S&P 500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in S&P 500, 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 30, 2023, the S&P 500 returned 11.68% Year-To-Date and 9.74% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.75% |
| S&P 500 | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.75% |
| Portfolio components: | ||||||
^GSPC S&P 500 | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.75% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.51% | 1.46% | 0.25% | 6.47% | 3.11% | -1.77% |
Dividend yield
Expense Ratio
The S&P 500 has an expense ratio of 0.00%, indicating no management fees are charged. 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 | 0.89 |
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 S&P 500. 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 S&P 500 is 56.78%, recorded on Mar 9, 2009. It took 1021 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.78% | Oct 10, 2007 | 355 | Mar 9, 2009 | 1021 | Mar 28, 2013 | 1376 |
| -49.15% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1166 | May 30, 2007 | 1803 |
| -48.2% | Jan 12, 1973 | 436 | Oct 3, 1974 | 1462 | Jul 17, 1980 | 1898 |
| -33.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -33.51% | Aug 26, 1987 | 71 | Dec 4, 1987 | 414 | Jul 26, 1989 | 485 |
Volatility Chart
The current S&P 500 volatility is 3.17%, 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.