SPY (S&P 500) 100%
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 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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.29% | 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% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 0.56% | 9.68% | 3.36% | 2.91% | 10.74% | 11.91% |
| Returns over 1 year are annualized | ||||||
Dividend yield
SPY (S&P 500) 100% granted a 1.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
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 | 0.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 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.