15Utes/10Healthcare/75Sp500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 75% | |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 15% |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 10% |
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the 15Utes/10Healthcare/75Sp500 returned 9.88% Year-To-Date and 10.27% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| 15Utes/10Healthcare/75Sp500 | 0.35% | 9.70% | 9.88% | 12.44% | 8.63% | 10.31% |
| Portfolio components: | ||||||
^GSPC S&P 500 | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
XLU Utilities Select Sector SPDR Fund | 2.10% | 2.24% | -6.94% | -9.22% | 7.21% | 8.94% |
XLV Health Care Select Sector SPDR Fund | -0.82% | 5.65% | -1.97% | 8.97% | 8.79% | 11.71% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XLU | XLV | ^GSPC | |
|---|---|---|---|
| XLU | 1.00 | 0.45 | 0.51 |
| XLV | 0.45 | 1.00 | 0.75 |
| ^GSPC | 0.51 | 0.75 | 1.00 |
Dividend yield
15Utes/10Healthcare/75Sp500 granted a 0.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15Utes/10Healthcare/75Sp500 | 0.57% | 0.52% | 0.50% | 0.57% | 0.68% | 0.64% | 0.64% | 0.69% | 0.71% | 0.66% | 0.80% | 0.95% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 | 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 | 3.31% | 2.99% | 2.95% | 3.42% | 3.33% | 3.86% | 4.00% | 4.24% | 4.72% | 4.25% | 5.32% | 5.94% |
XLV Health Care Select Sector SPDR Fund | 1.62% | 1.48% | 1.37% | 1.55% | 2.29% | 1.70% | 1.61% | 1.78% | 1.62% | 1.54% | 1.77% | 2.38% |
Expense Ratio
The 15Utes/10Healthcare/75Sp500 has an expense ratio of 0.03% 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 | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 0.74 | ||||
XLU Utilities Select Sector SPDR Fund | -0.61 | ||||
XLV Health Care Select Sector SPDR Fund | 0.43 |
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 15Utes/10Healthcare/75Sp500. 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 15Utes/10Healthcare/75Sp500 is 52.91%, recorded on Mar 9, 2009. It took 912 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.91% | Oct 10, 2007 | 355 | Mar 9, 2009 | 912 | Oct 17, 2012 | 1267 |
| -43.72% | Sep 5, 2000 | 525 | Oct 9, 2002 | 1017 | Oct 23, 2006 | 1542 |
| -33.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -22.14% | Dec 30, 2021 | 198 | Oct 12, 2022 | — | — | — |
| -17.14% | Oct 3, 2018 | 57 | Dec 24, 2018 | 70 | Apr 5, 2019 | 127 |
Volatility Chart
The current 15Utes/10Healthcare/75Sp500 volatility is 3.08%, 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.