S&P 500 INDEX
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 INDEX, 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 29, 1993, corresponding to the inception date of SPY
Returns By Period
As of Dec 31, 2024, the S&P 500 INDEX returned 25.34% Year-To-Date and 13.08% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| S&P 500 INDEX | 0.00% | -2.05% | 7.83% | 25.34% | 14.37% | 13.08% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 0.00% | -2.05% | 7.83% | 25.34% | 14.37% | 13.08% |
Monthly Returns
The table below presents the monthly returns of S&P 500 INDEX, 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 | 1.59% | 5.22% | 3.27% | -4.03% | 5.06% | 3.53% | 1.21% | 2.34% | 2.10% | -0.89% | 5.96% | 25.34% | |
| 2023 | 6.29% | -2.51% | 3.71% | 1.60% | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | -2.17% | 9.13% | 4.57% | 26.18% |
| 2022 | -5.27% | -2.95% | 3.76% | -8.78% | 0.23% | -8.25% | 9.21% | -4.08% | -9.24% | 8.13% | 5.56% | -5.76% | -18.18% |
| 2021 | -1.02% | 2.78% | 4.54% | 5.29% | 0.66% | 2.24% | 2.44% | 2.98% | -4.66% | 7.02% | -0.80% | 4.63% | 28.73% |
| 2020 | -0.04% | -7.92% | -12.49% | 12.70% | 4.76% | 1.77% | 5.89% | 6.98% | -3.74% | -2.49% | 10.88% | 3.70% | 18.33% |
| 2019 | 8.01% | 3.24% | 1.81% | 4.09% | -6.38% | 6.96% | 1.51% | -1.67% | 1.95% | 2.21% | 3.62% | 2.91% | 31.22% |
| 2018 | 5.64% | -3.64% | -2.74% | 0.52% | 2.43% | 0.57% | 3.70% | 3.19% | 0.59% | -6.91% | 1.85% | -8.80% | -4.57% |
| 2017 | 1.79% | 3.93% | 0.13% | 0.99% | 1.41% | 0.64% | 2.06% | 0.29% | 2.01% | 2.36% | 3.06% | 1.21% | 21.71% |
| 2016 | -4.98% | -0.08% | 6.73% | 0.39% | 1.70% | 0.35% | 3.65% | 0.12% | 0.01% | -1.73% | 3.68% | 2.03% | 12.00% |
| 2015 | -2.96% | 5.62% | -1.57% | 0.98% | 1.29% | -2.03% | 2.26% | -6.10% | -2.55% | 8.51% | 0.37% | -1.73% | 1.23% |
| 2014 | -3.52% | 4.55% | 0.83% | 0.70% | 2.32% | 2.06% | -1.34% | 3.95% | -1.38% | 2.36% | 2.75% | -0.25% | 13.46% |
Expense Ratio
S&P 500 INDEX has an expense ratio of 0.09%, 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 rank of S&P 500 INDEX is 69, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.99 | 2.66 | 1.37 | 2.97 | 13.06 |
Dividends
Dividend yield
S&P 500 INDEX provided a 1.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
| Portfolio components: | |||||||||||
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 | $1.59 | $0.00 | $0.00 | $1.76 | $0.00 | $0.00 | $1.75 | $0.00 | $0.00 | $1.97 | $7.07 |
| 2023 | $0.00 | $0.00 | $1.51 | $0.00 | $0.00 | $1.64 | $0.00 | $0.00 | $1.58 | $0.00 | $0.00 | $1.91 | $6.63 |
| 2022 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $1.58 | $0.00 | $0.00 | $1.60 | $0.00 | $0.00 | $1.78 | $6.32 |
| 2021 | $0.00 | $0.00 | $1.28 | $0.00 | $0.00 | $1.38 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $1.64 | $5.72 |
| 2020 | $0.00 | $0.00 | $1.41 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $1.34 | $0.00 | $0.00 | $1.58 | $5.69 |
| 2019 | $0.00 | $0.00 | $1.23 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $1.38 | $0.00 | $0.00 | $1.57 | $5.62 |
| 2018 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $1.25 | $0.00 | $0.00 | $1.32 | $0.00 | $0.00 | $1.44 | $5.10 |
| 2017 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $1.18 | $0.00 | $0.00 | $1.23 | $0.00 | $0.00 | $1.35 | $4.80 |
| 2016 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $1.08 | $0.00 | $0.00 | $1.08 | $0.00 | $0.00 | $1.33 | $4.54 |
| 2015 | $0.00 | $0.00 | $0.93 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $1.21 | $4.21 |
| 2014 | $0.82 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $1.13 | $3.84 |
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 S&P 500 INDEX. 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 S&P 500 INDEX was 55.19%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.
The current S&P 500 INDEX drawdown is 2.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.19% | Oct 10, 2007 | 355 | Mar 9, 2009 | 869 | Aug 16, 2012 | 1224 |
| -47.52% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1020 | Oct 26, 2006 | 1657 |
| -33.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.5% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current S&P 500 INDEX volatility is 4.22%, 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.