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AS

Last updated May 27, 2023

Asset Allocation


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


50.00%100.00%150.00%December2023FebruaryMarchAprilMay
138.97%
44.14%
AS
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.41%9.41%
AS-10.64%4.09%10.27%26.47%23.88%23.88%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AGRXHROWTMDXREGNSWAVNVOLLYXLV
AGRX1.000.180.240.060.180.110.070.17
HROW0.181.000.210.100.240.160.140.21
TMDX0.240.211.000.170.370.190.170.33
REGN0.060.100.171.000.200.360.380.54
SWAV0.180.240.370.201.000.230.200.43
NVO0.110.160.190.360.231.000.440.50
LLY0.070.140.170.380.200.441.000.61
XLV0.170.210.330.540.430.500.611.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AS Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.502.002.50December2023FebruaryMarchAprilMay
1.20
0.27
AS
Benchmark (^GSPC)
Portfolio components

Dividend yield

AS granted a 0.62% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
AS0.62%0.44%0.50%0.66%0.82%0.74%0.75%1.02%0.68%0.83%0.99%1.10%
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.


Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-11.96%
-12.32%
AS
Benchmark (^GSPC)
Portfolio components

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, 2021173May 11, 2022219Mar 27, 2023392
-32.11%Feb 13, 202027Mar 23, 202059Jun 16, 202086
-23.96%Jul 1, 201985Oct 29, 201922Nov 29, 2019107
-14.34%Sep 16, 202033Oct 30, 202028Dec 10, 202061
-13.62%Feb 10, 202118Mar 8, 202165Jun 9, 202183

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2023FebruaryMarchAprilMay
6.33%
3.82%
AS
Benchmark (^GSPC)
Portfolio components