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 | 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 Quarterly
The earliest data available for this chart is Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Nov 13, 2024, the spdr 18 august returned 108.80% Year-To-Date and 28.67% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| spdr 18 august | 108.80% | 8.53% | 46.10% | 124.28% | 47.80% | 28.67% |
| Portfolio components: | ||||||
TRGP Targa Resources Corp. | 128.74% | 17.75% | 71.53% | 134.02% | 42.15% | 10.84% |
THC Tenet Healthcare Corporation | 117.30% | 5.38% | 27.73% | 199.27% | 41.14% | 13.48% |
TT Trane Technologies plc | 69.93% | 2.82% | 25.20% | 85.29% | 35.12% | 26.07% |
CRS Carpenter Technology Corporation | 151.68% | 9.22% | 67.33% | 160.47% | 30.62% | 15.32% |
AVGO Broadcom Inc. | 59.57% | -2.90% | 28.52% | 88.96% | 46.11% | 38.43% |
MSI Motorola Solutions, Inc. | 60.11% | 6.31% | 38.45% | 62.38% | 27.02% | 24.69% |
EME EMCOR Group, Inc. | 139.29% | 14.19% | 37.53% | 143.73% | 42.25% | 28.34% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.07% | 13.03% | 9.73% | 5.25% | 11.95% | 2.98% | 9.93% | 5.68% | 5.57% | 0.17% | 108.80% | ||
| 2023 | 9.11% | 2.76% | 0.04% | 7.12% | -4.96% | 13.48% | 4.79% | 3.40% | -2.13% | -3.69% | 12.98% | 3.14% | 54.23% |
| 2022 | -4.99% | 7.98% | 7.55% | -8.58% | -1.97% | -12.04% | 14.92% | 0.52% | -7.88% | 12.29% | 10.12% | -3.97% | 9.92% |
| 2021 | 3.13% | 12.93% | 4.91% | 2.67% | 11.90% | 0.29% | 0.82% | 0.21% | -2.91% | 5.17% | -1.92% | 8.15% | 54.06% |
| 2020 | -6.02% | -8.12% | -34.17% | 26.67% | 12.75% | 4.06% | 4.68% | 3.51% | -6.28% | 3.35% | 26.31% | 10.43% | 23.69% |
| 2019 | 16.09% | 6.90% | 1.32% | 4.60% | -7.74% | 10.04% | -0.68% | 0.89% | 2.33% | 0.93% | 4.38% | 2.35% | 47.63% |
| 2018 | 4.56% | -0.95% | -1.57% | 5.25% | 8.64% | -1.61% | 4.17% | 4.23% | 0.00% | -10.59% | 0.84% | -14.39% | -3.88% |
| 2017 | 5.90% | -0.17% | 1.28% | 1.77% | -4.61% | 3.06% | 2.82% | -1.58% | 5.25% | 1.74% | 1.63% | 2.13% | 20.49% |
| 2016 | -7.81% | 7.35% | 10.88% | 8.87% | -1.75% | -0.79% | 6.64% | 2.55% | 5.10% | -8.17% | 9.80% | 2.60% | 38.47% |
| 2015 | -10.40% | 10.88% | -0.80% | 0.37% | 0.29% | -1.96% | -1.83% | -5.30% | -10.13% | 7.44% | -2.75% | -9.09% | -22.82% |
| 2014 | -1.25% | 5.14% | 1.70% | 1.33% | 3.31% | 5.35% | -6.35% | 5.22% | -3.87% | 4.05% | -1.72% | 0.56% | 13.42% |
| 2013 | 8.36% | 0.25% | 7.87% | -7.21% | 5.21% | -1.80% | 4.82% | -0.97% | 7.90% | 4.40% | 2.80% | 6.44% | 43.73% |
Expense Ratio
spdr 18 august 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of spdr 18 august is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
TRGP Targa Resources Corp. | 6.01 | 6.51 | 1.91 | 12.31 | 45.95 |
THC Tenet Healthcare Corporation | 5.19 | 5.93 | 1.75 | 5.15 | 52.65 |
TT Trane Technologies plc | 3.68 | 4.48 | 1.59 | 9.11 | 32.42 |
CRS Carpenter Technology Corporation | 3.86 | 4.24 | 1.54 | 8.40 | 23.63 |
AVGO Broadcom Inc. | 1.90 | 2.53 | 1.32 | 3.44 | 10.50 |
MSI Motorola Solutions, Inc. | 3.61 | 5.09 | 1.71 | 10.42 | 29.49 |
EME EMCOR Group, Inc. | 4.71 | 4.82 | 1.73 | 9.90 | 31.76 |
Dividends
Dividend yield
spdr 18 august provided a 0.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.74% | 1.20% | 1.58% | 1.32% | 2.20% | 2.81% | 3.26% | 2.52% | 2.38% | 3.59% | 1.52% | 1.32% |
| Portfolio components: | ||||||||||||
TRGP Targa Resources Corp. | 1.42% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
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 | 0.80% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
CRS Carpenter Technology Corporation | 0.45% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% | 1.16% |
AVGO Broadcom Inc. | 1.19% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
EME EMCOR Group, Inc. | 0.18% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
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 50.77%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current spdr 18 august drawdown is 0.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.77% | Dec 24, 2019 | 61 | Mar 23, 2020 | 53 | Jun 8, 2020 | 114 |
| -40.61% | Jun 20, 2014 | 415 | Feb 11, 2016 | 197 | Nov 21, 2016 | 612 |
| -27.41% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -27.16% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -24.68% | Apr 21, 2022 | 52 | Jul 6, 2022 | 98 | Nov 22, 2022 | 150 |
Volatility
Volatility Chart
The current spdr 18 august volatility is 6.88%, 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 | 0.40 |
| THC | 0.33 | 1.00 | 0.32 | 0.31 | 0.38 | 0.37 | 0.41 |
| AVGO | 0.29 | 0.32 | 1.00 | 0.43 | 0.38 | 0.45 | 0.40 |
| MSI | 0.28 | 0.31 | 0.43 | 1.00 | 0.36 | 0.47 | 0.42 |
| CRS | 0.44 | 0.38 | 0.38 | 0.36 | 1.00 | 0.48 | 0.53 |
| TT | 0.34 | 0.37 | 0.45 | 0.47 | 0.48 | 1.00 | 0.59 |
| EME | 0.40 | 0.41 | 0.40 | 0.42 | 0.53 | 0.59 | 1.00 |