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Обсуждения
Future Health
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


AZN 3.45%LLY 3.45%NBIX 3.45%BSX 3.45%ISRG 3.45%EW 3.45%PODD 3.45%HALO 3.45%DXCM 3.45%BMY 3.45%GILD 3.45%BIIB 3.45%VRTX 3.45%RMD 3.45%TMO 3.45%SRPT 3.45%WAT 3.45%ALNY 3.45%UNH 3.45%BMRN 3.45%COO 3.45%IQV 3.45%REGN 3.45%ABC 3.45%ECL 3.45%A 3.45%MDT 3.45%SAN.PA 3.45%MRK 3.45%АкцииАкции
ПозицияКатегория/СекторВес
AZN
AstraZeneca PLC
Healthcare

3.45%

LLY
Eli Lilly and Company
Healthcare

3.45%

NBIX
Neurocrine Biosciences, Inc.
Healthcare

3.45%

BSX
Boston Scientific Corporation
Healthcare

3.45%

ISRG
Intuitive Surgical, Inc.
Healthcare

3.45%

EW
Edwards Lifesciences Corporation
Healthcare

3.45%

PODD

3.45%

HALO
Halozyme Therapeutics, Inc.
Healthcare

3.45%

DXCM
DexCom, Inc.
Healthcare

3.45%

BMY
Bristol-Myers Squibb Company
Healthcare

3.45%

GILD
Gilead Sciences, Inc.
Healthcare

3.45%

BIIB
Biogen Inc.
Healthcare

3.45%

VRTX

3.45%

RMD

3.45%

TMO

3.45%

SRPT

3.45%

WAT

3.45%

ALNY
Alnylam Pharmaceuticals, Inc.
Healthcare

3.45%

UNH

3.45%

BMRN
BioMarin Pharmaceutical Inc.
Healthcare

3.45%

COO
The Cooper Companies, Inc.
Healthcare

3.45%

IQV
IQVIA Holdings Inc.
Healthcare

3.45%

REGN

3.45%

ABC
AmerisourceBergen Corporation
Healthcare

3.45%

ECL
Ecolab Inc.
Basic Materials

3.45%

A
Agilent Technologies, Inc.
Healthcare

3.45%

MDT
Medtronic plc
Healthcare

3.45%

SAN.PA

3.45%

MRK
Merck & Co., Inc.
Healthcare

3.45%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в Future Health и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
616.40%
222.65%
Future Health
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 9 мая 2013 г., начальной даты IQV

Доходность по периодам

Future Health на 28 мар. 2024 г. показал доходность в 6.86% с начала года и доходность в 18.06% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
10.04%3.53%22.79%32.16%13.15%10.96%
Future Health6.86%2.71%16.07%14.44%15.84%17.80%
AZN
AstraZeneca PLC
2.91%2.91%2.80%1.64%13.50%11.07%
LLY
Eli Lilly and Company
33.73%1.72%43.44%133.63%44.00%31.32%
NBIX
Neurocrine Biosciences, Inc.
4.61%1.32%19.69%41.95%9.13%23.32%
BSX
Boston Scientific Corporation
18.70%3.30%28.57%39.81%12.01%17.19%
ISRG
Intuitive Surgical, Inc.
18.60%3.53%35.10%59.55%15.62%22.84%
EW
Edwards Lifesciences Corporation
24.79%9.99%36.01%16.55%8.12%22.05%
PODD
-22.03%1.54%3.25%-45.93%11.90%13.22%
HALO
Halozyme Therapeutics, Inc.
10.20%2.23%4.04%6.65%19.86%12.05%
DXCM
DexCom, Inc.
12.40%20.95%46.11%22.39%35.18%28.92%
BMY
Bristol-Myers Squibb Company
4.99%5.42%-6.41%-18.82%5.51%3.17%
GILD
Gilead Sciences, Inc.
-8.95%1.01%-1.31%-6.65%6.41%3.34%
BIIB
Biogen Inc.
-16.40%-3.39%-16.09%-21.05%-1.71%-2.55%
VRTX
2.56%-3.16%18.39%32.80%17.34%18.92%
RMD
14.42%8.48%31.59%-7.10%14.20%17.11%
TMO
9.22%2.40%15.33%4.64%16.03%16.95%
SRPT
35.05%-7.98%5.37%-4.64%1.74%17.94%
WAT
4.85%3.77%25.36%14.88%6.36%11.97%
ALNY
Alnylam Pharmaceuticals, Inc.
-19.34%-2.90%-11.29%-21.19%10.30%8.47%
UNH
-5.97%-3.58%-2.62%7.31%16.11%20.94%
BMRN
BioMarin Pharmaceutical Inc.
-8.10%-2.28%-0.72%-5.93%-0.05%2.59%
COO
The Cooper Companies, Inc.
7.64%8.64%27.55%12.62%6.48%11.30%
IQV
IQVIA Holdings Inc.
9.16%1.50%27.75%30.93%11.61%16.96%
REGN
10.02%-2.72%15.78%17.93%18.18%12.09%
ABC
AmerisourceBergen Corporation
0.00%0.00%0.00%10.66%18.21%11.64%
ECL
Ecolab Inc.
17.14%4.62%37.66%44.48%6.57%8.92%
A
Agilent Technologies, Inc.
6.00%11.18%32.07%10.90%13.35%14.52%
MDT
Medtronic plc
6.38%4.53%12.31%13.61%1.68%5.89%
SAN.PA
0.28%3.13%-6.63%-5.91%6.22%3.31%
MRK
Merck & Co., Inc.
21.62%2.76%28.04%29.01%13.74%12.38%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
20241.11%1.22%
2023-1.81%-4.55%-7.16%9.75%7.45%

Комиссия

Комиссия Future Health составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

Показатели риск-скорректированной доходности

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.


Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.76
Future Health
0.92
AZN
AstraZeneca PLC
-0.15
LLY
Eli Lilly and Company
3.98
NBIX
Neurocrine Biosciences, Inc.
1.43
BSX
Boston Scientific Corporation
1.80
ISRG
Intuitive Surgical, Inc.
1.95
EW
Edwards Lifesciences Corporation
0.50
PODD
-1.13
HALO
Halozyme Therapeutics, Inc.
0.23
DXCM
DexCom, Inc.
0.61
BMY
Bristol-Myers Squibb Company
-1.07
GILD
Gilead Sciences, Inc.
-0.43
BIIB
Biogen Inc.
-1.06
VRTX
1.25
RMD
-0.30
TMO
0.01
SRPT
-0.08
WAT
0.49
ALNY
Alnylam Pharmaceuticals, Inc.
-0.68
UNH
-0.08
BMRN
BioMarin Pharmaceutical Inc.
-0.31
COO
The Cooper Companies, Inc.
0.41
IQV
IQVIA Holdings Inc.
1.05
REGN
0.84
ABC
AmerisourceBergen Corporation
0.55
ECL
Ecolab Inc.
2.23
A
Agilent Technologies, Inc.
0.28
MDT
Medtronic plc
0.62
SAN.PA
-0.26
MRK
Merck & Co., Inc.
1.21

Коэффициент Шарпа

Future Health на текущий момент имеет коэффициент Шарпа равный 0.92. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

-1.000.001.002.003.004.005.000.92

Коэффициент Шарпа Future Health находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.


Скользящий 12-месячный коэффициент Шарпа-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.92
2.76
Future Health
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Future Health за предыдущие двенадцать месяцев составила 0.88%.


TTM20232022202120202019201820172016201520142013
Future Health0.88%0.91%0.86%0.82%0.94%0.87%0.97%0.98%1.02%0.92%0.84%0.95%
AZN
AstraZeneca PLC
2.12%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NBIX
Neurocrine Biosciences, 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%
BSX
Boston Scientific 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%
ISRG
Intuitive Surgical, 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%
EW
Edwards Lifesciences 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%
PODD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HALO
Halozyme 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%
DXCM
DexCom, 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%
BMY
Bristol-Myers Squibb Company
4.34%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
GILD
Gilead Sciences, Inc.
4.14%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
BIIB
Biogen 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%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RMD
0.96%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%
TMO
0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
SRPT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WAT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALNY
Alnylam 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%
UNH
1.53%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
BMRN
BioMarin Pharmaceutical 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%
COO
The Cooper Companies, Inc.
0.01%0.02%0.02%0.01%0.02%0.02%0.02%0.03%0.03%0.04%0.04%0.05%
IQV
IQVIA Holdings 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%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABC
AmerisourceBergen Corporation
0.55%0.83%1.13%1.34%1.74%1.88%2.07%1.61%1.77%1.17%1.10%1.23%
ECL
Ecolab Inc.
0.95%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.21%1.17%1.11%0.93%
A
Agilent Technologies, Inc.
0.62%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
MDT
Medtronic plc
3.18%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
SAN.PA
3.88%3.97%3.71%3.63%4.02%3.44%4.03%4.14%3.83%3.65%3.72%3.61%
MRK
Merck & Co., Inc.
2.28%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%

Просадки

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Future Health
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Future Health показал максимальную просадку в 25.56%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 33 торговые сессии.

В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.


Глубина

Начало

Падение

Дно

Восстановление

Окончание

Всего

-25.56%24 февр. 2020 г.2123 мар. 2020 г.338 мая 2020 г.54
-24.22%23 июл. 2015 г.1418 февр. 2016 г.1241 авг. 2016 г.265
-18.1%1 окт. 2018 г.6124 дек. 2018 г.471 мар. 2019 г.108
-16.84%3 сент. 2021 г.20416 июн. 2022 г.9731 окт. 2022 г.301
-16.27%23 сент. 2016 г.303 нояб. 2016 г.12024 апр. 2017 г.150

Волатильность

График волатильности

Текущая волатильность Future Health составляет 3.20%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.20%
2.82%
Future Health
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

SAN.PASRPTAZNABCLLYDXCMUNHPODDALNYNBIXMRKBMYHALOECLGILDREGNRMDBIIBCOOBMRNVRTXEWISRGIQVBSXMDTWATTMOA
SAN.PA1.000.110.410.240.240.130.200.130.170.150.270.240.190.220.210.230.210.180.200.210.200.200.190.190.250.260.180.230.23
SRPT0.111.000.210.220.210.310.220.320.450.430.220.230.410.200.270.350.260.360.270.450.370.290.290.310.280.260.280.280.31
AZN0.410.211.000.300.380.230.270.250.260.270.400.380.280.300.330.340.290.340.290.340.360.290.280.310.330.330.310.370.34
ABC0.240.220.301.000.360.250.430.230.230.270.400.390.270.330.370.330.310.340.330.330.360.310.300.320.390.390.340.330.32
LLY0.240.210.380.361.000.220.370.220.270.280.490.440.270.300.350.380.300.390.290.320.380.320.300.330.340.360.330.370.34
DXCM0.130.310.230.250.221.000.250.560.380.330.210.230.360.290.230.300.400.300.390.370.340.430.460.400.390.390.360.370.40
UNH0.200.220.270.430.370.251.000.270.230.280.390.370.250.360.320.300.330.330.370.300.350.380.360.380.410.420.370.410.38
PODD0.130.320.250.230.220.560.271.000.360.340.230.230.380.320.260.300.410.330.380.350.340.450.450.390.390.400.360.400.42
ALNY0.170.450.260.230.270.380.230.361.000.490.250.320.460.230.350.450.320.430.300.520.440.330.340.360.300.280.340.350.37
NBIX0.150.430.270.270.280.330.280.340.491.000.280.320.460.240.360.410.300.430.310.490.470.330.330.370.340.310.330.330.37
MRK0.270.220.400.400.490.210.390.230.250.281.000.480.280.340.410.380.330.380.320.310.400.340.300.330.370.410.360.430.38
BMY0.240.230.380.390.440.230.370.230.320.320.481.000.340.330.420.400.320.410.310.350.380.330.290.330.370.420.370.390.37
HALO0.190.410.280.270.270.360.250.380.460.460.280.341.000.270.360.390.320.400.320.490.410.340.370.390.340.310.360.360.39
ECL0.220.200.300.330.300.290.360.320.230.240.340.330.271.000.310.270.390.320.440.300.290.440.440.460.450.480.470.490.51
GILD0.210.270.330.370.350.230.320.260.350.360.410.420.360.311.000.490.300.520.310.430.480.300.320.330.350.370.350.400.38
REGN0.230.350.340.330.380.300.300.300.450.410.380.400.390.270.491.000.310.500.330.480.550.330.340.350.350.320.340.390.35
RMD0.210.260.290.310.300.400.330.410.320.300.330.320.320.390.300.311.000.330.470.340.340.500.500.460.470.480.460.500.48
BIIB0.180.360.340.340.390.300.330.330.430.430.380.410.400.320.520.500.331.000.350.490.510.350.360.380.360.370.390.430.42
COO0.200.270.290.330.290.390.370.380.300.310.320.310.320.440.310.330.470.351.000.360.350.510.500.470.530.530.500.500.51
BMRN0.210.450.340.330.320.370.300.350.520.490.310.350.490.300.430.480.340.490.361.000.530.350.360.400.370.340.380.390.41
VRTX0.200.370.360.360.380.340.350.340.440.470.400.380.410.290.480.550.340.510.350.531.000.350.370.380.370.340.360.420.40
EW0.200.290.290.310.320.430.380.450.330.330.340.330.340.440.300.330.500.350.510.350.351.000.570.490.530.560.480.490.50
ISRG0.190.290.280.300.300.460.360.450.340.330.300.290.370.440.320.340.500.360.500.360.370.571.000.500.540.530.500.530.54
IQV0.190.310.310.320.330.400.380.390.360.370.330.330.390.460.330.350.460.380.470.400.380.490.501.000.460.460.550.560.60
BSX0.250.280.330.390.340.390.410.390.300.340.370.370.340.450.350.350.470.360.530.370.370.530.540.461.000.610.470.470.48
MDT0.260.260.330.390.360.390.420.400.280.310.410.420.310.480.370.320.480.370.530.340.340.560.530.460.611.000.480.510.51
WAT0.180.280.310.340.330.360.370.360.340.330.360.370.360.470.350.340.460.390.500.380.360.480.500.550.470.481.000.660.72
TMO0.230.280.370.330.370.370.410.400.350.330.430.390.360.490.400.390.500.430.500.390.420.490.530.560.470.510.661.000.72
A0.230.310.340.320.340.400.380.420.370.370.380.370.390.510.380.350.480.420.510.410.400.500.540.600.480.510.720.721.00