Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Health Care 7-24-2026
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Health Care 7-24-2026, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Health Care 7-24-2026 | -1.41% | 0.35% | 12.80% | 13.80% | 53.12% | 21.35% | — | — | 23.07% |
| Portfolio components: | |||||||||
A Agilent Technologies, Inc. | -0.25% | 3.73% | 3.81% | 2.30% | 21.49% | 4.95% | -1.32% | 12.24% | 6.06% |
ABBV AbbVie Inc. | -2.51% | 0.66% | 14.27% | 12.42% | 36.88% | 23.28% | 20.99% | 18.94% | 20.35% |
ABEO Abeona Therapeutics Inc. | -0.77% | 6.12% | 26.13% | 21.82% | 0.78% | 24.71% | -26.78% | -21.74% | -23.32% |
ABT Abbott Laboratories | 0.09% | 15.48% | -1.99% | -14.07% | -14.30% | 0.59% | -0.75% | 10.97% | 12.78% |
ABUS Arbutus Biopharma Corporation | -1.59% | -8.25% | 5.08% | -9.77% | 32.32% | 25.80% | 10.04% | 0.57% | -7.94% |
ACAD ACADIA Pharmaceuticals Inc. | -2.56% | 2.66% | 2.94% | -3.14% | 8.56% | -3.67% | 3.64% | -3.41% | 5.78% |
ACHC Acadia Healthcare Company, Inc. | 5.26% | -5.22% | 120.39% | 108.74% | 36.06% | -27.73% | -13.66% | -5.36% | 0.68% |
ACRS Aclaris Therapeutics, Inc. | -2.26% | -2.62% | 48.15% | 72.76% | 239.87% | -19.07% | -19.02% | -12.11% | -7.40% |
ADMA ADMA Biologics, Inc. | -2.42% | -1.74% | -51.10% | -53.62% | -54.76% | 26.80% | 40.41% | 2.89% | 1.49% |
ADPT Adaptive Biotechnologies Corporation | -6.66% | 0.89% | 22.00% | 38.98% | 120.41% | 39.86% | -9.25% | — | -7.58% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 23, 2022, Health Care 7-24-2026's average daily return is +0.09%, while the average monthly return is +1.86%. At this rate, an investment would double in approximately 3.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2023 with a return of +14.3%, while the worst month was Oct 2023 at -9.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Health Care 7-24-2026 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Apr 4, 2025 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.89% | 1.25% | -6.99% | 4.40% | 3.66% | 9.68% | 0.91% | 13.80% | |||||
| 2025 | 3.88% | -4.44% | -6.51% | 0.80% | -0.52% | 3.94% | -0.19% | 11.40% | 5.32% | 5.94% | 8.74% | -0.46% | 29.91% |
| 2024 | -1.97% | 8.79% | 2.60% | -7.87% | 5.60% | -0.79% | 10.14% | 2.80% | -0.46% | -1.33% | 7.00% | -5.83% | 18.34% |
| 2023 | 8.50% | -3.83% | -1.62% | 2.44% | 2.08% | 2.98% | 2.25% | -4.22% | -7.32% | -9.59% | 10.33% | 14.31% | 14.42% |
| 2022 | -1.01% | 6.85% | 3.64% | 1.39% | 11.14% |
Benchmark Metrics
Health Care 7-24-2026 has an annualized alpha of 5.22%, beta of 0.94, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since September 23, 2022.
- This portfolio captured 114.73% of S&P 500 Index gains and 104.04% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.22%
- Beta
- 0.94
- R²
- 0.48
- Upside Capture
- 114.73%
- Downside Capture
- 104.04%
Expense Ratio
Health Care 7-24-2026 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.
Return for Risk
Risk / Return Rank
Health Care 7-24-2026 ranks 87 for risk / return — above 87% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below presents risk-adjusted performance metrics for Health Care 7-24-2026 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.69 | 1.42 | +1.27 |
| Sortino ratioReturn per unit of downside risk | 3.65 | 1.98 | +1.67 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.00 | +1.75 |
| Martin ratioReturn relative to average drawdown | 11.76 | 8.49 | +3.27 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
A Agilent Technologies, Inc. | 64 | 0.66 | 1.34 | 1.15 | 0.73 | 1.34 |
ABBV AbbVie Inc. | 81 | 1.42 | 2.12 | 1.26 | 2.14 | 4.73 |
ABEO Abeona Therapeutics Inc. | 44 | 0.02 | 0.42 | 1.05 | 0.02 | 0.03 |
ABT Abbott Laboratories | 24 | -0.54 | -0.64 | 0.92 | -0.37 | -0.71 |
ABUS Arbutus Biopharma Corporation | 67 | 0.69 | 1.18 | 1.15 | 1.26 | 3.04 |
ACAD ACADIA Pharmaceuticals Inc. | 51 | 0.23 | 0.60 | 1.07 | 0.31 | 0.54 |
ACHC Acadia Healthcare Company, Inc. | 62 | 0.53 | 1.19 | 1.16 | 0.63 | 1.38 |
ACRS Aclaris Therapeutics, Inc. | 96 | 2.50 | 3.75 | 1.45 | 6.59 | 18.05 |
ADMA ADMA Biologics, Inc. | 6 | -1.02 | -1.47 | 0.80 | -0.88 | -1.50 |
ADPT Adaptive Biotechnologies Corporation | 86 | 1.74 | 2.40 | 1.30 | 3.08 | 6.23 |
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Dividends
Dividend yield
Health Care 7-24-2026 provided a 0.50% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.50% | 0.49% | 0.49% | 0.51% | 0.53% | 0.38% | 0.35% | 0.36% | 0.40% | 0.40% | 0.52% | 0.70% |
| Portfolio components: | ||||||||||||
A Agilent Technologies, Inc. | 0.73% | 0.55% | 0.71% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% |
ABBV AbbVie Inc. | 2.72% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ABEO Abeona Therapeutics 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% |
ABT Abbott Laboratories | 2.35% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
ABUS Arbutus Biopharma 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% |
ACAD ACADIA 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% |
ACHC Acadia Healthcare Company, 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% |
ACRS Aclaris Therapeutics, 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% |
ADMA ADMA Biologics, 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% |
ADPT Adaptive Biotechnologies 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Health Care 7-24-2026. 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 Care 7-24-2026 was 23.54%, occurring on Apr 8, 2025. Recovery took 97 trading sessions.
The current Health Care 7-24-2026 drawdown is 3.58%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.54%Apr 2025 | 4mo 27d | 4mo 16d | 9mo 13dNov 2024 - Aug 2025 | 2025 selloff2025 |
-21.98%Oct 2023 | 3mo 5d | 2mo | 5mo 5dJul 2023 - Dec 2023 | — |
-13.74%Mar 2026 | 2mo 6d | 2mo 25d | 5mo 1dJan 2026 - Jun 2026 | — |
-12.97%Mar 2023 | 1mo 18d | 2mo 16d | 4mo 4dFeb 2023 - Jun 2023 | — |
-9.45%Apr 2024 | 24d | 20d | 1mo 14dApr 2024 - May 2024 | — |
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 282 assets, with an effective number of assets of 282.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 2.81 | 2.63 | 2.59 |
The portfolio has a diversification ratio of 2.59, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
Health Care 7-24-2026 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2022 | 0.64 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ISRG has the highest benchmark correlation at 0.61, while MCK has the lowest at 0.09.
Asset Correlations Table
Find what Health Care 7-24-2026 is missing
See which holdings overlap, where Health Care 7-24-2026 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification