S&P 500
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 | 100% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jan 2, 1970, corresponding to the inception date of ^GSPC
Returns By Period
As of May 9, 2025, the S&P 500 returned -3.70% Year-To-Date and 10.43% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of S&P 500, 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 | 2.70% | -1.42% | -5.75% | -0.76% | 1.70% | -3.70% | |||||||
| 2024 | 1.59% | 5.17% | 3.10% | -4.16% | 4.80% | 3.47% | 1.13% | 2.28% | 2.02% | -0.99% | 5.73% | -2.50% | 23.31% |
| 2023 | 6.18% | -2.61% | 3.51% | 1.46% | 0.25% | 6.47% | 3.11% | -1.77% | -4.87% | -2.20% | 8.92% | 4.42% | 24.23% |
| 2022 | -5.26% | -3.14% | 3.58% | -8.80% | 0.01% | -8.39% | 9.11% | -4.24% | -9.34% | 7.99% | 5.38% | -5.90% | -19.44% |
| 2021 | -1.11% | 2.61% | 4.24% | 5.24% | 0.55% | 2.22% | 2.27% | 2.90% | -4.76% | 6.91% | -0.83% | 4.36% | 26.89% |
| 2020 | -0.16% | -8.41% | -12.51% | 12.68% | 4.53% | 1.84% | 5.51% | 7.01% | -3.92% | -2.77% | 10.75% | 3.71% | 16.26% |
| 2019 | 7.87% | 2.97% | 1.79% | 3.93% | -6.58% | 6.89% | 1.31% | -1.81% | 1.72% | 2.04% | 3.40% | 2.86% | 28.88% |
| 2018 | 5.62% | -3.89% | -2.69% | 0.27% | 2.16% | 0.48% | 3.60% | 3.03% | 0.43% | -6.94% | 1.79% | -9.18% | -6.24% |
| 2017 | 1.79% | 3.72% | -0.04% | 0.91% | 1.16% | 0.48% | 1.93% | 0.05% | 1.93% | 2.22% | 2.81% | 0.98% | 19.42% |
| 2016 | -5.07% | -0.41% | 6.60% | 0.27% | 1.53% | 0.09% | 3.56% | -0.12% | -0.12% | -1.94% | 3.42% | 1.82% | 9.54% |
| 2015 | -3.10% | 5.49% | -1.74% | 0.85% | 1.05% | -2.10% | 1.97% | -6.26% | -2.64% | 8.30% | 0.05% | -1.75% | -0.73% |
| 2014 | -3.56% | 4.31% | 0.69% | 0.62% | 2.10% | 1.91% | -1.51% | 3.77% | -1.55% | 2.32% | 2.45% | -0.42% | 11.39% |
Expense Ratio
S&P 500 has an expense ratio of 0.00%, meaning no management fees are charged. 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 S&P 500 is 32, 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 |
Dividends
Dividend yield
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 S&P 500. 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 S&P 500 was 56.78%, occurring on Mar 9, 2009. Recovery took 1021 trading sessions.
The current S&P 500 drawdown is 7.82%.
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
Volatility Chart
The current S&P 500 volatility is 11.21%, 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 1 assets, with an effective number of assets of 1.00, 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 | Portfolio | |
|---|---|---|
| ^GSPC | 1.00 | 1.00 |
| Portfolio | 1.00 | 1.00 |