Blank
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Blank, 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
The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLI
Returns By Period
As of Dec 4, 2024, the Blank returned 21.68% Year-To-Date and 13.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Blank | 21.68% | 4.71% | 12.59% | 26.54% | 14.67% | 13.16% |
| Portfolio components: | ||||||
XLI Industrial Select Sector SPDR Fund | 25.82% | 5.98% | 17.49% | 32.40% | 14.05% | 11.59% |
XLP Consumer Staples Select Sector SPDR Fund | 17.14% | 3.17% | 7.41% | 19.67% | 8.66% | 8.26% |
XLK Technology Select Sector SPDR Fund | 23.67% | 5.76% | 12.56% | 30.13% | 23.46% | 20.43% |
XLY Consumer Discretionary Select Sector SPDR Fund | 26.11% | 11.98% | 27.80% | 32.54% | 14.21% | 13.43% |
XLU Utilities Select Sector SPDR Fund | 29.99% | 2.97% | 13.62% | 31.32% | 8.29% | 9.33% |
XLV Health Care Select Sector SPDR Fund | 8.87% | -0.62% | 1.94% | 12.92% | 9.94% | 9.34% |
Monthly Returns
The table below presents the monthly returns of Blank, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.43% | 4.38% | 2.73% | -3.40% | 3.87% | 1.74% | 1.85% | 3.19% | 2.69% | -2.30% | 5.33% | 21.68% | |
| 2023 | 3.89% | -1.95% | 4.91% | 1.01% | -0.66% | 6.35% | 2.29% | -2.46% | -5.33% | -1.77% | 8.26% | 4.46% | 19.66% |
| 2022 | -5.26% | -2.38% | 4.19% | -6.15% | -0.96% | -6.10% | 8.75% | -3.79% | -9.12% | 8.25% | 5.96% | -4.58% | -12.47% |
| 2021 | -1.86% | 0.44% | 6.04% | 4.04% | 0.42% | 1.65% | 2.87% | 2.25% | -5.17% | 6.56% | -0.28% | 6.18% | 24.92% |
| 2020 | 1.24% | -8.19% | -9.98% | 10.72% | 4.82% | 1.68% | 6.01% | 6.66% | -2.27% | -2.43% | 9.73% | 2.78% | 20.08% |
| 2019 | 7.11% | 4.09% | 2.41% | 3.19% | -5.67% | 6.94% | 1.31% | -0.16% | 1.90% | 1.83% | 3.26% | 2.67% | 32.24% |
| 2018 | 4.75% | -3.77% | -2.05% | -0.77% | 2.15% | 1.00% | 4.12% | 3.03% | 1.08% | -5.59% | 2.55% | -8.54% | -2.95% |
| 2017 | 2.49% | 4.52% | 0.45% | 1.66% | 2.51% | -0.62% | 1.87% | 0.97% | 0.82% | 1.94% | 3.47% | 0.56% | 22.60% |
| 2016 | -3.15% | 0.94% | 6.43% | -1.08% | 1.73% | 1.63% | 3.44% | -0.78% | 0.22% | -1.89% | 1.23% | 1.78% | 10.65% |
| 2015 | -1.66% | 4.70% | -1.79% | 0.27% | 1.57% | -2.54% | 3.45% | -5.85% | -1.27% | 7.70% | -0.09% | -0.33% | 3.49% |
| 2014 | -2.69% | 4.61% | 0.59% | 1.08% | 2.28% | 1.46% | -1.86% | 4.24% | -0.63% | 3.69% | 4.09% | -0.49% | 17.25% |
| 2013 | 4.94% | 1.89% | 4.04% | 2.21% | 0.81% | -1.03% | 5.02% | -2.98% | 3.23% | 4.97% | 2.68% | 2.30% | 31.57% |
Expense Ratio
Blank has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Blank is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
XLI Industrial Select Sector SPDR Fund | 2.44 | 3.48 | 1.43 | 5.51 | 16.87 |
XLP Consumer Staples Select Sector SPDR Fund | 1.96 | 2.80 | 1.34 | 2.10 | 11.36 |
XLK Technology Select Sector SPDR Fund | 1.31 | 1.79 | 1.24 | 1.68 | 5.79 |
XLY Consumer Discretionary Select Sector SPDR Fund | 1.80 | 2.45 | 1.30 | 1.78 | 8.65 |
XLU Utilities Select Sector SPDR Fund | 1.94 | 2.67 | 1.33 | 1.58 | 9.35 |
XLV Health Care Select Sector SPDR Fund | 1.22 | 1.72 | 1.22 | 1.33 | 4.38 |
Dividends
Dividend yield
Blank provided a 1.51% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.70% | 1.69% | 1.40% | 1.66% | 1.94% | 2.14% | 1.89% | 2.11% | 2.11% | 1.94% | 1.97% |
| Portfolio components: | ||||||||||||
XLI Industrial Select Sector SPDR Fund | 1.30% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
XLP Consumer Staples Select Sector SPDR Fund | 2.55% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.67% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
XLU Utilities Select Sector SPDR Fund | 2.75% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
XLV Health Care Select Sector SPDR Fund | 1.55% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
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 Blank. 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 Blank was 47.37%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.
The current Blank drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.37% | Nov 1, 2007 | 339 | Mar 9, 2009 | 467 | Jan 12, 2011 | 806 |
| -43.82% | Jul 18, 2000 | 559 | Oct 9, 2002 | 1004 | Oct 4, 2006 | 1563 |
| -32.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -20.58% | Dec 30, 2021 | 198 | Oct 12, 2022 | 187 | Jul 13, 2023 | 385 |
| -16.9% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
Volatility
Volatility Chart
The current Blank volatility is 3.05%, 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
Asset Correlations Table
| XLU | XLP | XLK | XLV | XLY | XLI | |
|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.54 | 0.36 | 0.45 | 0.40 | 0.45 |
| XLP | 0.54 | 1.00 | 0.46 | 0.58 | 0.56 | 0.57 |
| XLK | 0.36 | 0.46 | 1.00 | 0.60 | 0.70 | 0.68 |
| XLV | 0.45 | 0.58 | 0.60 | 1.00 | 0.62 | 0.64 |
| XLY | 0.40 | 0.56 | 0.70 | 0.62 | 1.00 | 0.75 |
| XLI | 0.45 | 0.57 | 0.68 | 0.64 | 0.75 | 1.00 |