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SPY (S&P 500) 100%

Last updated Jun 1, 2023

Asset Allocation


SPY 100%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in SPY (S&P 500) 100%, 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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%2023FebruaryMarchAprilMay
3.55%
2.66%
SPY (S&P 500) 100%
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 1, 2023, the SPY (S&P 500) 100% returned 9.68% Year-To-Date and 11.91% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.29%8.86%2.44%1.15%8.88%9.88%
SPY (S&P 500) 100%0.56%9.68%3.36%2.91%10.74%11.91%
SPY
SPDR S&P 500 ETF
0.56%9.68%3.36%2.91%10.74%11.91%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPY (S&P 500) 100% Sharpe ratio is 0.11. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMay
0.11
0.02
SPY (S&P 500) 100%
Benchmark (^GSPC)
Portfolio components

Dividend yield

SPY (S&P 500) 100% granted a 1.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SPY (S&P 500) 100%1.87%1.66%1.23%1.57%1.84%2.19%1.97%2.26%2.35%2.17%2.15%2.63%
SPY
SPDR S&P 500 ETF
1.87%1.66%1.23%1.57%1.84%2.19%1.97%2.26%2.35%2.17%2.15%2.63%

Expense Ratio

The SPY (S&P 500) 100% 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.


0.09%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPY
SPDR S&P 500 ETF
0.11

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%2023FebruaryMarchAprilMay
-10.77%
-12.86%
SPY (S&P 500) 100%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SPY (S&P 500) 100%. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPY (S&P 500) 100% is 55.19%, recorded on Mar 9, 2009. It took 869 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.19%Oct 10, 2007355Mar 9, 2009869Aug 16, 20121224
-47.52%Mar 27, 2000637Oct 9, 20021020Oct 26, 20061657
-33.72%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.5%Jan 4, 2022195Oct 12, 2022
-19.35%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility Chart

The current SPY (S&P 500) 100% volatility is 3.66%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
3.66%
3.67%
SPY (S&P 500) 100%
Benchmark (^GSPC)
Portfolio components