sp500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in sp500, 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 Jan 29, 1993, corresponding to the inception date of SPY
Returns
As of Dec 7, 2023, the sp500 returned 20.23% Year-To-Date and 11.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| sp500 | 20.23% | 4.38% | 7.39% | 17.29% | 13.44% | 11.69% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 20.23% | 4.38% | 7.39% | 17.29% | 13.44% | 11.69% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | -2.17% | 9.13% |
Dividend yield
sp500 granted a 1.43% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sp500 | 1.43% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | 2.18% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.43% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | 2.18% |
Expense Ratio
The sp500 has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the sp500. 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 sp500 was 55.19%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.
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 | — | — | — |
| -19.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility Chart
The current sp500 volatility is 2.93%, 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.