15Utes/10Healthcare/75Sp500
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 | 75% | |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 10% |
XLV Health Care Select Sector SPDR Fund | 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.
The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLU
Returns By Period
As of May 9, 2025, the 15Utes/10Healthcare/75Sp500 returned -2.33% Year-To-Date and 10.18% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 15Utes/10Healthcare/75Sp500 | -2.33% | 11.29% | -4.64% | 8.22% | 13.04% | 10.18% |
| Portfolio components: | ||||||
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
XLU Utilities Select Sector SPDR Fund | 6.58% | 9.59% | 4.69% | 17.47% | 10.81% | 9.79% |
XLV Health Care Select Sector SPDR Fund | -2.12% | 0.87% | -9.28% | -4.06% | 7.88% | 7.98% |
Monthly Returns
The table below presents the monthly returns of 15Utes/10Healthcare/75Sp500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.33% | -0.67% | -4.49% | -1.14% | 0.78% | -2.33% | |||||||
| 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% | 5.69% | 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% |
| 2020 | 0.15% | -8.30% | -10.96% | 11.76% | 4.31% | 0.59% | 5.73% | 5.37% | -3.20% | -2.11% | 9.26% | 3.42% | 14.40% |
| 2019 | 6.97% | 2.80% | 1.70% | 2.63% | -5.39% | 6.47% | 0.73% | -0.95% | 1.72% | 2.23% | 3.14% | 3.00% | 27.44% |
| 2018 | 4.88% | -3.98% | -2.12% | 0.56% | 1.53% | 0.89% | 3.84% | 3.06% | 0.73% | -6.01% | 2.92% | -8.62% | -3.26% |
| 2017 | 1.81% | 4.27% | -0.12% | 0.99% | 1.40% | 0.77% | 1.82% | 0.63% | 1.29% | 1.94% | 2.81% | 0.05% | 19.06% |
| 2016 | -4.47% | -0.15% | 6.18% | 0.40% | 1.64% | 0.95% | 3.33% | -1.12% | -0.14% | -2.36% | 2.32% | 1.95% | 8.43% |
| 2015 | -1.90% | 4.07% | -1.29% | 0.43% | 1.51% | -2.23% | 2.53% | -6.23% | -2.50% | 7.49% | -0.21% | -0.87% | 0.12% |
| 2014 | -2.23% | 4.52% | 0.66% | 0.79% | 1.89% | 2.19% | -1.80% | 4.04% | -1.27% | 3.33% | 2.47% | -0.15% | 15.12% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 15Utes/10Healthcare/75Sp500 is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 0.48 | 0.80 | 1.12 | 0.49 | 1.90 |
XLU Utilities Select Sector SPDR Fund | 1.02 | 1.63 | 1.21 | 1.91 | 4.87 |
XLV Health Care Select Sector SPDR Fund | -0.27 | -0.23 | 0.97 | -0.25 | -0.56 |
Dividends
Dividend yield
15Utes/10Healthcare/75Sp500 provided a 0.55% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.55% | 0.55% | 0.58% | 0.51% | 0.48% | 0.54% | 0.62% | 0.57% | 0.55% | 0.58% | 0.58% | 0.52% |
| 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 | 2.84% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
XLV Health Care Select Sector SPDR Fund | 1.74% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
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.
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 6.90%.
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 | 310 | Jan 8, 2024 | 508 |
| -17.14% | Oct 3, 2018 | 57 | Dec 24, 2018 | 70 | Apr 5, 2019 | 127 |
Volatility
Volatility Chart
The current 15Utes/10Healthcare/75Sp500 volatility is 9.90%, 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.
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
| ^GSPC | XLU | XLV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.74 | 0.99 |
| XLU | 0.50 | 1.00 | 0.45 | 0.59 |
| XLV | 0.74 | 0.45 | 1.00 | 0.81 |
| Portfolio | 0.99 | 0.59 | 0.81 | 1.00 |