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GLP Weigh Loss
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

GLP Weigh Loss

Last updated Nov 13, 2024

Glp 1 industry and related

Asset Allocation

NVO 15%LLY 15%AMGN 13%AZN 11%REGN 10%ALNY 10%TEVA 10%MCK 8%VKTX 7%HIMS 1%EquityEquity
PositionCategory/SectorWeight
ALNY
Alnylam Pharmaceuticals, Inc.		Healthcare
10%
AMGN
Amgen Inc.		Healthcare
13%
AZN
AstraZeneca PLC		Healthcare
11%
HIMS
Hims & Hers Health, Inc.		Consumer Defensive
1%
LLY
Eli Lilly and Company		Healthcare
15%
MCK
McKesson Corporation		Healthcare
8%
NVO
Novo Nordisk A/S		Healthcare
15%
REGN
Regeneron Pharmaceuticals, Inc.		Healthcare
10%
TEVA
Teva Pharmaceutical Industries Limited		Healthcare
10%
VKTX
Viking Therapeutics, Inc.		Healthcare
7%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GLP Weigh Loss , 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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.21%
14.05%
GLP Weigh Loss
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2019, corresponding to the inception date of HIMS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
GLP Weigh Loss 47.37%-7.13%2.07%62.51%34.03%N/A
Portfolio components:
NVO
Novo Nordisk A/S		4.63%-10.62%-20.20%9.11%32.41%19.52%
MCK
McKesson Corporation		33.88%21.28%12.25%36.77%34.18%12.56%
LLY
Eli Lilly and Company		41.16%-11.90%4.19%34.71%50.68%30.91%
AMGN
Amgen Inc.		6.04%-7.94%-5.01%14.00%9.40%9.62%
REGN
Regeneron Pharmaceuticals, Inc.		-6.52%-19.05%-16.07%3.44%19.02%7.60%
AZN
AstraZeneca PLC		-1.12%-16.53%-14.78%3.69%9.21%9.51%
ALNY
Alnylam Pharmaceuticals, Inc.		40.51%-5.07%82.46%58.22%24.02%11.58%
TEVA
Teva Pharmaceutical Industries Limited		63.89%-0.75%1.97%92.03%10.95%-10.63%
VKTX
Viking Therapeutics, Inc.		225.63%-7.90%-22.32%442.52%50.13%N/A
HIMS
Hims & Hers Health, Inc.		199.89%30.20%92.85%262.64%22.04%N/A

Monthly Returns

The table below presents the monthly returns of GLP Weigh Loss , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.35%20.24%4.85%-0.64%6.26%8.53%0.09%7.58%-6.87%-3.80%47.37%
20230.05%-2.43%9.45%5.34%-2.57%0.64%0.67%9.16%-1.39%-4.02%8.22%7.72%33.81%
2022-6.24%2.73%9.11%-4.44%2.33%-0.12%4.10%1.65%-3.40%13.39%5.48%11.92%40.43%
202110.80%-4.10%0.76%0.47%2.64%7.45%2.93%5.27%-4.79%1.61%-2.19%4.25%26.81%
2020-1.59%-0.05%-1.15%13.52%7.00%1.70%-1.22%-1.68%-1.24%-8.45%7.50%1.47%15.05%
2019-1.38%6.76%12.32%2.15%20.81%

Expense Ratio

GLP Weigh Loss 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GLP Weigh Loss is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of GLP Weigh Loss is 6868
Combined Rank
The Sharpe Ratio Rank of GLP Weigh Loss is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of GLP Weigh Loss is 7676Sortino Ratio Rank
The Omega Ratio Rank of GLP Weigh Loss is 7373Omega Ratio Rank
The Calmar Ratio Rank of GLP Weigh Loss is 8585Calmar Ratio Rank
The Martin Ratio Rank of GLP Weigh Loss is 5151Martin 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.

GLP Weigh Loss
Sharpe ratio
The chart of Sharpe ratio for GLP Weigh Loss , currently valued at 2.72, compared to the broader market0.002.004.006.002.72
Sortino ratio
The chart of Sortino ratio for GLP Weigh Loss , currently valued at 4.10, compared to the broader market-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for GLP Weigh Loss , currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for GLP Weigh Loss , currently valued at 4.97, compared to the broader market0.005.0010.0015.004.97
Martin ratio
The chart of Martin ratio for GLP Weigh Loss , currently valued at 15.91, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVO
Novo Nordisk A/S		0.230.561.070.250.71
MCK
McKesson Corporation		1.221.601.291.353.48
LLY
Eli Lilly and Company		1.291.901.261.986.53
AMGN
Amgen Inc.		0.611.031.140.822.01
REGN
Regeneron Pharmaceuticals, Inc.		0.130.311.040.090.31
AZN
AstraZeneca PLC		0.270.481.070.200.78
ALNY
Alnylam Pharmaceuticals, Inc.		1.342.661.341.634.38
TEVA
Teva Pharmaceutical Industries Limited		2.924.071.472.7924.10
VKTX
Viking Therapeutics, Inc.		3.444.871.628.6718.44
HIMS
Hims & Hers Health, Inc.		3.633.851.484.0915.58

Sharpe Ratio

The current GLP Weigh Loss Sharpe ratio is 2.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of GLP Weigh Loss with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
2.72
2.90
GLP Weigh Loss
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GLP Weigh Loss provided a 0.94% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.94%0.93%1.00%1.11%1.29%1.33%1.52%1.98%2.35%1.50%1.63%1.93%
Portfolio components:
NVO
Novo Nordisk A/S		1.35%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%1.72%
MCK
McKesson Corporation		0.42%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
LLY
Eli Lilly and Company		0.48%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
AMGN
Amgen Inc.		2.97%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
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%
AZN
AstraZeneca PLC		2.28%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
ALNY
Alnylam 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%
TEVA
Teva Pharmaceutical Industries Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.49%3.75%2.07%2.38%3.19%
VKTX
Viking 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%
HIMS
Hims & Hers 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%

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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.56%
-0.29%
GLP Weigh Loss
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GLP Weigh Loss . 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 GLP Weigh Loss was 21.83%, occurring on Mar 23, 2020. Recovery took 18 trading sessions.

The current GLP Weigh Loss drawdown is 12.56%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.83%Feb 13, 202027Mar 23, 202018Apr 17, 202045
-16.67%Jul 21, 202073Oct 30, 202052Jan 15, 2021125
-14.94%Apr 11, 202247Jun 16, 202233Aug 4, 202280
-13.76%Aug 16, 202229Sep 26, 202224Oct 28, 202253
-13.13%Sep 3, 202447Nov 6, 2024———

Volatility

Volatility Chart

The current GLP Weigh Loss volatility is 5.03%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.03%
3.86%
GLP Weigh Loss
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
HIMSMCKTEVAALNYVKTXAZNNVOLLYREGNAMGN
HIMS1.000.080.220.250.290.120.170.130.140.13
MCK0.081.000.260.130.160.240.230.310.300.36
TEVA0.220.261.000.250.310.240.200.200.230.26
ALNY0.250.130.251.000.360.220.210.220.340.26
VKTX0.290.160.310.361.000.210.250.240.240.24
AZN0.120.240.240.220.211.000.460.360.340.38
NVO0.170.230.200.210.250.461.000.470.340.29
LLY0.130.310.200.220.240.360.471.000.350.39
REGN0.140.300.230.340.240.340.340.351.000.48
AMGN0.130.360.260.260.240.380.290.390.481.00
The correlation results are calculated based on daily price changes starting from Sep 16, 2019