spdr 18 august
EME - EMCOR Group, Inc. (Industrials) MLI - Mueller Industries, Inc. (Industrials) THC - Tenet Healthcare Corporation (Healthcare) EMCOR Group, Inc. (EME) CSL - Carlisle Companies Incorporated (Industrials) AVGO - Broadcom Inc. (Technology) FSS - Federal Signal Corporation (Industrials) SPXC - SPX Corporation (Industrials) META - Meta Platforms, Inc. (Communication Services) CRS - Carpenter Technology Corporation (Materials) ENSG - The Ensign Group, Inc. (Healthcare)
Proposed Allocations:
CRS (Carpenter Technology Corporation): 20% TRGP (Targa Resources Corp.): 18% MSI (Motorola Solutions, Inc.): 17% TT (Trane Technologies plc): 15% EME (EMCOR Group, Inc.): 12% AVGO (Broadcom Inc.): 10% THC (Tenet Healthcare Corporation): 8%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10% |
CRS Carpenter Technology Corporation | Industrials | 20% |
EME EMCOR Group, Inc. | Industrials | 12% |
MSI Motorola Solutions, Inc. | Technology | 17% |
THC Tenet Healthcare Corporation | Healthcare | 8% |
TRGP Targa Resources Corp. | Energy | 18% |
TT Trane Technologies plc | Industrials | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in spdr 18 august, 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 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Apr 21, 2025, the spdr 18 august returned -7.36% Year-To-Date and 26.86% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| spdr 18 august | -17.27% | -7.86% | -6.97% | 38.11% | 45.08% | 22.31% |
| Portfolio components: | ||||||
TRGP Targa Resources Corp. | -1.84% | -11.57% | 8.14% | 57.75% | 90.30% | 10.46% |
THC Tenet Healthcare Corporation | -3.50% | -1.13% | -25.67% | 30.71% | 43.65% | 9.08% |
TT Trane Technologies plc | -9.55% | -4.03% | -16.84% | 16.72% | 34.96% | 22.21% |
CRS Carpenter Technology Corporation | 0.40% | -7.40% | 7.62% | 119.47% | 59.86% | 17.33% |
AVGO Broadcom Inc. | -26.02% | -10.78% | -4.40% | 43.67% | 51.22% | 33.51% |
MSI Motorola Solutions, Inc. | -8.69% | -0.42% | -10.98% | 25.16% | 25.56% | 23.43% |
EME EMCOR Group, Inc. | -16.45% | -4.07% | -16.42% | 15.54% | 44.82% | 23.95% |
Monthly Returns
The table below presents the monthly returns of spdr 18 august, 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 | -0.53% | -6.33% | -9.56% | -1.83% | -17.27% | ||||||||
| 2024 | 3.61% | 11.90% | 6.15% | 0.48% | 5.48% | 10.38% | 3.21% | 4.72% | 5.53% | -0.30% | 6.00% | 11.28% | 93.11% |
| 2023 | 4.29% | 2.65% | 4.48% | 1.83% | 6.52% | 9.77% | 3.78% | 2.64% | -5.86% | -1.05% | 11.88% | 9.75% | 62.25% |
| 2022 | -10.09% | -0.15% | 6.95% | -9.97% | 1.18% | -11.77% | 13.07% | -2.01% | -8.52% | 9.75% | 12.22% | -1.76% | -5.37% |
| 2021 | 1.58% | 6.92% | 4.13% | 1.74% | 7.37% | 1.79% | 2.89% | 2.37% | -4.10% | 7.55% | 1.60% | 12.48% | 56.12% |
| 2020 | -2.24% | -8.23% | -24.67% | 12.97% | 4.04% | 5.31% | 4.51% | 7.59% | 0.85% | 0.83% | 15.73% | 6.40% | 17.77% |
| 2019 | 9.84% | 6.91% | 3.79% | 5.45% | -9.55% | 11.08% | -0.54% | 0.90% | -0.10% | 1.82% | 3.92% | 0.97% | 38.30% |
| 2018 | 1.91% | -1.34% | -2.34% | 1.98% | 6.77% | -0.20% | 1.10% | 3.09% | 3.19% | -8.94% | 2.38% | -8.42% | -2.02% |
| 2017 | 5.92% | 0.20% | 3.76% | 0.92% | -1.60% | 0.99% | 3.48% | -0.86% | 1.53% | 4.07% | 2.96% | -0.79% | 22.30% |
| 2016 | -7.26% | 5.27% | 11.17% | 4.46% | -0.21% | -1.00% | 4.53% | 5.61% | 2.74% | -5.35% | 8.61% | 3.29% | 34.88% |
| 2015 | -10.22% | 12.80% | -0.94% | -0.06% | 1.95% | -2.87% | -2.19% | -8.47% | -10.07% | 5.05% | -3.59% | -5.79% | -23.73% |
| 2014 | -0.28% | 5.33% | 1.61% | 2.83% | 4.38% | 8.40% | -6.10% | 7.08% | -2.54% | 0.25% | -4.23% | -0.39% | 16.35% |
Expense Ratio
spdr 18 august 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
With an overall rank of 93, spdr 18 august is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
TRGP Targa Resources Corp. | 1.67 | 1.98 | 1.30 | 2.18 | 7.56 |
THC Tenet Healthcare Corporation | 0.56 | 1.12 | 1.14 | 0.82 | 1.67 |
TT Trane Technologies plc | 0.50 | 0.84 | 1.11 | 0.57 | 1.56 |
CRS Carpenter Technology Corporation | 2.42 | 2.98 | 1.40 | 4.21 | 15.09 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
MSI Motorola Solutions, Inc. | 1.16 | 1.66 | 1.25 | 1.17 | 3.40 |
EME EMCOR Group, Inc. | 0.24 | 0.57 | 1.09 | 0.28 | 0.74 |
Dividends
Dividend yield
spdr 18 august provided a 0.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.89% | 0.77% | 1.20% | 1.58% | 1.32% | 2.20% | 2.81% | 3.26% | 2.52% | 2.38% | 3.59% | 1.52% |
| Portfolio components: | ||||||||||||
TRGP Targa Resources Corp. | 1.72% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
THC Tenet Healthcare Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TT Trane Technologies plc | 1.04% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
CRS Carpenter Technology Corporation | 0.47% | 0.47% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
MSI Motorola Solutions, Inc. | 0.98% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
EME EMCOR Group, Inc. | 0.26% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
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 spdr 18 august. 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 spdr 18 august was 43.61%, occurring on Feb 11, 2016. Recovery took 240 trading sessions.
The current spdr 18 august drawdown is 18.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.61% | Jun 20, 2014 | 415 | Feb 11, 2016 | 240 | Jan 25, 2017 | 655 |
| -43.34% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -31.61% | Jan 27, 2025 | 49 | Apr 4, 2025 | — | — | — |
| -25.76% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -24.29% | Dec 30, 2021 | 117 | Jun 16, 2022 | 158 | Feb 2, 2023 | 275 |
Volatility
Volatility Chart
The current spdr 18 august volatility is 19.14%, 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
| TRGP | THC | AVGO | MSI | CRS | TT | EME | |
|---|---|---|---|---|---|---|---|
| TRGP | 1.00 | 0.33 | 0.29 | 0.28 | 0.44 | 0.34 | 0.41 |
| THC | 0.33 | 1.00 | 0.31 | 0.31 | 0.37 | 0.37 | 0.40 |
| AVGO | 0.29 | 0.31 | 1.00 | 0.42 | 0.38 | 0.45 | 0.41 |
| MSI | 0.28 | 0.31 | 0.42 | 1.00 | 0.36 | 0.47 | 0.43 |
| CRS | 0.44 | 0.37 | 0.38 | 0.36 | 1.00 | 0.48 | 0.54 |
| TT | 0.34 | 0.37 | 0.45 | 0.47 | 0.48 | 1.00 | 0.59 |
| EME | 0.41 | 0.40 | 0.41 | 0.43 | 0.54 | 0.59 | 1.00 |