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Health Info Systems & Ai
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Health Info Systems & Ai

Currency in USD · Last updated May 30, 2025

Health Information Systems - add TEM, does not add to list, add SOLV does not add to list (10 positions)

Asset Allocation

HQY 14.29%VEEV 14.29%TDOC 14.29%DOCS 14.29%BTSGU 14.29%PRVA 14.29%WEAV 14.29%EquityEquity
PositionCategory/SectorTarget Weight
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit		Healthcare
14.29%
DOCS
Doximity, Inc.		Healthcare
14.29%
HQY
HealthEquity, Inc.		Healthcare
14.29%
PRVA
Privia Health Group, Inc.		Healthcare
14.29%
TDOC
Teladoc Health, Inc.		Healthcare
14.29%
VEEV
Veeva Systems Inc.		Healthcare
14.29%
WEAV
Weave Communications, Inc.		Technology
14.29%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 26, 2024, corresponding to the inception date of BTSGU

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
Health Info Systems & Ai2.14%5.77%-4.06%35.50%N/AN/A
Portfolio components:
HQY
HealthEquity, Inc.		5.24%16.85%-1.45%28.82%10.26%14.41%
VEEV
Veeva Systems Inc.		32.72%20.46%23.06%39.17%4.98%26.58%
TDOC
Teladoc Health, Inc.		-23.21%-4.77%-38.93%-37.40%-47.44%N/A
DOCS
Doximity, Inc.		-2.72%-10.06%-2.72%82.12%N/AN/A
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit		34.22%30.43%21.51%90.06%N/AN/A
PRVA
Privia Health Group, Inc.		15.35%-3.67%4.11%37.50%N/AN/A
WEAV
Weave Communications, Inc.		-39.89%-9.37%-31.69%8.50%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Health Info Systems & Ai, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202514.60%-3.19%-11.27%-2.26%6.16%2.14%
2024-3.69%-1.01%-1.10%-8.48%-3.20%0.67%3.89%5.00%8.72%1.37%18.30%-6.60%11.70%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Health Info Systems & Ai has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Health Info Systems & Ai is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Health Info Systems & Ai is 7272
Overall Rank
The Sharpe Ratio Rank of Health Info Systems & Ai is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Health Info Systems & Ai is 8181
Sortino Ratio Rank
The Omega Ratio Rank of Health Info Systems & Ai is 7676
Omega Ratio Rank
The Calmar Ratio Rank of Health Info Systems & Ai is 7272
Calmar Ratio Rank
The Martin Ratio Rank of Health Info Systems & Ai is 4747
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HQY
HealthEquity, Inc.		0.701.081.160.832.17
VEEV
Veeva Systems Inc.		1.041.791.221.374.41
TDOC
Teladoc Health, Inc.		-0.61-0.740.92-0.56-1.32
DOCS
Doximity, Inc.		1.082.651.342.225.08
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit		2.263.081.402.787.56
PRVA
Privia Health Group, Inc.		1.001.411.161.063.39
WEAV
Weave Communications, Inc.		0.170.571.080.170.40

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Health Info Systems & Ai Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.24
  • All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Health Info Systems & Ai compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Health Info Systems & Ai provided a 0.59% dividend yield over the last twelve months.

TTM2024
Portfolio0.59%0.39%
Portfolio components:
HQY
HealthEquity, Inc.		0.00%0.00%
VEEV
Veeva Systems Inc.		0.00%0.00%
TDOC
Teladoc Health, Inc.		0.00%0.00%
DOCS
Doximity, Inc.		0.00%0.00%
BTSGU
BrightSpring Health Services Inc. Tangible Equity Unit		4.13%2.70%
PRVA
Privia Health Group, Inc.		0.00%0.00%
WEAV
Weave Communications, Inc.		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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Health Info Systems & Ai. 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 Health Info Systems & Ai was 31.76%, occurring on Apr 21, 2025. The portfolio has not yet recovered.

The current Health Info Systems & Ai drawdown is 20.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.76%Feb 18, 202544Apr 21, 2025———
-22.83%Feb 13, 2024122Aug 7, 202449Oct 16, 2024171
-7.55%Nov 12, 20244Nov 15, 202442Jan 21, 202546
-4.27%Jan 30, 20245Feb 5, 20244Feb 9, 20249
-4.25%Oct 21, 20244Oct 24, 20249Nov 6, 202413
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCBTSGUHQYPRVAWEAVVEEVTDOCDOCSPortfolio
^GSPC1.000.270.410.320.450.520.430.490.59
BTSGU0.271.000.220.230.160.240.320.230.47
HQY0.410.221.000.190.310.280.270.310.51
PRVA0.320.230.191.000.270.260.390.290.56
WEAV0.450.160.310.271.000.290.330.440.61
VEEV0.520.240.280.260.291.000.420.440.62
TDOC0.430.320.270.390.330.421.000.380.71
DOCS0.490.230.310.290.440.440.381.000.70
Portfolio0.590.470.510.560.610.620.710.701.00
The correlation results are calculated based on daily price changes starting from Jan 29, 2024
Go to the full Correlations tool for more customization options