sectors

Asset Allocation

Position	Category/Sector	Target Weight
XHB SPDR S&P Homebuilders ETF	Building & Construction	7.69%
XLF State Street Financial Select Sector SPDR ETF	Financials Equities	7.69%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	7.69%
XRT SPDR S&P Retail ETF	Consumer Discretionary Equities	7.69%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	7.69%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	7.69%
XLB Materials Select Sector SPDR ETF	Materials	7.69%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	7.69%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	7.69%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	7.69%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	7.69%
IYT iShares Transportation Average ETF	Transportation Equities	7.69%
IYR iShares U.S. Real Estate ETF	REIT	7.69%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 13, 2026, the sectors returned 11.39% Year-To-Date and 12.77% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio sectors	0.64%	4.40%	11.39%	10.49%	22.21%	15.68%	10.01%	12.77%
Portfolio components:
IYR iShares U.S. Real Estate ETF	0.89%	3.00%	11.47%	11.46%	12.40%	9.71%	2.47%	5.97%
IYT iShares Transportation Average ETF	0.45%	7.88%	16.53%	13.90%	34.06%	14.84%	6.47%	11.08%
XHB SPDR S&P Homebuilders ETF	-0.22%	7.49%	4.66%	0.06%	14.89%	12.84%	9.05%	13.53%
XLB Materials Select Sector SPDR ETF	1.87%	0.99%	15.57%	16.68%	21.77%	10.88%	6.01%	10.54%
XLE State Street Energy Select Sector SPDR ETF	0.75%	-0.90%	29.56%	28.37%	34.84%	16.18%	20.12%	9.91%
XLF State Street Financial Select Sector SPDR ETF	1.37%	4.00%	-2.11%	-2.09%	8.41%	18.86%	9.15%	13.33%
XLI Industrial Select Sector SPDR Fund	0.59%	0.96%	13.90%	13.10%	25.17%	20.87%	12.93%	14.15%
XLK State Street Technology Select Sector SPDR ETF	0.87%	2.95%	28.52%	28.96%	55.42%	30.28%	22.02%	25.19%
XLP State Street Consumer Staples Select Sector SPDR ETF	0.65%	0.99%	11.10%	9.54%	8.93%	8.26%	6.65%	7.60%
XLU State Street Utilities Select Sector SPDR ETF	1.09%	-0.82%	5.04%	5.48%	12.50%	13.79%	9.41%	9.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 22, 2006, sectors's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 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%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.77%	4.38%	-5.44%	6.10%	0.77%	1.73%							11.39%
2025	3.27%	-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%
2023	7.06%	-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%
2021	2.14%	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 1.14%, beta of 0.98, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 22, 2006.

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: 1.14%

Beta: 0.98

R²: 0.93

Upside Capture: 101.05%

Downside Capture: 97.02%

See how alpha, beta & R² have trended over time →

Expense Ratio

sectors has an expense ratio of 0.18%, 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

IYT

iShares Transportation Average ETF

IYR

iShares U.S. Real Estate ETF

XHB

SPDR S&P Homebuilders ETF

XRT

SPDR S&P Retail ETF

XLB

Materials Select Sector SPDR ETF

XLY

Consumer Discretionary Select Sector SPDR Fund

XLF

State Street Financial Select Sector SPDR ETF

XLI

Industrial Select Sector SPDR Fund

XLU

State Street Utilities Select Sector SPDR ETF

XLK

State Street Technology Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

sectors ranks 42 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for sectors and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.78	1.86	-0.08
Sortino ratioReturn per unit of downside risk	2.62	2.53	+0.08
Omega ratioGain probability vs. loss probability	1.31	1.34	-0.03
Calmar ratioReturn relative to maximum drawdown	2.76	2.53	+0.23
Martin ratioReturn relative to average drawdown	10.49	11.37	-0.88

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IYR iShares U.S. Real Estate ETF	27	0.84	1.24	1.15	1.34	4.19
IYT iShares Transportation Average ETF	52	1.54	2.19	1.27	2.63	8.56
XHB SPDR S&P Homebuilders ETF	16	0.42	0.87	1.09	0.55	1.13
XLB Materials Select Sector SPDR ETF	35	1.17	1.73	1.20	1.65	5.05
XLE State Street Energy Select Sector SPDR ETF	58	1.82	2.40	1.30	3.10	8.63
XLF State Street Financial Select Sector SPDR ETF	15	0.42	0.67	1.08	0.42	1.08
XLI Industrial Select Sector SPDR Fund	47	1.50	2.17	1.26	1.98	7.82
XLK State Street Technology Select Sector SPDR ETF	74	2.37	2.92	1.39	3.36	10.85
XLP State Street Consumer Staples Select Sector SPDR ETF	19	0.59	0.94	1.11	0.79	1.52
XLU State Street Utilities Select Sector SPDR ETF	25	0.81	1.18	1.15	1.30	2.80

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. Learn how to interpret the Sharpe ratio.

The current sectors Sharpe ratio is 1.78 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 1.49% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.49%	1.63%	1.74%	1.86%	2.00%	1.63%	1.93%	2.26%	2.19%	1.91%	3.52%	2.12%
Portfolio components:
IYR iShares U.S. Real Estate ETF	2.15%	2.48%	2.57%	2.75%	2.92%	2.06%	2.58%	3.05%	3.53%	3.73%	4.41%	3.92%
IYT iShares Transportation Average ETF	0.93%	1.00%	1.08%	1.26%	1.40%	0.77%	0.93%	1.29%	1.35%	0.92%	0.96%	1.28%
XHB SPDR S&P Homebuilders ETF	0.60%	0.78%	0.59%	0.77%	1.06%	0.51%	0.73%	0.89%	1.25%	0.72%	0.67%	0.50%
XLB Materials Select Sector SPDR ETF	1.68%	1.92%	1.92%	2.00%	2.26%	1.62%	1.72%	1.98%	2.20%	1.66%	1.95%	2.24%
XLE State Street Energy Select Sector SPDR ETF	2.59%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLF State Street Financial Select Sector SPDR ETF	1.49%	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	1.16%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
XLK State Street Technology Select Sector SPDR ETF	0.41%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.53%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
XLU State Street Utilities Select Sector SPDR ETF	2.67%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%

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.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-56.22%Mar 2009	1y 9mo	2y 1mo	3y 10moJun 2007 - Apr 2011
COVID crash2020	-38.31%Mar 2020	1mo 1d	5mo 8d	6mo 9dFeb 2020 - Aug 2020
2011 bear market2011	-20.78%Oct 2011	2mo 27d	4mo 3d	7moJul 2011 - Feb 2012
Bear market2022	-20.72%Sep 2022	8mo 28d	10mo 4d	1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018	-19.02%Dec 2018	3mo 1d	4mo	7mo 1dSep 2018 - Apr 2019

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.55	1.36	1.30	1.24	1.20

The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

sectors correlation to the S&P 500 Index

sectors has a 0.72 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. XLK has the highest benchmark correlation at 0.88, while XLU has the lowest at 0.49.

0.49

0.59

0.63

0.67

0.72

0.72

0.73

0.78

0.78

0.80

0.85

0.86

0.88

Portfolio Correlations

Correlation vs. sectors. XLI has the highest portfolio correlation at 0.90, while XLU has the lowest at 0.54.

0.54

0.64

0.67

0.71

0.76

0.76

0.82

0.83

0.83

0.84

0.85

0.86

0.90

Asset Correlations Table

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

	XLU	XLE	XLP	XLV	IYR	XLK	XRT	XHB	XLF	XLB	IYT	XLY	XLI
XLU	1.00	0.34	0.60	0.47	0.57	0.35	0.32	0.36	0.39	0.43	0.38	0.38	0.45
XLE	0.34	1.00	0.37	0.41	0.39	0.43	0.45	0.44	0.55	0.65	0.52	0.45	0.60
XLP	0.60	0.37	1.00	0.63	0.59	0.49	0.50	0.50	0.54	0.54	0.52	0.55	0.58
XLV	0.47	0.41	0.63	1.00	0.55	0.58	0.52	0.53	0.59	0.59	0.56	0.60	0.63
IYR	0.57	0.39	0.59	0.55	1.00	0.52	0.57	0.63	0.63	0.58	0.59	0.61	0.62
XLK	0.35	0.43	0.49	0.58	0.52	1.00	0.60	0.59	0.61	0.63	0.64	0.76	0.69
XRT	0.32	0.45	0.50	0.52	0.57	0.60	1.00	0.73	0.65	0.64	0.71	0.79	0.70
XHB	0.36	0.44	0.50	0.53	0.63	0.59	0.73	1.00	0.66	0.67	0.71	0.74	0.72
XLF	0.39	0.55	0.54	0.59	0.63	0.61	0.65	0.66	1.00	0.70	0.72	0.70	0.78
XLB	0.43	0.65	0.54	0.59	0.58	0.63	0.64	0.67	0.70	1.00	0.72	0.68	0.81
IYT	0.38	0.52	0.52	0.56	0.59	0.64	0.71	0.71	0.72	0.72	1.00	0.73	0.85
XLY	0.38	0.45	0.55	0.60	0.61	0.76	0.79	0.74	0.70	0.68	0.73	1.00	0.75
XLI	0.45	0.60	0.58	0.63	0.62	0.69	0.70	0.72	0.78	0.81	0.85	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jun 22, 2006

Diversification Analysis

Find what sectors is missing

See which holdings overlap, where sectors is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification