AS
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AGRX Agile Therapeutics, Inc. | Healthcare | 12.50% |
HROW Harrow Health, Inc. | Healthcare | 12.50% |
LLY Eli Lilly and Company | Healthcare | 12.50% |
NVO Novo Nordisk A/S | Healthcare | 12.50% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 12.50% |
SWAV ShockWave Medical, Inc. | Healthcare | 12.50% |
TMDX TransMedics Group, Inc. | Healthcare | 12.50% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 12.50% |
Performance
Performance Chart
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The earliest data available for this chart is May 2, 2019, corresponding to the inception date of TMDX
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
AS | -1.70% | 7.74% | -14.91% | 23.01% | 20.74% | N/A |
Portfolio components: | ||||||
HROW Harrow Health, Inc. | -27.27% | 3.92% | -53.53% | 110.34% | 41.21% | 11.89% |
TMDX TransMedics Group, Inc. | 78.83% | 46.00% | 29.68% | -14.22% | 46.03% | N/A |
REGN Regeneron Pharmaceuticals, Inc. | -25.81% | -3.41% | -36.21% | -45.73% | -1.65% | 1.02% |
AGRX Agile Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 60.37% | -84.07% | N/A |
NVO Novo Nordisk A/S | -22.31% | 7.45% | -37.66% | -47.77% | 17.48% | 11.19% |
XLV Health Care Select Sector SPDR Fund | -3.18% | -1.64% | -10.91% | -6.11% | 7.28% | 7.92% |
SWAV ShockWave Medical, Inc. | 0.00% | 0.00% | 0.00% | 1.27% | 52.06% | N/A |
LLY Eli Lilly and Company | -4.68% | 1.89% | -11.36% | -2.72% | 37.70% | 28.45% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 0.58% | 4.16% | -7.75% | 3.01% | -1.27% | -1.70% | |||||||
2024 | 2.78% | 1.94% | 3.55% | 2.64% | 14.55% | 37.78% | 1.10% | 7.94% | -2.86% | -10.52% | -2.83% | -8.82% | 47.70% |
2023 | 2.07% | 2.71% | 6.29% | 4.70% | -8.96% | 5.01% | 2.19% | -5.64% | -5.24% | -6.68% | 7.14% | 4.06% | 6.03% |
2022 | -13.76% | 4.47% | 8.55% | -15.34% | 6.34% | -0.88% | -0.56% | 10.78% | 1.44% | 6.61% | 1.19% | 3.07% | 8.41% |
2021 | 10.86% | 4.16% | -0.53% | 1.37% | 4.88% | 5.90% | -0.87% | 10.26% | -7.80% | 1.89% | -7.46% | -1.91% | 20.54% |
2020 | 1.59% | -6.73% | -9.45% | 19.24% | 3.94% | 5.01% | -0.23% | 10.30% | -3.98% | -9.33% | 13.79% | 9.93% | 33.84% |
2019 | 8.41% | 9.52% | -9.62% | -5.08% | -2.69% | 0.51% | 19.31% | 10.46% | 31.31% |
Expense Ratio
AS has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AS is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
HROW Harrow Health, Inc. | 1.56 | 2.76 | 1.33 | 1.94 | 3.70 |
TMDX TransMedics Group, Inc. | -0.20 | 0.22 | 1.03 | -0.18 | -0.29 |
REGN Regeneron Pharmaceuticals, Inc. | -1.49 | -2.22 | 0.73 | -0.81 | -1.44 |
AGRX Agile Therapeutics, Inc. | 0.18 | 4.17 | 3.26 | 0.45 | 0.90 |
NVO Novo Nordisk A/S | -1.13 | -1.63 | 0.79 | -0.79 | -1.49 |
XLV Health Care Select Sector SPDR Fund | -0.40 | -0.39 | 0.95 | -0.37 | -0.84 |
SWAV ShockWave Medical, Inc. | 0.93 | 4.94 | 3.50 | 3.14 | 28.83 |
LLY Eli Lilly and Company | -0.11 | 0.08 | 1.01 | -0.20 | -0.40 |
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Dividends
Dividend yield
AS provided a 0.64% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.64% | 0.50% | 0.42% | 0.47% | 0.49% | 0.64% | 0.78% | 0.75% | 0.76% | 1.04% | 0.64% | 0.77% |
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. | 0.17% | 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 | 2.45% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
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 | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
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.
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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 34.82%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current AS drawdown is 28.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.82% | Aug 21, 2024 | 158 | Apr 8, 2025 | — | — | — |
-33.88% | 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 |
-20.62% | Apr 24, 2023 | 131 | Oct 27, 2023 | 110 | Apr 8, 2024 | 241 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | AGRX | HROW | SWAV | REGN | TMDX | NVO | LLY | XLV | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.20 | 0.29 | 0.43 | 0.39 | 0.41 | 0.35 | 0.38 | 0.69 | 0.57 |
AGRX | 0.20 | 1.00 | 0.16 | 0.15 | 0.03 | 0.21 | 0.09 | 0.06 | 0.13 | 0.48 |
HROW | 0.29 | 0.16 | 1.00 | 0.21 | 0.14 | 0.22 | 0.20 | 0.17 | 0.24 | 0.57 |
SWAV | 0.43 | 0.15 | 0.21 | 1.00 | 0.19 | 0.32 | 0.19 | 0.18 | 0.39 | 0.54 |
REGN | 0.39 | 0.03 | 0.14 | 0.19 | 1.00 | 0.18 | 0.34 | 0.37 | 0.54 | 0.43 |
TMDX | 0.41 | 0.21 | 0.22 | 0.32 | 0.18 | 1.00 | 0.18 | 0.17 | 0.31 | 0.61 |
NVO | 0.35 | 0.09 | 0.20 | 0.19 | 0.34 | 0.18 | 1.00 | 0.48 | 0.48 | 0.49 |
LLY | 0.38 | 0.06 | 0.17 | 0.18 | 0.37 | 0.17 | 0.48 | 1.00 | 0.58 | 0.46 |
XLV | 0.69 | 0.13 | 0.24 | 0.39 | 0.54 | 0.31 | 0.48 | 0.58 | 1.00 | 0.59 |
Portfolio | 0.57 | 0.48 | 0.57 | 0.54 | 0.43 | 0.61 | 0.49 | 0.46 | 0.59 | 1.00 |