Health Equity
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| Health Equity | 0.03% | 9.56% | 11.37% | 12.29% | 7.39% | 9.43% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VTPSX | VVIAX | VIGIX | VSMAX | VEMPX | VIIIX | VIMAX | |
|---|---|---|---|---|---|---|---|
| VTPSX | 1.00 | 0.79 | 0.77 | 0.77 | 0.77 | 0.82 | 0.81 |
| VVIAX | 0.79 | 1.00 | 0.78 | 0.87 | 0.83 | 0.92 | 0.90 |
| VIGIX | 0.77 | 0.78 | 1.00 | 0.84 | 0.87 | 0.95 | 0.90 |
| VSMAX | 0.77 | 0.87 | 0.84 | 1.00 | 0.99 | 0.89 | 0.96 |
| VEMPX | 0.77 | 0.83 | 0.87 | 0.99 | 1.00 | 0.89 | 0.96 |
| VIIIX | 0.82 | 0.92 | 0.95 | 0.89 | 0.89 | 1.00 | 0.94 |
| VIMAX | 0.81 | 0.90 | 0.90 | 0.96 | 0.96 | 0.94 | 1.00 |
Dividend yield
Health Equity granted a 2.18% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Health Equity | 2.18% | 2.03% | 2.08% | 1.84% | 2.11% | 2.36% | 1.95% | 2.25% | 2.31% | 2.23% | 1.99% | 2.59% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -26.9% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -23.53% | May 2, 2011 | 108 | Oct 3, 2011 | 113 | Mar 15, 2012 | 221 |
| -20.38% | Sep 21, 2018 | 65 | Dec 24, 2018 | 85 | Apr 29, 2019 | 150 |
| -18.75% | Jun 24, 2015 | 161 | Feb 11, 2016 | 117 | Jul 29, 2016 | 278 |
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.