HEALTHcare
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JNJ Johnson & Johnson | Healthcare | 99.80% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 0.10% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 0.10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HEALTHcare, 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
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VHT
Returns By Period
As of Nov 13, 2024, the HEALTHcare returned -0.31% Year-To-Date and 6.41% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| HEALTHcare | -0.31% | -5.54% | 1.56% | 6.67% | 5.39% | 6.41% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | -0.33% | -5.54% | 1.55% | 6.64% | 5.38% | 6.40% |
VHT Vanguard Health Care ETF | 9.74% | -3.94% | 2.64% | 18.81% | 9.98% | 9.90% |
XLV Health Care Select Sector SPDR Fund | 9.17% | -4.86% | 1.47% | 16.96% | 10.52% | 9.94% |
Monthly Returns
The table below presents the monthly returns of HEALTHcare, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.38% | 2.33% | -1.97% | -8.59% | 2.26% | -0.34% | 7.99% | 5.87% | -2.29% | -1.36% | -0.31% | ||
| 2023 | -7.48% | -5.54% | 1.14% | 5.61% | -4.56% | 6.74% | 1.21% | -2.79% | -3.67% | -4.76% | 5.10% | 1.35% | -8.56% |
| 2022 | 0.70% | -3.86% | 7.69% | 1.81% | 0.13% | -1.13% | -1.67% | -6.93% | 1.24% | 6.50% | 2.98% | -0.76% | 5.96% |
| 2021 | 3.65% | -2.26% | 3.72% | -0.98% | 4.65% | -2.65% | 4.53% | 1.14% | -6.72% | 0.86% | -3.64% | 9.71% | 11.46% |
| 2020 | 2.05% | -9.09% | -2.49% | 14.42% | -0.16% | -5.45% | 3.65% | 5.94% | -2.95% | -7.90% | 6.26% | 8.77% | 10.83% |
| 2019 | 3.13% | 3.35% | 2.30% | 1.00% | -6.47% | 6.20% | -6.49% | -0.69% | 0.79% | 2.06% | 4.85% | 6.09% | 16.23% |
| 2018 | -1.08% | -5.41% | -1.33% | -1.29% | -4.72% | 1.44% | 9.21% | 2.32% | 2.58% | 1.30% | 5.61% | -12.15% | -5.11% |
| 2017 | -1.69% | 8.62% | 1.91% | -0.86% | 4.55% | 3.15% | 0.33% | 0.37% | -1.78% | 7.21% | 0.56% | 0.28% | 24.42% |
| 2016 | 1.65% | 1.46% | 2.84% | 3.58% | 1.26% | 7.63% | 3.24% | -4.07% | -1.01% | -1.82% | -3.37% | 3.51% | 15.29% |
| 2015 | -4.23% | 3.09% | -1.86% | -1.39% | 1.69% | -2.67% | 2.82% | -5.50% | -0.68% | 8.23% | 0.94% | 1.46% | 1.16% |
| 2014 | -3.40% | 4.88% | 6.61% | 3.11% | 0.87% | 3.11% | -4.32% | 4.34% | 2.75% | 1.13% | 1.09% | -3.39% | 17.35% |
| 2013 | 5.45% | 3.78% | 7.12% | 4.53% | -0.49% | 1.99% | 8.90% | -6.88% | 0.33% | 6.82% | 2.93% | -3.24% | 34.64% |
Expense Ratio
HEALTHcare has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HEALTHcare is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.46 | 0.78 | 1.09 | 0.39 | 1.35 |
VHT Vanguard Health Care ETF | 1.93 | 2.69 | 1.35 | 1.75 | 8.79 |
XLV Health Care Select Sector SPDR Fund | 1.75 | 2.45 | 1.32 | 2.07 | 7.72 |
Dividends
Dividend yield
HEALTHcare provided a 3.18% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.18% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.37% | 2.73% | 2.87% | 2.64% | 2.82% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.18% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
VHT Vanguard Health Care ETF | 1.41% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
XLV Health Care Select Sector SPDR Fund | 1.54% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the HEALTHcare. 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 was 34.39%, occurring on Mar 9, 2009. Recovery took 549 trading sessions.
The current HEALTHcare drawdown is 11.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.39% | Sep 9, 2008 | 125 | Mar 9, 2009 | 549 | May 11, 2011 | 674 |
| -27.37% | Feb 6, 2020 | 32 | Mar 23, 2020 | 22 | Apr 23, 2020 | 54 |
| -18.39% | Apr 26, 2022 | 380 | Oct 27, 2023 | — | — | — |
| -18.26% | Jan 23, 2018 | 88 | May 29, 2018 | 115 | Nov 8, 2018 | 203 |
| -16.9% | Dec 14, 2018 | 7 | Dec 24, 2018 | 249 | Dec 19, 2019 | 256 |
Volatility
Volatility Chart
The current HEALTHcare volatility is 4.17%, 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.
Diversification
Asset Correlations Table
| JNJ | VHT | XLV | |
|---|---|---|---|
| JNJ | 1.00 | 0.65 | 0.68 |
| VHT | 0.65 | 1.00 | 0.97 |
| XLV | 0.68 | 0.97 | 1.00 |