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
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The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VHT
Returns By Period
As of Jun 3, 2025, the HEALTHcare returned 9.22% Year-To-Date and 7.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| HEALTHcare | 9.22% | 0.38% | 2.03% | 9.37% | 3.80% | 7.61% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 9.24% | 0.39% | 2.06% | 9.40% | 3.80% | 7.61% |
VHT Vanguard Health Care ETF | -3.37% | -3.53% | -9.44% | -5.53% | 6.02% | 7.37% |
XLV Health Care Select Sector SPDR Fund | -3.15% | -4.19% | -9.05% | -6.15% | 7.00% | 7.72% |
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% | 0.14% | 0.12% | 9.22% | ||||||
| 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% | -9.08% | -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% | 0.95% | 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 25, 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 | 0.50 | 0.89 | 1.12 | 0.64 | 1.69 |
VHT Vanguard Health Care ETF | -0.35 | -0.24 | 0.97 | -0.24 | -0.55 |
XLV Health Care Select Sector SPDR Fund | -0.39 | -0.30 | 0.96 | -0.28 | -0.64 |
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Dividends
Dividend yield
HEALTHcare provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 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 | 3.23% | 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 | 1.63% | 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 | 1.76% | 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.
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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 7.91%.
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 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 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 | 0.68 | 1.00 |
| VHT | 0.78 | 0.64 | 1.00 | 0.97 | 0.65 |
| XLV | 0.75 | 0.68 | 0.97 | 1.00 | 0.68 |
| Portfolio | 0.49 | 1.00 | 0.65 | 0.68 | 1.00 |