OO wts sixteen
2016 oo wts going forward
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ATRI Atrion Corporation | Healthcare | 21.10% |
EBS Emergent BioSolutions Inc. | Healthcare | 14.20% |
ENSG The Ensign Group, Inc. | Healthcare | 9.20% |
HCSG Healthcare Services Group, Inc. | Healthcare | 8.20% |
HSTM HealthStream, Inc. | Healthcare | 11.30% |
LMAT LeMaitre Vascular, Inc. | Healthcare | 3.70% |
NEOG Neogen Corporation | Healthcare | 9.10% |
SLP Simulations Plus, Inc. | Healthcare | 9.20% |
UTMD Utah Medical Products, Inc. | Healthcare | 9.10% |
ZYXI Zynex Inc | Healthcare | 4.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OO wts sixteen, 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 Nov 9, 2007, corresponding to the inception date of ENSG
Returns By Period
As of Oct 16, 2024, the OO wts sixteen returned 34.48% Year-To-Date and 13.43% 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 | 21.92% | 3.36% | 15.12% | 32.96% | 14.22% | 11.94% |
| OO wts sixteen | 34.48% | 0.71% | 40.83% | 45.90% | -0.32% | 13.43% |
| Portfolio components: | ||||||
ZYXI Zynex Inc | -27.00% | -2.45% | -34.57% | -2.09% | -3.70% | 56.19% |
ENSG The Ensign Group, Inc. | 33.08% | -2.32% | 26.84% | 55.21% | 30.02% | 25.58% |
SLP Simulations Plus, Inc. | -29.30% | -3.08% | -30.36% | -22.37% | -1.62% | 19.63% |
HSTM HealthStream, Inc. | 7.28% | 0.45% | 17.42% | 29.70% | 1.91% | 2.26% |
EBS Emergent BioSolutions Inc. | 282.92% | 16.77% | 371.28% | 272.06% | -29.95% | -7.49% |
UTMD Utah Medical Products, Inc. | -19.93% | -1.74% | -1.43% | -19.77% | -5.36% | 4.42% |
HCSG Healthcare Services Group, Inc. | 3.57% | -3.59% | -7.41% | 5.71% | -13.18% | -6.74% |
LMAT LeMaitre Vascular, Inc. | 61.78% | 1.73% | 42.87% | 92.10% | 22.66% | 30.97% |
ATRI Atrion Corporation | 22.64% | 0.00% | 12.96% | 14.85% | -9.30% | 5.11% |
NEOG Neogen Corporation | -26.75% | -8.68% | 21.13% | -4.29% | -15.09% | -0.38% |
Monthly Returns
The table below presents the monthly returns of OO wts sixteen, 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 | -10.75% | 18.69% | -0.50% | -9.79% | 28.10% | 6.88% | 14.68% | -8.88% | -1.25% | 34.48% | |||
| 2023 | 11.17% | -7.59% | 3.52% | -3.54% | -6.24% | 4.94% | -0.80% | -11.90% | -9.43% | -11.39% | 2.82% | 11.86% | -18.58% |
| 2022 | -7.96% | -1.87% | 3.00% | -10.38% | 2.76% | -0.37% | 7.54% | -8.45% | -10.13% | 4.85% | -1.10% | -3.99% | -24.82% |
| 2021 | 9.37% | -4.74% | 1.01% | -3.47% | -1.90% | 3.33% | -2.34% | 1.33% | -5.76% | 1.15% | -3.61% | 1.36% | -5.10% |
| 2020 | 0.19% | -1.89% | -1.46% | 6.13% | 9.77% | 1.99% | 6.82% | -0.74% | 0.54% | -6.10% | 2.77% | 8.59% | 28.56% |
| 2019 | 6.68% | 3.94% | -0.40% | 1.57% | -2.41% | 8.56% | 1.07% | -3.24% | 2.61% | 3.90% | -2.36% | -2.21% | 18.31% |
| 2018 | 3.43% | -0.34% | 3.39% | -0.88% | 6.89% | 3.69% | 1.48% | 5.75% | -0.61% | -6.39% | 10.00% | -9.40% | 16.50% |
| 2017 | -4.77% | 0.68% | 0.80% | 4.92% | 5.55% | 9.83% | 3.68% | 4.29% | 9.85% | 3.38% | 2.19% | -0.34% | 46.97% |
| 2016 | -3.31% | -3.70% | 4.38% | 1.02% | 0.11% | -1.69% | 4.03% | 0.28% | 2.97% | -4.69% | 9.44% | 5.32% | 14.02% |
| 2015 | -1.91% | 1.11% | -0.40% | 1.37% | 5.85% | 4.98% | 2.13% | -4.04% | -2.13% | 4.70% | 9.45% | 4.26% | 27.52% |
| 2014 | -3.76% | 2.34% | 5.75% | -4.97% | -0.36% | 5.07% | -2.74% | 6.15% | -5.78% | 9.10% | 1.75% | 5.63% | 18.21% |
| 2013 | 2.39% | -2.64% | 3.70% | -0.10% | 5.55% | 0.94% | 10.36% | -1.95% | 8.15% | 2.71% | 5.93% | 1.18% | 41.76% |
Expense Ratio
OO wts sixteen 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 rank of OO wts sixteen is 8, indicating that it is in the bottom 8% 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 | |
|---|---|---|---|---|---|
ZYXI Zynex Inc | -0.01 | 0.33 | 1.04 | -0.00 | -0.01 |
ENSG The Ensign Group, Inc. | 2.72 | 3.74 | 1.45 | 7.17 | 16.78 |
SLP Simulations Plus, Inc. | -0.47 | -0.43 | 0.94 | -0.33 | -1.21 |
HSTM HealthStream, Inc. | 1.13 | 2.21 | 1.25 | 0.71 | 6.24 |
EBS Emergent BioSolutions Inc. | 1.62 | 3.05 | 1.39 | 2.68 | 9.53 |
UTMD Utah Medical Products, Inc. | -0.79 | -1.09 | 0.88 | -0.42 | -1.10 |
HCSG Healthcare Services Group, Inc. | 0.16 | 0.62 | 1.08 | 0.08 | 0.57 |
LMAT LeMaitre Vascular, Inc. | 2.87 | 3.82 | 1.49 | 2.91 | 22.42 |
ATRI Atrion Corporation | 0.36 | 0.80 | 1.12 | 0.26 | 1.41 |
NEOG Neogen Corporation | -0.11 | 0.16 | 1.02 | -0.06 | -0.21 |
Dividends
Dividend yield
OO wts sixteen granted a 0.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OO wts sixteen | 0.62% | 0.76% | 1.15% | 0.97% | 0.66% | 0.67% | 1.20% | 0.59% | 1.52% | 0.81% | 5.35% | 0.81% |
| Portfolio components: | ||||||||||||
ZYXI Zynex Inc | 0.00% | 0.00% | 0.65% | 0.00% | 0.00% | 0.00% | 2.36% | 0.00% | 0.00% | 0.00% | 90.91% | 0.00% |
ENSG The Ensign Group, Inc. | 0.16% | 0.21% | 0.24% | 0.25% | 0.28% | 0.37% | 0.42% | 0.70% | 0.66% | 0.90% | 0.51% | 0.54% |
SLP Simulations Plus, Inc. | 0.76% | 0.54% | 0.66% | 0.51% | 0.33% | 0.83% | 1.21% | 1.30% | 2.07% | 2.02% | 2.99% | 1.98% |
HSTM HealthStream, Inc. | 0.38% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 4.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EBS Emergent BioSolutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.65% | 0.00% | 0.00% | 0.00% |
UTMD Utah Medical Products, Inc. | 1.80% | 1.41% | 1.16% | 2.84% | 1.31% | 1.01% | 1.28% | 1.28% | 1.41% | 1.72% | 1.64% | 1.69% |
HCSG Healthcare Services Group, Inc. | 0.00% | 0.00% | 7.10% | 4.68% | 2.89% | 3.26% | 1.92% | 1.43% | 1.87% | 2.04% | 2.24% | 2.37% |
LMAT LeMaitre Vascular, Inc. | 0.68% | 0.99% | 1.09% | 0.88% | 0.94% | 0.95% | 1.18% | 0.69% | 0.71% | 0.93% | 1.83% | 1.50% |
ATRI Atrion Corporation | 1.44% | 2.30% | 1.47% | 1.05% | 1.03% | 0.77% | 0.69% | 0.71% | 0.77% | 0.87% | 0.82% | 0.81% |
NEOG Neogen 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% |
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 OO wts sixteen. 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 OO wts sixteen was 58.48%, occurring on Oct 26, 2023. The portfolio has not yet recovered.
The current OO wts sixteen drawdown is 34.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.48% | Feb 9, 2021 | 684 | Oct 26, 2023 | — | — | — |
| -25.08% | Aug 29, 2008 | 131 | Mar 9, 2009 | 65 | Jun 10, 2009 | 196 |
| -23.08% | Feb 24, 2020 | 16 | Mar 16, 2020 | 44 | May 18, 2020 | 60 |
| -16.29% | Nov 29, 2018 | 17 | Dec 24, 2018 | 32 | Feb 11, 2019 | 49 |
| -16.26% | Jan 15, 2008 | 43 | Mar 17, 2008 | 91 | Jul 25, 2008 | 134 |
Volatility
Volatility Chart
The current OO wts sixteen volatility is 6.38%, 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
| ZYXI | SLP | UTMD | LMAT | ATRI | HSTM | EBS | ENSG | HCSG | NEOG | |
|---|---|---|---|---|---|---|---|---|---|---|
| ZYXI | 1.00 | 0.10 | 0.06 | 0.08 | 0.05 | 0.08 | 0.09 | 0.11 | 0.11 | 0.09 |
| SLP | 0.10 | 1.00 | 0.12 | 0.19 | 0.13 | 0.16 | 0.19 | 0.19 | 0.18 | 0.20 |
| UTMD | 0.06 | 0.12 | 1.00 | 0.16 | 0.20 | 0.19 | 0.20 | 0.21 | 0.22 | 0.26 |
| LMAT | 0.08 | 0.19 | 0.16 | 1.00 | 0.17 | 0.19 | 0.19 | 0.25 | 0.19 | 0.25 |
| ATRI | 0.05 | 0.13 | 0.20 | 0.17 | 1.00 | 0.21 | 0.23 | 0.27 | 0.28 | 0.33 |
| HSTM | 0.08 | 0.16 | 0.19 | 0.19 | 0.21 | 1.00 | 0.26 | 0.29 | 0.30 | 0.31 |
| EBS | 0.09 | 0.19 | 0.20 | 0.19 | 0.23 | 0.26 | 1.00 | 0.29 | 0.31 | 0.35 |
| ENSG | 0.11 | 0.19 | 0.21 | 0.25 | 0.27 | 0.29 | 0.29 | 1.00 | 0.38 | 0.39 |
| HCSG | 0.11 | 0.18 | 0.22 | 0.19 | 0.28 | 0.30 | 0.31 | 0.38 | 1.00 | 0.42 |
| NEOG | 0.09 | 0.20 | 0.26 | 0.25 | 0.33 | 0.31 | 0.35 | 0.39 | 0.42 | 1.00 |