Healthcare REITs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CTRE CareTrust REIT, Inc. | Real Estate | 33.33% |
NHI National Health Investors, Inc. | Real Estate | 33.33% |
WELL Welltower Inc. | Real Estate | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is May 29, 2014, corresponding to the inception date of CTRE
Returns By Period
As of May 22, 2025, the Healthcare REITs returned 11.08% Year-To-Date and 11.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
| Healthcare REITs | 11.08% | 1.36% | 0.75% | 27.55% | 19.58% | 11.65% |
| Portfolio components: | ||||||
WELL Welltower Inc. | 18.74% | 3.72% | 8.92% | 49.61% | 29.15% | 12.04% |
NHI National Health Investors, Inc. | 6.58% | -2.09% | -2.99% | 16.34% | 13.40% | 6.91% |
CTRE CareTrust REIT, Inc. | 7.75% | 2.67% | -3.89% | 17.52% | 14.63% | 14.14% |
Monthly Returns
The table below presents the monthly returns of Healthcare REITs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.49% | 5.51% | 4.84% | 1.49% | -2.50% | 11.08% | |||||||
| 2024 | -5.12% | 7.71% | 7.19% | 1.25% | 5.91% | 1.26% | 8.22% | 9.56% | 4.88% | 0.79% | -2.07% | -8.45% | 33.68% |
| 2023 | 12.88% | -3.98% | -2.28% | 2.16% | -0.50% | 4.90% | 3.66% | -2.82% | 1.40% | 1.49% | 7.66% | 1.25% | 27.65% |
| 2022 | -1.82% | -9.28% | 13.40% | -11.44% | 8.99% | -0.70% | 7.93% | -1.59% | -14.30% | -0.54% | 7.33% | -6.02% | -11.59% |
| 2021 | -3.75% | 5.55% | 6.38% | 3.38% | -4.45% | 5.23% | 3.37% | -6.52% | -7.01% | 0.07% | -1.93% | 11.28% | 10.24% |
| 2020 | 4.97% | -6.69% | -34.79% | 11.51% | 4.71% | 2.01% | 3.54% | 5.52% | -4.26% | -4.42% | 15.83% | 8.79% | -4.16% |
| 2019 | 13.64% | -2.44% | 4.22% | -1.50% | 4.73% | -0.05% | 0.45% | 5.28% | 0.53% | 2.42% | -8.43% | -0.46% | 18.25% |
| 2018 | -5.86% | -11.92% | 3.94% | -0.59% | 14.13% | 4.50% | 0.91% | 7.67% | -3.25% | -0.13% | 10.18% | -4.29% | 13.13% |
| 2017 | -0.74% | 4.66% | 1.88% | 0.94% | 4.43% | 4.31% | -2.01% | 3.51% | -2.23% | -2.29% | 0.24% | -4.82% | 7.56% |
| 2016 | -5.06% | 6.14% | 9.68% | 0.88% | 2.75% | 7.85% | 4.55% | 0.96% | -1.02% | -5.51% | -4.38% | 7.52% | 25.43% |
| 2015 | 8.16% | -5.15% | 3.11% | -6.94% | 0.71% | -4.20% | 4.30% | -12.23% | 5.19% | -0.78% | 0.04% | 3.05% | -6.45% |
| 2014 | 7.18% | -2.16% | -5.65% | 6.07% | -11.66% | 12.64% | 3.12% | 7.48% | 15.74% |
Expense Ratio
Healthcare REITs 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, Healthcare REITs is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
WELL Welltower Inc. | 2.34 | 3.06 | 1.39 | 3.80 | 11.24 |
NHI National Health Investors, Inc. | 0.78 | 1.12 | 1.13 | 0.73 | 1.53 |
CTRE CareTrust REIT, Inc. | 0.79 | 1.33 | 1.17 | 0.86 | 1.87 |
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Dividends
Dividend yield
Healthcare REITs provided a 3.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.64% | 3.84% | 4.72% | 5.51% | 4.70% | 5.02% | 4.59% | 5.29% | 5.34% | 4.81% | 5.43% | 19.10% |
| Portfolio components: | ||||||||||||
WELL Welltower Inc. | 1.81% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% |
NHI National Health Investors, Inc. | 4.93% | 5.19% | 6.45% | 6.89% | 6.62% | 6.38% | 5.15% | 5.30% | 5.04% | 4.85% | 5.59% | 4.40% |
CTRE CareTrust REIT, Inc. | 4.18% | 4.29% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 5.55% | 5.52% | 4.44% | 5.84% | 48.70% |
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 Healthcare REITs. 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 Healthcare REITs was 63.54%, occurring on Mar 18, 2020. Recovery took 331 trading sessions.
The current Healthcare REITs drawdown is 2.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.54% | Feb 24, 2020 | 18 | Mar 18, 2020 | 331 | Jul 12, 2021 | 349 |
| -26.47% | Feb 4, 2015 | 258 | Feb 11, 2016 | 95 | Jun 28, 2016 | 353 |
| -26.33% | Sep 12, 2017 | 154 | Apr 23, 2018 | 138 | Nov 6, 2018 | 292 |
| -25.08% | Jul 28, 2021 | 304 | Oct 10, 2022 | 268 | Nov 2, 2023 | 572 |
| -17.46% | Sep 8, 2016 | 46 | Nov 10, 2016 | 101 | Apr 7, 2017 | 147 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | CTRE | WELL | NHI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.36 | 0.36 | 0.35 | 0.40 |
| CTRE | 0.36 | 1.00 | 0.59 | 0.66 | 0.87 |
| WELL | 0.36 | 0.59 | 1.00 | 0.69 | 0.85 |
| NHI | 0.35 | 0.66 | 0.69 | 1.00 | 0.87 |
| Portfolio | 0.40 | 0.87 | 0.85 | 0.87 | 1.00 |