Medical Facilities
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Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BKD Brookdale Senior Living Inc. | Healthcare | 8.33% |
CYH Community Health Systems, Inc. | Healthcare | 8.33% |
DVA DaVita Inc. | Healthcare | 8.33% |
EHC Encompass Health Corporation | Healthcare | 8.33% |
ENSG The Ensign Group, Inc. | Healthcare | 8.33% |
HCA HCA Healthcare, Inc. | Healthcare | 8.33% |
NHC National HealthCare Corporation | Healthcare | 8.33% |
SEM Select Medical Holdings Corporation | Healthcare | 8.33% |
SGRY Surgery Partners, Inc. | Healthcare | 8.33% |
THC Tenet Healthcare Corporation | Healthcare | 8.33% |
UHS Universal Health Services, Inc. | Healthcare | 8.33% |
WELL Welltower Inc. | Real Estate | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Medical Facilities, 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 Oct 1, 2015, corresponding to the inception date of SGRY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Medical Facilities | 43.81% | -1.39% | 16.73% | 64.18% | 23.20% | N/A |
| Portfolio components: | ||||||
THC Tenet Healthcare Corporation | 117.30% | 5.74% | 23.49% | 180.89% | 40.13% | 13.48% |
CYH Community Health Systems, Inc. | 34.82% | -24.51% | 11.94% | 61.69% | 6.11% | -19.59% |
UHS Universal Health Services, Inc. | 35.06% | -6.90% | 12.83% | 55.49% | 7.85% | 8.15% |
HCA HCA Healthcare, Inc. | 30.24% | -11.43% | 7.60% | 48.72% | 21.58% | 19.54% |
WELL Welltower Inc. | 53.58% | 6.55% | 35.39% | 59.29% | 13.70% | 11.13% |
SGRY Surgery Partners, Inc. | -7.56% | -6.87% | 9.24% | -2.02% | 20.30% | N/A |
DVA DaVita Inc. | 50.86% | -2.34% | 14.62% | 71.56% | 17.47% | 7.66% |
EHC Encompass Health Corporation | 54.63% | 6.55% | 18.23% | 59.89% | 9.41% | 11.94% |
ENSG The Ensign Group, Inc. | 33.07% | 0.87% | 25.12% | 40.19% | 29.69% | 23.67% |
SEM Select Medical Holdings Corporation | 68.79% | 15.60% | 12.65% | 71.20% | 15.39% | 11.88% |
BKD Brookdale Senior Living Inc. | -6.19% | -9.75% | -23.31% | 24.09% | -4.92% | -16.58% |
NHC National HealthCare Corporation | 43.77% | 7.84% | 31.66% | 78.42% | 12.50% | 11.26% |
Monthly Returns
The table below presents the monthly returns of Medical Facilities, 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 | 4.28% | 4.14% | 7.76% | -3.08% | 10.85% | -2.81% | 17.30% | 4.03% | 1.09% | -7.94% | 43.81% | ||
| 2023 | 9.57% | -0.19% | -2.34% | 16.62% | -10.31% | 14.37% | -5.76% | 1.14% | -8.30% | -8.64% | 17.07% | 8.06% | 29.04% |
| 2022 | -6.76% | 7.00% | 5.23% | -11.09% | -5.78% | -14.47% | 10.12% | -9.33% | -9.46% | 9.79% | 4.71% | 2.71% | -19.70% |
| 2021 | 5.11% | 5.32% | 11.64% | 3.22% | 7.60% | 3.14% | 1.12% | -2.44% | -7.22% | -1.65% | -5.65% | 10.09% | 32.38% |
| 2020 | 3.01% | -2.99% | -29.29% | 15.12% | 4.33% | -9.64% | 20.04% | 7.33% | -3.92% | 5.17% | 22.78% | 6.92% | 31.05% |
| 2019 | 16.12% | 4.04% | -5.66% | -3.26% | -6.43% | 8.52% | 2.92% | -3.86% | 4.94% | 2.52% | 13.07% | 5.14% | 41.71% |
| 2018 | 10.15% | -3.20% | 0.49% | 0.29% | 11.65% | 0.18% | 6.78% | 5.07% | -3.67% | -6.49% | 11.53% | -20.09% | 8.27% |
| 2017 | 5.09% | 11.53% | -4.42% | -1.90% | 1.29% | 8.26% | -7.02% | -5.02% | 0.50% | -5.32% | 1.52% | 2.14% | 5.01% |
| 2016 | -7.75% | -5.74% | 10.52% | 7.42% | -5.29% | -0.06% | 4.78% | -6.82% | 2.95% | -11.82% | -2.60% | 2.78% | -13.31% |
| 2015 | -5.34% | 4.00% | -3.28% | -4.78% |
Expense Ratio
Medical Facilities 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Medical Facilities is 79, placing it in the top 21% 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 | |
|---|---|---|---|---|---|
THC Tenet Healthcare Corporation | 5.04 | 5.83 | 1.74 | 5.50 | 51.06 |
CYH Community Health Systems, Inc. | 1.02 | 1.57 | 1.23 | 0.78 | 4.30 |
UHS Universal Health Services, Inc. | 2.09 | 2.68 | 1.39 | 3.64 | 11.11 |
HCA HCA Healthcare, Inc. | 2.14 | 2.59 | 1.39 | 2.49 | 11.98 |
WELL Welltower Inc. | 3.40 | 4.91 | 1.60 | 8.42 | 28.63 |
SGRY Surgery Partners, Inc. | 0.22 | 0.75 | 1.08 | 0.16 | 0.57 |
DVA DaVita Inc. | 2.71 | 3.28 | 1.47 | 2.53 | 19.34 |
EHC Encompass Health Corporation | 3.03 | 4.16 | 1.54 | 2.45 | 28.69 |
ENSG The Ensign Group, Inc. | 2.06 | 2.83 | 1.36 | 5.12 | 13.02 |
SEM Select Medical Holdings Corporation | 2.29 | 3.12 | 1.43 | 1.83 | 10.34 |
BKD Brookdale Senior Living Inc. | 0.74 | 1.36 | 1.17 | 0.41 | 2.89 |
NHC National HealthCare Corporation | 2.81 | 3.65 | 1.47 | 5.68 | 13.12 |
Dividends
Dividend yield
Medical Facilities provided a 0.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.82% | 1.05% | 0.85% | 0.77% | 0.82% | 0.90% | 0.94% | 0.86% | 1.07% | 0.96% | 1.03% |
| Portfolio components: | ||||||||||||
THC Tenet Healthcare 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% |
CYH Community Health Systems, 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% |
UHS Universal Health Services, Inc. | 0.39% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% | 0.25% |
HCA HCA Healthcare, Inc. | 0.74% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WELL Welltower Inc. | 1.88% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% | 5.71% |
SGRY Surgery Partners, 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% |
DVA DaVita 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% |
EHC Encompass Health Corporation | 0.60% | 0.90% | 1.34% | 1.37% | 1.08% | 1.26% | 1.34% | 1.58% | 1.81% | 2.67% | 1.61% | 0.86% |
ENSG The Ensign Group, Inc. | 0.16% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.97% | 0.57% | 0.60% |
SEM Select Medical Holdings Corporation | 1.28% | 2.13% | 2.01% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.84% | 2.78% | 2.58% |
BKD Brookdale Senior Living 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% |
NHC National HealthCare Corporation | 1.84% | 2.53% | 3.80% | 3.11% | 3.13% | 2.38% | 2.52% | 3.10% | 2.31% | 3.14% | 2.13% | 2.34% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Medical Facilities. 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 Medical Facilities was 53.27%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.
The current Medical Facilities drawdown is 5.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.27% | Feb 24, 2020 | 18 | Mar 18, 2020 | 164 | Nov 9, 2020 | 182 |
| -38.79% | Jul 22, 2021 | 317 | Oct 21, 2022 | 320 | Feb 1, 2024 | 637 |
| -26.16% | Oct 6, 2015 | 91 | Feb 16, 2016 | 567 | May 16, 2018 | 658 |
| -23.49% | Dec 4, 2018 | 14 | Dec 24, 2018 | 219 | Nov 6, 2019 | 233 |
| -12.76% | Sep 4, 2018 | 37 | Oct 24, 2018 | 26 | Nov 30, 2018 | 63 |
Volatility
Volatility Chart
The current Medical Facilities volatility is 8.39%, 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
| WELL | NHC | BKD | DVA | SGRY | ENSG | CYH | EHC | SEM | HCA | THC | UHS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WELL | 1.00 | 0.29 | 0.38 | 0.22 | 0.23 | 0.28 | 0.22 | 0.30 | 0.30 | 0.31 | 0.29 | 0.31 |
| NHC | 0.29 | 1.00 | 0.33 | 0.31 | 0.28 | 0.47 | 0.29 | 0.37 | 0.42 | 0.38 | 0.34 | 0.40 |
| BKD | 0.38 | 0.33 | 1.00 | 0.32 | 0.35 | 0.37 | 0.38 | 0.38 | 0.43 | 0.38 | 0.40 | 0.40 |
| DVA | 0.22 | 0.31 | 0.32 | 1.00 | 0.36 | 0.37 | 0.38 | 0.46 | 0.44 | 0.50 | 0.46 | 0.50 |
| SGRY | 0.23 | 0.28 | 0.35 | 0.36 | 1.00 | 0.38 | 0.46 | 0.43 | 0.49 | 0.49 | 0.56 | 0.46 |
| ENSG | 0.28 | 0.47 | 0.37 | 0.37 | 0.38 | 1.00 | 0.36 | 0.50 | 0.50 | 0.44 | 0.44 | 0.45 |
| CYH | 0.22 | 0.29 | 0.38 | 0.38 | 0.46 | 0.36 | 1.00 | 0.46 | 0.50 | 0.50 | 0.60 | 0.53 |
| EHC | 0.30 | 0.37 | 0.38 | 0.46 | 0.43 | 0.50 | 0.46 | 1.00 | 0.57 | 0.59 | 0.56 | 0.62 |
| SEM | 0.30 | 0.42 | 0.43 | 0.44 | 0.49 | 0.50 | 0.50 | 0.57 | 1.00 | 0.55 | 0.59 | 0.57 |
| HCA | 0.31 | 0.38 | 0.38 | 0.50 | 0.49 | 0.44 | 0.50 | 0.59 | 0.55 | 1.00 | 0.69 | 0.74 |
| THC | 0.29 | 0.34 | 0.40 | 0.46 | 0.56 | 0.44 | 0.60 | 0.56 | 0.59 | 0.69 | 1.00 | 0.67 |
| UHS | 0.31 | 0.40 | 0.40 | 0.50 | 0.46 | 0.45 | 0.53 | 0.62 | 0.57 | 0.74 | 0.67 | 1.00 |