LT AW 01
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LT AW 01, 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 Feb 28, 2012, corresponding to the inception date of SPGM
Returns By Period
As of Aug 27, 2024, the LT AW 01 returned 13.13% Year-To-Date and 14.78% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| LT AW 01 | 13.13% | 2.55% | 8.01% | 24.44% | 17.19% | 14.78% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 15.29% | 2.25% | 7.89% | 31.03% | 23.98% | 20.19% |
XLP Consumer Staples Select Sector SPDR Fund | 16.14% | 5.01% | 12.30% | 16.65% | 9.18% | 9.10% |
XLV Health Care Select Sector SPDR Fund | 14.78% | 3.61% | 6.68% | 18.07% | 13.41% | 11.11% |
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 14.73% | 2.84% | 9.75% | 23.48% | 12.46% | 9.12% |
SDY SPDR S&P Dividend ETF | 12.37% | 3.58% | 12.07% | 17.21% | 10.02% | 9.94% |
SPIB SPDR Portfolio Intermediate Term Corporate Bond ETF | 4.64% | 2.15% | 5.48% | 9.80% | 1.70% | 2.56% |
Monthly Returns
The table below presents the monthly returns of LT AW 01, 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 | 1.83% | 3.23% | 1.34% | -4.36% | 5.06% | 4.94% | -0.97% | 13.13% | |||||
| 2023 | 6.52% | -0.76% | 7.49% | 0.52% | 4.26% | 4.58% | 2.19% | -1.52% | -5.05% | -0.64% | 9.79% | 3.97% | 34.97% |
| 2022 | -5.20% | -3.42% | 2.06% | -7.85% | -0.21% | -6.79% | 9.52% | -4.95% | -9.41% | 6.26% | 5.82% | -5.72% | -19.94% |
| 2021 | -0.77% | 0.91% | 2.09% | 3.95% | -0.11% | 4.32% | 2.89% | 2.48% | -4.64% | 5.75% | 2.27% | 3.54% | 24.68% |
| 2020 | 2.33% | -5.82% | -8.09% | 11.06% | 5.38% | 4.70% | 4.65% | 8.11% | -3.90% | -3.48% | 9.06% | 4.07% | 29.28% |
| 2019 | 5.80% | 4.71% | 3.56% | 4.21% | -5.99% | 6.86% | 2.22% | -0.75% | 1.31% | 2.90% | 3.84% | 3.28% | 36.23% |
| 2018 | 4.81% | -1.47% | -2.54% | -0.20% | 4.18% | 0.16% | 2.24% | 4.41% | 0.23% | -5.76% | -0.36% | -6.37% | -1.41% |
| 2017 | 2.56% | 3.69% | 1.36% | 1.58% | 2.81% | -1.51% | 3.08% | 1.83% | 0.75% | 4.00% | 1.52% | 0.64% | 24.56% |
| 2016 | -2.86% | -0.10% | 6.69% | -2.64% | 3.06% | -0.03% | 5.00% | 0.48% | 1.21% | -1.18% | -0.15% | 1.86% | 11.46% |
| 2015 | -1.88% | 5.31% | -2.10% | 1.61% | 1.42% | -2.94% | 2.23% | -4.63% | -1.06% | 7.71% | 0.36% | -1.37% | 4.07% |
| 2014 | -1.76% | 3.71% | 0.30% | 0.48% | 2.88% | 1.50% | 0.52% | 2.92% | -0.65% | 1.87% | 3.66% | -1.47% | 14.68% |
| 2013 | 2.23% | 1.04% | 2.54% | 1.77% | 1.36% | -2.43% | 3.46% | -1.46% | 2.46% | 4.29% | 2.32% | 2.19% | 21.43% |
Expense Ratio
LT AW 01 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 LT AW 01 is 47, 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.63 | 2.18 | 1.29 | 1.97 | 7.35 |
XLP Consumer Staples Select Sector SPDR Fund | 1.67 | 2.40 | 1.29 | 1.23 | 6.15 |
XLV Health Care Select Sector SPDR Fund | 1.77 | 2.42 | 1.32 | 1.65 | 6.85 |
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 2.07 | 2.87 | 1.37 | 1.72 | 9.23 |
SDY SPDR S&P Dividend ETF | 1.65 | 2.34 | 1.30 | 1.23 | 5.86 |
SPIB SPDR Portfolio Intermediate Term Corporate Bond ETF | 2.35 | 3.67 | 1.44 | 0.90 | 11.16 |
Dividends
Dividend yield
LT AW 01 granted a 1.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LT AW 01 | 1.66% | 1.67% | 1.59% | 1.11% | 1.40% | 1.78% | 2.03% | 1.93% | 2.05% | 2.30% | 2.11% | 2.11% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLP Consumer Staples Select Sector SPDR Fund | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
XLV Health Care Select Sector SPDR Fund | 1.44% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 1.77% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% | 2.18% | 1.74% |
SDY SPDR S&P Dividend ETF | 2.41% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
SPIB SPDR Portfolio Intermediate Term Corporate Bond ETF | 4.20% | 3.84% | 2.65% | 1.58% | 2.18% | 3.03% | 3.03% | 2.79% | 2.68% | 2.69% | 2.65% | 3.04% |
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 LT AW 01. 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 LT AW 01 was 26.86%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current LT AW 01 drawdown is 2.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -25.94% | Dec 28, 2021 | 200 | Oct 12, 2022 | 189 | Jul 17, 2023 | 389 |
| -16.94% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -10.2% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -10.14% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility
Volatility Chart
The current LT AW 01 volatility is 6.71%, 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
| SPIB | XLP | XLK | SPGM | XLV | SDY | |
|---|---|---|---|---|---|---|
| SPIB | 1.00 | 0.13 | 0.08 | 0.10 | 0.06 | 0.07 |
| XLP | 0.13 | 1.00 | 0.49 | 0.47 | 0.61 | 0.73 |
| XLK | 0.08 | 0.49 | 1.00 | 0.68 | 0.60 | 0.61 |
| SPGM | 0.10 | 0.47 | 0.68 | 1.00 | 0.56 | 0.66 |
| XLV | 0.06 | 0.61 | 0.60 | 0.56 | 1.00 | 0.68 |
| SDY | 0.07 | 0.73 | 0.61 | 0.66 | 0.68 | 1.00 |