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sectors
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in sectors, 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.


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The earliest data available for this chart is Jun 22, 2006, corresponding to the inception date of XRT

Returns By Period

As of Apr 3, 2026, the sectors returned 2.74% Year-To-Date and 11.91% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
sectors
0.00%-3.85%2.74%3.40%14.07%13.75%9.53%11.91%
XHB
SPDR S&P Homebuilders ETF
-1.00%-11.73%-4.46%-11.73%0.02%13.96%7.37%12.26%
XLF
Financial Select Sector SPDR Fund
0.18%-2.78%-9.10%-6.36%0.27%17.30%9.41%12.53%
XLI
Industrial Select Sector SPDR Fund
-0.40%-6.39%5.87%6.87%24.75%19.11%12.34%13.48%
XRT
SPDR S&P Retail ETF
-0.19%-5.82%-5.42%-6.86%13.59%9.45%-0.59%7.47%
XLU
Utilities Select Sector SPDR Fund
0.50%-0.86%9.31%6.98%20.02%14.75%11.01%9.89%
XLK
State Street Technology Select Sector SPDR ETF
0.80%-0.98%-5.43%-4.69%30.55%22.58%15.84%21.15%
XLB
Materials Select Sector SPDR ETF
-0.10%-2.51%11.65%13.47%18.14%9.62%6.98%10.69%
XLV
State Street Health Care Select Sector SPDR ETF
-0.62%-5.95%-4.77%3.39%3.55%5.64%6.45%9.60%
XLE
State Street Energy Select Sector SPDR ETF
0.47%5.52%33.39%36.01%29.93%14.70%23.16%11.36%
XLP
State Street Consumer Staples Select Sector SPDR ETF
0.53%-6.14%6.01%6.51%3.19%5.77%6.56%7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 23, 2006, sectors's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +15.0%, while the worst month was Oct 2008 at -19.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, sectors closed higher 55% of trading days. The best single day was Oct 28, 2008 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.77%4.38%-5.44%0.31%2.74%
20253.27%-0.59%-3.53%-2.33%4.20%3.00%1.24%3.71%1.12%-0.82%2.10%-0.32%11.25%
2024-1.27%5.52%4.10%-4.76%3.40%-0.13%4.51%2.14%2.53%-2.16%6.45%-6.66%13.49%
20237.06%-3.25%0.61%0.93%-3.34%8.49%3.82%-2.83%-4.75%-3.35%8.95%6.32%18.65%
2022-4.48%-1.71%3.60%-5.90%0.30%-9.17%9.28%-2.97%-9.59%9.09%6.38%-5.08%-11.94%
20212.14%2.90%7.49%4.73%1.41%0.17%0.96%2.04%-4.23%7.45%-1.39%5.50%32.53%

Benchmark Metrics

sectors has an annualized alpha of 1.32%, beta of 0.98, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 23, 2006.

  • This portfolio captured 102.91% of S&P 500 Index gains but only 97.90% of its losses — a favorable profile for investors.
  • With beta of 0.98 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.32%
Beta
0.98
0.93
Upside Capture
102.91%
Downside Capture
97.90%

Expense Ratio

sectors has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Top 10 holdings

Return for Risk

Risk / Return Rank

sectors ranks 20 for risk / return — below 20% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


sectors Risk / Return Rank: 2020
Overall Rank
sectors Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
sectors Sortino Ratio Rank: 1919
Sortino Ratio Rank
sectors Omega Ratio Rank: 1919
Omega Ratio Rank
sectors Calmar Ratio Rank: 2020
Calmar Ratio Rank
sectors Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.88

-0.04

Sortino ratio

Return per unit of downside risk

1.31

1.37

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.22

1.39

-0.16

Martin ratio

Return relative to average drawdown

5.51

6.43

-0.93


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XHB
SPDR S&P Homebuilders ETF
120.000.221.020.080.19
XLF
Financial Select Sector SPDR Fund
120.010.151.020.070.22
XLI
Industrial Select Sector SPDR Fund
681.281.841.262.077.98
XRT
SPDR S&P Retail ETF
310.551.001.121.193.09
XLU
Utilities Select Sector SPDR Fund
621.271.731.242.245.38
XLK
State Street Technology Select Sector SPDR ETF
611.131.711.241.986.27
XLB
Materials Select Sector SPDR ETF
420.871.361.171.314.52
XLV
State Street Health Care Select Sector SPDR ETF
160.200.401.050.390.83
XLE
State Street Energy Select Sector SPDR ETF
541.191.581.231.604.21
XLP
State Street Consumer Staples Select Sector SPDR ETF
160.230.431.050.300.71

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

sectors Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.84
  • 5-Year: 0.60
  • 10-Year: 0.67
  • All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of sectors compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

sectors provided a 1.56% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.56%1.63%1.74%1.86%2.00%1.63%1.93%2.26%2.19%1.91%3.52%2.12%
XHB
SPDR S&P Homebuilders ETF
0.65%0.78%0.59%0.77%1.06%0.51%0.73%0.89%1.25%0.72%0.67%0.50%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
XLI
Industrial Select Sector SPDR Fund
1.25%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%
XRT
SPDR S&P Retail ETF
0.86%0.77%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.30%
XLU
Utilities Select Sector SPDR Fund
2.57%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%
XLK
State Street Technology Select Sector SPDR ETF
0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
XLB
Materials Select Sector SPDR ETF
1.73%1.92%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%
XLE
State Street Energy Select Sector SPDR ETF
2.52%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.66%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the sectors. 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 sectors was 56.22%, occurring on Mar 9, 2009. Recovery took 536 trading sessions.

The current sectors drawdown is 5.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.22%Jun 5, 2007444Mar 9, 2009536Apr 21, 2011980
-38.31%Feb 21, 202022Mar 23, 2020111Aug 28, 2020133
-20.78%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-20.72%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-19.02%Sep 24, 201864Dec 24, 201881Apr 23, 2019145

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkXLUXLEXLPXLVIYRXLKXRTXHBXLFXLBIYTXLYXLIPortfolio
Benchmark1.000.490.600.640.730.670.880.720.720.810.790.780.860.860.94
XLU0.491.000.350.600.470.570.360.320.360.390.430.380.380.450.54
XLE0.600.351.000.380.410.400.440.460.450.550.660.530.460.610.65
XLP0.640.600.381.000.630.590.500.510.500.540.550.520.560.580.68
XLV0.730.470.410.631.000.550.590.520.530.600.590.560.600.630.71
IYR0.670.570.400.590.551.000.530.580.630.630.580.590.610.620.76
XLK0.880.360.440.500.590.531.000.600.600.620.630.640.760.700.76
XRT0.720.320.460.510.520.580.601.000.730.660.640.710.790.700.82
XHB0.720.360.450.500.530.630.600.731.000.660.670.710.740.720.83
XLF0.810.390.550.540.600.630.620.660.661.000.700.730.700.780.83
XLB0.790.430.660.550.590.580.630.640.670.701.000.730.680.810.84
IYT0.780.380.530.520.560.590.640.710.710.730.731.000.730.860.85
XLY0.860.380.460.560.600.610.760.790.740.700.680.731.000.750.86
XLI0.860.450.610.580.630.620.700.700.720.780.810.860.751.000.90
Portfolio0.940.540.650.680.710.760.760.820.830.830.840.850.860.901.00
The correlation results are calculated based on daily price changes starting from Jun 23, 2006