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Health Equity

Last updated Sep 21, 2023

Asset Allocation


VEMPX 14.29%VIIIX 14.29%VSMAX 14.29%VIGIX 14.29%VTPSX 14.29%VVIAX 14.29%VIMAX 14.29%EquityEquity
PositionCategory/SectorWeight
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
Mid Cap Blend Equities14.29%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
Large Cap Blend Equities14.29%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities14.29%
VIGIX
Vanguard Growth Index Fund Institutional Shares
Large Cap Growth Equities14.29%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
Foreign Large Cap Equities14.29%
VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities14.29%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Mid Cap Blend Equities14.29%

Performance

The chart shows the growth of an initial investment of $10,000 in Health Equity, 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%AprilMayJuneJulyAugustSeptember
9.48%
11.48%
Health Equity
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Health Equity returned 11.37% Year-To-Date and 9.43% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
Health Equity0.03%9.56%11.37%12.29%7.39%9.43%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
-0.51%9.54%10.46%7.78%4.70%8.11%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
0.20%12.70%16.03%16.07%10.40%12.03%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-1.24%7.38%6.01%6.29%4.83%8.18%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.16%17.29%31.24%21.16%12.66%13.73%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
1.32%4.61%7.90%15.49%3.16%3.82%
VVIAX
Vanguard Value Index Fund Admiral Shares
0.50%8.31%3.05%10.63%7.58%9.95%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
-0.22%7.05%5.86%7.14%6.82%9.23%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VTPSXVVIAXVIGIXVSMAXVEMPXVIIIXVIMAX
VTPSX1.000.790.770.770.770.820.81
VVIAX0.791.000.780.870.830.920.90
VIGIX0.770.781.000.840.870.950.90
VSMAX0.770.870.841.000.990.890.96
VEMPX0.770.830.870.991.000.890.96
VIIIX0.820.920.950.890.891.000.94
VIMAX0.810.900.900.960.960.941.00

Sharpe Ratio

The current Health Equity Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.60

The Sharpe ratio of Health Equity is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.60
0.74
Health Equity
Benchmark (^GSPC)
Portfolio components

Dividend yield

Health Equity granted a 2.18% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Health Equity2.18%2.03%2.08%1.84%2.11%2.36%1.95%2.25%2.31%2.23%1.99%2.59%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
1.43%1.18%1.17%1.12%1.38%1.78%1.37%1.59%1.53%1.52%1.33%1.93%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.81%3.43%5.00%3.38%3.26%2.88%2.21%2.92%3.10%2.45%1.98%2.92%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
2.04%1.55%1.27%1.19%1.47%1.78%1.47%1.65%1.65%1.63%1.51%2.17%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.75%0.71%0.49%0.68%0.98%1.37%1.21%1.48%1.42%1.33%1.33%1.71%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.03%3.14%3.24%2.31%3.41%3.67%3.27%3.61%3.62%4.42%3.64%4.14%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.19%2.55%2.23%2.72%2.75%3.08%2.67%2.91%3.18%2.78%2.83%3.59%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.99%1.61%1.14%1.50%1.56%1.95%1.47%1.60%1.65%1.47%1.36%1.65%

Expense Ratio

The Health Equity has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.02%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
0.27
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
0.85
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.21
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.88
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
0.90
VVIAX
Vanguard Value Index Fund Admiral Shares
0.62
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
0.28

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-11.58%
-8.22%
Health Equity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Health Equity. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Health Equity is 36.75%, recorded on Mar 23, 2020. It took 109 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.75%Feb 20, 202023Mar 23, 2020109Aug 26, 2020132
-26.9%Nov 9, 2021235Oct 14, 2022
-23.53%May 2, 2011108Oct 3, 2011113Mar 15, 2012221
-20.38%Sep 21, 201865Dec 24, 201885Apr 29, 2019150
-18.75%Jun 24, 2015161Feb 11, 2016117Jul 29, 2016278

Volatility Chart

The current Health Equity volatility is 3.47%, 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%AprilMayJuneJulyAugustSeptember
3.47%
3.47%
Health Equity
Benchmark (^GSPC)
Portfolio components