolio to recover.
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 |
-23.96% | Jul 1, 2019 | 85 | Oct 29, 2019 | 22 | Nov 29, 2019 | 107 |
-14.34% | Sep 16, 2020 | 33 | Oct 30, 2020 | 28 | Dec 10, 2020 | 61 |
-13.62% | Feb 10, 2021 | 18 | Mar 8, 2021 | 65 | Jun 9, 2021 | 83 |
Volatility Chart
The current AS volatility is 6.33%, 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.