HEALTHcare
Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VHT
Returns By Period
As of May 5, 2025, the HEALTHcare returned 8.80% Year-To-Date and 7.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| HEALTHcare | 8.02% | 1.15% | -0.48% | 7.16% | 3.82% | 7.28% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 8.04% | 1.15% | -0.47% | 7.17% | 3.81% | 7.28% |
VHT Vanguard Health Care ETF | -0.14% | 3.07% | -5.94% | -0.69% | 7.61% | 7.94% |
XLV Health Care Select Sector SPDR Fund | 0.80% | 2.11% | -5.09% | -0.33% | 8.64% | 8.31% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.21% | 9.31% | 0.49% | -5.74% | -0.84% | 8.02% | |||||||
| 2024 | 1.38% | 2.33% | -1.97% | -8.59% | 2.26% | -0.34% | 7.99% | 5.87% | -2.29% | -1.36% | -2.25% | -6.70% | -4.80% |
| 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% |
Expense Ratio
HEALTHcare 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
The current rank of HEALTHcare is 28, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.31 | 0.54 | 1.07 | 0.34 | 0.92 |
VHT Vanguard Health Care ETF | -0.03 | 0.06 | 1.01 | -0.03 | -0.07 |
XLV Health Care Select Sector SPDR Fund | -0.01 | 0.08 | 1.01 | -0.01 | -0.02 |
Dividends
Dividend yield
HEALTHcare provided a 3.20% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.20% | 3.39% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.37% | 2.73% | 2.87% | 2.64% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.20% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
VHT Vanguard Health Care ETF | 1.58% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% |
XLV Health Care Select Sector SPDR Fund | 1.69% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
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 8.26%.
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 6.64%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.00, 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 | JNJ | VHT | XLV | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.49 | 0.78 | 0.75 | 0.49 |
| JNJ | 0.49 | 1.00 | 0.64 | 0.67 | 1.00 |
| VHT | 0.78 | 0.64 | 1.00 | 0.97 | 0.64 |
| XLV | 0.75 | 0.67 | 0.97 | 1.00 | 0.68 |
| Portfolio | 0.49 | 1.00 | 0.64 | 0.68 | 1.00 |