Glp
Glp
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ALNY Alnylam Pharmaceuticals, Inc. | Healthcare | 10% |
AMGN Amgen Inc. | Healthcare | 13% |
AZN AstraZeneca PLC | Healthcare | 11% |
LLY Eli Lilly and Company | Healthcare | 19% |
MCK McKesson Corporation | Healthcare | 8% |
NVO Novo Nordisk A/S | Healthcare | 19% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 10% |
TEVA Teva Pharmaceutical Industries Limited | Healthcare | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glp, 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 May 28, 2004, corresponding to the inception date of ALNY
Returns By Period
As of Sep 20, 2024, the Glp returned 38.83% Year-To-Date and 17.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Glp | 38.83% | -2.72% | 22.04% | 45.17% | 33.51% | 17.76% |
| Portfolio components: | ||||||
NVO Novo Nordisk A/S | 31.55% | -0.68% | 4.82% | 43.65% | 38.85% | 18.91% |
MCK McKesson Corporation | 10.15% | -7.24% | -4.65% | 16.10% | 29.24% | 10.98% |
LLY Eli Lilly and Company | 57.74% | -3.68% | 19.17% | 61.71% | 53.35% | 32.70% |
AMGN Amgen Inc. | 19.21% | 2.25% | 23.02% | 27.48% | 14.73% | 12.11% |
REGN Regeneron Pharmaceuticals, Inc. | 30.96% | -3.53% | 18.82% | 38.31% | 31.29% | 12.35% |
AZN AstraZeneca PLC | 19.68% | -7.32% | 19.93% | 18.61% | 14.57% | 11.34% |
ALNY Alnylam Pharmaceuticals, Inc. | 44.37% | -1.58% | 88.47% | 57.44% | 26.22% | 13.60% |
TEVA Teva Pharmaceutical Industries Limited | 70.11% | -2.79% | 29.16% | 65.98% | 19.02% | -9.23% |
Monthly Returns
The table below presents the monthly returns of Glp, 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 | 7.22% | 2.87% | 4.12% | -0.24% | 7.69% | 9.51% | -1.24% | 7.95% | 38.83% | ||||
| 2023 | 0.10% | -4.88% | 5.97% | 4.09% | -2.36% | 3.34% | 1.33% | 11.03% | -0.43% | -2.80% | 6.61% | 3.74% | 27.63% |
| 2022 | -5.51% | 3.43% | 10.21% | -2.60% | 2.88% | -1.60% | 3.69% | 0.45% | -2.13% | 10.88% | 6.13% | 0.86% | 28.49% |
| 2021 | 9.39% | -3.21% | 0.48% | 0.75% | 4.47% | 7.67% | 3.68% | 5.23% | -4.98% | 3.08% | -1.69% | 5.64% | 33.81% |
| 2020 | 0.38% | -0.31% | 0.32% | 12.59% | 5.37% | 1.86% | -1.40% | -1.48% | -0.28% | -8.87% | 7.14% | 2.89% | 18.04% |
| 2019 | 7.24% | 2.11% | 0.73% | -6.77% | -9.61% | 5.89% | -1.45% | 3.42% | -2.02% | 7.53% | 11.62% | 2.09% | 20.44% |
| 2018 | 2.41% | -6.37% | -1.87% | -1.21% | 3.95% | 1.81% | 6.32% | 5.05% | -3.21% | -6.12% | 6.53% | -6.60% | -0.66% |
| 2017 | 1.56% | 8.76% | -1.07% | 1.44% | 6.79% | 7.06% | -1.29% | -2.58% | 7.48% | -4.39% | 2.49% | 3.76% | 33.17% |
| 2016 | -10.28% | -8.23% | 1.52% | 4.39% | 2.11% | -4.09% | 10.67% | -6.10% | -3.03% | -16.49% | -1.25% | 1.81% | -27.70% |
| 2015 | 1.27% | 2.94% | 5.16% | 0.15% | 6.32% | -1.85% | 7.33% | -8.26% | -5.79% | 3.96% | 4.93% | 1.08% | 17.19% |
| 2014 | 9.12% | 9.99% | -3.71% | -2.92% | 1.74% | 3.10% | 0.58% | 6.61% | 2.23% | 5.40% | 3.24% | -2.57% | 36.76% |
| 2013 | 8.54% | -0.33% | 3.40% | 3.50% | 1.94% | -3.45% | 12.93% | -0.39% | 7.34% | -0.07% | 4.86% | 0.78% | 45.32% |
Expense Ratio
Glp 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 Glp is 91, placing it in the top 9% 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 | |
|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 1.48 | 2.18 | 1.27 | 2.42 | 8.18 |
MCK McKesson Corporation | 0.80 | 1.01 | 1.19 | 0.91 | 3.28 |
LLY Eli Lilly and Company | 1.99 | 2.74 | 1.36 | 3.21 | 11.82 |
AMGN Amgen Inc. | 1.27 | 1.99 | 1.26 | 1.68 | 4.04 |
REGN Regeneron Pharmaceuticals, Inc. | 2.13 | 3.10 | 1.36 | 3.38 | 10.44 |
AZN AstraZeneca PLC | 1.06 | 1.51 | 1.20 | 1.10 | 4.44 |
ALNY Alnylam Pharmaceuticals, Inc. | 1.15 | 2.39 | 1.30 | 1.41 | 3.74 |
TEVA Teva Pharmaceutical Industries Limited | 2.09 | 3.05 | 1.35 | 0.83 | 9.21 |
Dividends
Dividend yield
Glp granted a 0.84% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Glp | 0.84% | 0.94% | 1.03% | 0.96% | 1.08% | 1.09% | 1.22% | 1.76% | 1.87% | 1.40% | 1.45% | 1.83% |
| Portfolio components: | ||||||||||||
NVO Novo Nordisk A/S | 0.76% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK McKesson Corporation | 0.51% | 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 | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AMGN Amgen Inc. | 2.64% | 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 | 1.88% | 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% | 2.08% | 2.37% | 3.19% |
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 Glp. 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 was 34.98%, occurring on Nov 3, 2016. Recovery took 763 trading sessions.
The current Glp drawdown is 3.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.98% | Aug 6, 2015 | 316 | Nov 3, 2016 | 763 | Nov 15, 2019 | 1079 |
| -34.93% | Aug 7, 2008 | 147 | Mar 9, 2009 | 261 | Mar 22, 2010 | 408 |
| -20.67% | Feb 13, 2020 | 27 | Mar 23, 2020 | 18 | Apr 17, 2020 | 45 |
| -20% | Jun 1, 2011 | 50 | Aug 10, 2011 | 105 | Jan 10, 2012 | 155 |
| -18.93% | Jun 9, 2004 | 96 | Oct 25, 2004 | 164 | Jun 20, 2005 | 260 |
Volatility
Volatility Chart
The current Glp volatility is 4.55%, 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
| TEVA | ALNY | NVO | MCK | AZN | REGN | LLY | AMGN | |
|---|---|---|---|---|---|---|---|---|
| TEVA | 1.00 | 0.26 | 0.24 | 0.31 | 0.27 | 0.24 | 0.27 | 0.30 |
| ALNY | 0.26 | 1.00 | 0.24 | 0.24 | 0.27 | 0.40 | 0.29 | 0.36 |
| NVO | 0.24 | 0.24 | 1.00 | 0.28 | 0.41 | 0.27 | 0.35 | 0.30 |
| MCK | 0.31 | 0.24 | 0.28 | 1.00 | 0.31 | 0.32 | 0.38 | 0.37 |
| AZN | 0.27 | 0.27 | 0.41 | 0.31 | 1.00 | 0.31 | 0.41 | 0.37 |
| REGN | 0.24 | 0.40 | 0.27 | 0.32 | 0.31 | 1.00 | 0.37 | 0.47 |
| LLY | 0.27 | 0.29 | 0.35 | 0.38 | 0.41 | 0.37 | 1.00 | 0.43 |
| AMGN | 0.30 | 0.36 | 0.30 | 0.37 | 0.37 | 0.47 | 0.43 | 1.00 |