SPHQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPHQ Invesco S&P 500® Quality ETF | Large Cap Blend Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPHQ, 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 Dec 6, 2005, corresponding to the inception date of SPHQ
Returns By Period
As of Nov 15, 2024, the SPHQ returned 26.84% Year-To-Date and 13.50% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SPHQ | 26.84% | 0.62% | 11.69% | 33.24% | 15.99% | 13.50% |
| Portfolio components: | ||||||
SPHQ Invesco S&P 500® Quality ETF | 26.84% | 0.62% | 11.69% | 33.24% | 15.99% | 13.50% |
Monthly Returns
The table below presents the monthly returns of SPHQ, 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 | 2.96% | 4.97% | 3.73% | -3.46% | 5.37% | 3.68% | 1.67% | 3.16% | 1.23% | -2.38% | 26.84% | ||
| 2023 | 4.82% | -2.04% | 5.20% | 1.67% | -0.81% | 6.13% | 3.79% | 0.21% | -4.29% | -2.74% | 6.72% | 4.50% | 24.83% |
| 2022 | -4.19% | -2.61% | 0.87% | -7.11% | 1.62% | -10.42% | 8.31% | -3.78% | -8.77% | 9.34% | 7.11% | -4.95% | -15.77% |
| 2021 | -0.59% | 2.01% | 4.16% | 3.18% | 1.88% | 4.61% | 2.65% | 1.94% | -4.21% | 6.06% | -1.26% | 5.01% | 28.03% |
| 2020 | -0.98% | -8.26% | -9.32% | 12.26% | 5.21% | 0.63% | 4.32% | 7.88% | -2.62% | -4.01% | 9.73% | 3.85% | 17.36% |
| 2019 | 7.16% | 5.03% | 2.98% | 3.55% | -6.49% | 6.84% | 1.06% | -1.23% | 1.93% | 2.44% | 3.35% | 3.46% | 33.64% |
| 2018 | 4.70% | -3.67% | -2.53% | -1.04% | 2.37% | -0.37% | 3.23% | 4.52% | 1.81% | -7.07% | -0.23% | -8.06% | -7.10% |
| 2017 | 1.35% | 3.76% | 0.23% | 0.88% | 1.38% | 0.27% | 0.97% | -0.25% | 2.91% | 1.15% | 3.57% | 1.50% | 19.10% |
| 2016 | -2.03% | 2.03% | 6.40% | 0.41% | 0.73% | 0.26% | 3.06% | -0.31% | -0.93% | -1.63% | 3.75% | 2.03% | 14.29% |
| 2015 | -2.71% | 4.86% | -0.92% | -0.85% | 1.20% | -1.67% | 2.69% | -5.16% | -1.17% | 6.21% | 0.94% | -1.24% | 1.64% |
| 2014 | -4.07% | 4.75% | 1.31% | 0.92% | 1.96% | 1.11% | -2.94% | 4.27% | -0.17% | 3.99% | 3.70% | 0.58% | 16.08% |
| 2013 | 5.34% | 1.45% | 4.64% | 2.41% | 1.73% | -1.25% | 5.65% | -3.34% | 3.28% | 4.50% | 2.58% | 2.04% | 32.74% |
Expense Ratio
SPHQ has an expense ratio of 0.15%, which is considered low compared to other funds. 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 risk-adjusted rank of SPHQ is 76, placing it in the top 24% 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 | |
|---|---|---|---|---|---|
SPHQ Invesco S&P 500® Quality ETF | 2.79 | 3.87 | 1.51 | 5.37 | 20.87 |
Dividends
Dividend yield
SPHQ provided a 1.14% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.14% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% | 1.99% |
| Portfolio components: | ||||||||||||
SPHQ Invesco S&P 500® Quality ETF | 1.14% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% | 1.99% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.58 | |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.20 | $0.77 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.24 | $0.82 |
| 2021 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.63 |
| 2020 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.66 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.55 |
| 2018 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.52 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.16 | $0.48 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.23 | $0.44 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.23 | $0.53 |
| 2014 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.39 |
| 2013 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.41 |
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 SPHQ. 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 SPHQ was 57.83%, occurring on Nov 20, 2008. Recovery took 1125 trading sessions.
The current SPHQ drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.83% | Oct 30, 2007 | 269 | Nov 20, 2008 | 1125 | May 14, 2013 | 1394 |
| -31.6% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -25.05% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -22.35% | May 9, 2006 | 52 | Jul 21, 2006 | 197 | May 4, 2007 | 249 |
| -20.75% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
Volatility
Volatility Chart
The current SPHQ volatility is 3.23%, 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.