Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 Index | 75% | |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 10% |
XLV State Street Health Care Select Sector SPDR ETF | Health & Biotech Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 15Utes/10Healthcare/75Sp500, 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.
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The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLU
Returns By Period
As of Apr 4, 2026, the 15Utes/10Healthcare/75Sp500 returned -2.63% Year-To-Date and 11.84% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 15Utes/10Healthcare/75Sp500 | 0.04% | -4.12% | -2.63% | -0.43% | 19.52% | 15.22% | 10.09% | 11.84% |
| Portfolio components: | ||||||||
^GSPC S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
XLU Utilities Select Sector SPDR Fund | 0.50% | -1.28% | 9.31% | 5.76% | 20.78% | 14.75% | 11.01% | 9.89% |
XLV State Street Health Care Select Sector SPDR ETF | -0.62% | -6.14% | -4.77% | 2.22% | 4.40% | 5.64% | 6.45% | 9.60% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 23, 1998, 15Utes/10Healthcare/75Sp500's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Oct 2008 at -15.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 15Utes/10Healthcare/75Sp500 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.15% | 0.91% | -5.30% | 0.74% | -2.63% | ||||||||
| 2025 | 3.33% | -0.67% | -4.49% | -1.14% | 4.20% | 4.12% | 1.63% | 2.04% | 3.34% | 2.47% | 1.70% | -0.78% | 16.52% |
| 2024 | 1.34% | 4.47% | 3.32% | -3.70% | 4.89% | 2.24% | 1.93% | 2.97% | 1.94% | -1.55% | 4.75% | -3.56% | 20.20% |
| 2023 | 4.16% | -3.21% | 3.44% | 1.76% | -1.05% | 5.68% | 2.75% | -2.05% | -4.66% | -2.01% | 8.01% | 4.15% | 17.40% |
| 2022 | -5.30% | -2.69% | 4.59% | -7.75% | 0.69% | -7.13% | 7.86% | -3.99% | -8.58% | 7.63% | 5.43% | -4.77% | -14.95% |
| 2021 | -0.71% | 1.01% | 4.80% | 4.94% | 0.46% | 1.80% | 2.88% | 2.91% | -5.01% | 6.43% | -1.25% | 5.56% | 25.86% |
Benchmark Metrics
15Utes/10Healthcare/75Sp500 has an annualized alpha of 0.96%, beta of 0.92, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since December 23, 1998.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.33%) than losses (91.19%) — typical of diversified or defensive assets.
- With beta of 0.92 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.96%
- Beta
- 0.92
- R²
- 0.98
- Upside Capture
- 93.33%
- Downside Capture
- 91.19%
Expense Ratio
15Utes/10Healthcare/75Sp500 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
15Utes/10Healthcare/75Sp500 ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.88 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.39 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.70 | 6.43 | +0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 62 | 0.88 | 1.37 | 1.21 | 1.39 | 6.43 |
XLU Utilities Select Sector SPDR Fund | 61 | 1.27 | 1.73 | 1.24 | 2.24 | 5.38 |
XLV State Street Health Care Select Sector SPDR ETF | 15 | 0.20 | 0.40 | 1.05 | 0.39 | 0.83 |
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Dividends
Dividend yield
15Utes/10Healthcare/75Sp500 provided a 0.51% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.51% | 0.51% | 0.55% | 0.58% | 0.51% | 0.48% | 0.54% | 0.62% | 0.57% | 0.55% | 0.58% | 0.58% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.57% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
XLV State Street Health Care Select Sector SPDR ETF | 1.71% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 15Utes/10Healthcare/75Sp500. 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 15Utes/10Healthcare/75Sp500 was 52.91%, occurring on Mar 9, 2009. Recovery took 912 trading sessions.
The current 15Utes/10Healthcare/75Sp500 drawdown is 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.91% | Oct 10, 2007 | 355 | Mar 9, 2009 | 912 | Oct 17, 2012 | 1267 |
| -43.67% | Sep 5, 2000 | 525 | Oct 9, 2002 | 1016 | Oct 20, 2006 | 1541 |
| -33.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -22.13% | Dec 30, 2021 | 198 | Oct 12, 2022 | 310 | Jan 8, 2024 | 508 |
| -17.14% | Oct 3, 2018 | 57 | Dec 24, 2018 | 70 | Apr 5, 2019 | 127 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.68, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XLU | XLV | ^GSPC | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.50 | 0.73 | 1.00 | 0.98 |
| XLU | 0.50 | 1.00 | 0.44 | 0.50 | 0.58 |
| XLV | 0.73 | 0.44 | 1.00 | 0.73 | 0.81 |
| ^GSPC | 1.00 | 0.50 | 0.73 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.58 | 0.81 | 0.98 | 1.00 |