Medical Facilities

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Medical Facilities

Currency in USD · Last updated May 27, 2025

add PACS group. wont accept entry

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Oct 1, 2015, corresponding to the inception date of SGRY

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Medical Facilities	11.97%	9.28%	0.37%	14.94%	24.68%	N/A
Portfolio components:
THC Tenet Healthcare Corporation	29.11%	33.48%	13.72%	24.29%	48.09%	12.01%
CYH Community Health Systems, Inc.	22.74%	37.45%	-0.81%	2.51%	2.78%	-22.16%
UHS Universal Health Services, Inc.	3.90%	8.46%	-6.33%	6.01%	12.84%	4.36%
HCA HCA Healthcare, Inc.	25.75%	14.84%	16.16%	19.11%	29.73%	17.23%
WELL Welltower Inc.	19.44%	1.97%	10.89%	50.83%	29.30%	12.15%
SGRY Surgery Partners, Inc.	7.70%	6.15%	-2.52%	-10.20%	10.18%	N/A
DVA DaVita Inc.	-7.60%	-0.98%	-17.25%	-0.25%	12.46%	5.14%
EHC Encompass Health Corporation	29.20%	4.88%	16.98%	41.72%	16.78%	15.18%
ENSG The Ensign Group, Inc.	8.85%	14.69%	-0.35%	20.52%	27.63%	21.45%
SEM Select Medical Holdings Corporation	-23.07%	-16.71%	-30.46%	-17.70%	12.80%	5.66%
BKD Brookdale Senior Living Inc.	27.44%	1.75%	15.29%	-5.04%	14.13%	-16.14%
NHC National HealthCare Corporation	-4.24%	8.19%	-18.49%	2.30%	12.83%	8.27%

*Annualized

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
2025	7.08%	-3.61%	1.88%	1.44%	4.98%								11.97%
2024	4.28%	4.14%	7.76%	-3.08%	10.85%	-2.81%	17.30%	4.03%	1.09%	-7.94%	-0.41%	-10.72%	23.38%
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%	5.24%	-11.09%	-5.78%	-14.47%	12.11%	-9.23%	-9.42%	9.79%	4.71%	2.71%	-18.13%
2021	5.11%	5.32%	11.65%	3.22%	7.60%	3.15%	1.12%	-2.44%	-7.21%	-1.65%	-5.65%	10.10%	32.41%
2020	3.01%	-2.99%	-29.28%	15.12%	4.33%	-9.63%	20.04%	7.33%	-3.91%	5.17%	22.78%	6.92%	31.09%
2019	16.12%	4.04%	-5.65%	-3.26%	-6.43%	8.53%	2.92%	-3.86%	4.95%	2.52%	13.07%	5.15%	41.76%
2018	10.15%	-3.20%	0.50%	0.29%	11.65%	0.19%	6.78%	5.07%	-3.66%	-6.49%	11.53%	-20.08%	8.31%
2017	5.09%	11.53%	-4.41%	-1.90%	1.29%	8.28%	-7.02%	-5.02%	0.51%	-5.32%	1.52%	2.15%	5.06%
2016	-7.75%	-5.74%	10.54%	7.42%	-5.29%	-0.05%	4.78%	-6.82%	2.97%	-11.82%	-2.60%	2.80%	-13.26%
2015										-5.34%	4.00%	-3.25%	-4.76%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Medical Facilities has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Medical Facilities is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
THC Tenet Healthcare Corporation	0.61	1.12	1.14	0.73	1.65
CYH Community Health Systems, Inc.	0.05	0.50	1.06	0.01	0.03
UHS Universal Health Services, Inc.	0.17	0.39	1.05	0.11	0.21
HCA HCA Healthcare, Inc.	0.72	0.98	1.14	0.64	1.16
WELL Welltower Inc.	2.47	3.11	1.40	3.89	11.44
SGRY Surgery Partners, Inc.	-0.13	0.07	1.01	-0.14	-0.42
DVA DaVita Inc.	0.14	0.19	1.03	-0.01	-0.03
EHC Encompass Health Corporation	1.63	2.31	1.32	3.27	9.25
ENSG The Ensign Group, Inc.	0.85	1.21	1.16	0.91	1.98
SEM Select Medical Holdings Corporation	-0.43	-0.42	0.94	-0.61	-1.38
BKD Brookdale Senior Living Inc.	-0.09	0.06	1.01	-0.08	-0.29
NHC National HealthCare Corporation	0.18	0.51	1.06	0.19	0.34

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Medical Facilities Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 0.70
5-Year: 0.85
All Time: 0.44

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Medical Facilities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Medical Facilities provided a 0.66% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.66%	0.64%	0.82%	1.05%	0.88%	0.80%	0.84%	0.93%	0.97%	0.90%	1.12%	1.00%
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.	0.43%	0.45%	0.52%	0.57%	0.62%	0.15%	0.42%	0.34%	0.35%	0.38%	0.33%	0.27%
HCA HCA Healthcare, Inc.	0.72%	0.88%	0.89%	0.93%	0.75%	0.47%	1.08%	1.12%	0.00%	0.00%	0.00%	0.00%
WELL Welltower Inc.	1.80%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%	4.20%
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	0.56%	0.51%	0.90%	1.34%	1.72%	1.35%	1.59%	1.69%	1.98%	2.28%	3.36%	2.03%
ENSG The Ensign Group, Inc.	0.17%	0.18%	0.21%	0.24%	0.25%	0.28%	0.40%	0.47%	0.78%	0.73%	0.97%	0.57%
SEM Select Medical Holdings Corporation	1.81%	1.43%	2.13%	2.01%	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.84%	2.78%
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	2.38%	2.25%	2.53%	3.80%	3.11%	3.13%	2.38%	2.52%	3.10%	2.31%	3.14%	2.13%

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.

Loading data...

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 53.26%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current Medical Facilities drawdown is 9.35%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-53.26%	Feb 24, 2020	18	Mar 18, 2020	164	Nov 9, 2020	182
-37.58%	Jul 22, 2021	317	Oct 21, 2022	306	Jan 11, 2024	623
-26.14%	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
-23.13%	Sep 25, 2024	142	Apr 21, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	WELL	NHC	BKD	DVA	SGRY	ENSG	CYH	EHC	SEM	HCA	UHS	THC	Portfolio
^GSPC	1.00	0.36	0.38	0.38	0.43	0.43	0.45	0.36	0.45	0.49	0.49	0.46	0.47	0.57
WELL	0.36	1.00	0.29	0.38	0.23	0.23	0.29	0.22	0.31	0.30	0.32	0.32	0.30	0.43
NHC	0.38	0.29	1.00	0.33	0.32	0.29	0.48	0.29	0.38	0.41	0.38	0.40	0.34	0.52
BKD	0.38	0.38	0.33	1.00	0.32	0.35	0.37	0.38	0.38	0.43	0.38	0.40	0.40	0.61
DVA	0.43	0.23	0.32	0.32	1.00	0.35	0.37	0.37	0.46	0.44	0.49	0.51	0.46	0.59
SGRY	0.43	0.23	0.29	0.35	0.35	1.00	0.39	0.46	0.43	0.49	0.49	0.46	0.56	0.69
ENSG	0.45	0.29	0.48	0.37	0.37	0.39	1.00	0.36	0.51	0.50	0.46	0.46	0.45	0.63
CYH	0.36	0.22	0.29	0.38	0.37	0.46	0.36	1.00	0.46	0.49	0.50	0.53	0.60	0.74
EHC	0.45	0.31	0.38	0.38	0.46	0.43	0.51	0.46	1.00	0.58	0.59	0.62	0.57	0.71
SEM	0.49	0.30	0.41	0.43	0.44	0.49	0.50	0.49	0.58	1.00	0.55	0.57	0.59	0.75
HCA	0.49	0.32	0.38	0.38	0.49	0.49	0.46	0.50	0.59	0.55	1.00	0.74	0.69	0.75
UHS	0.46	0.32	0.40	0.40	0.51	0.46	0.46	0.53	0.62	0.57	0.74	1.00	0.67	0.76
THC	0.47	0.30	0.34	0.40	0.46	0.56	0.45	0.60	0.57	0.59	0.69	0.67	1.00	0.81
Portfolio	0.57	0.43	0.52	0.61	0.59	0.69	0.63	0.74	0.71	0.75	0.75	0.76	0.81	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2015

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Medical Facilities

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community