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Brian McClinton

Last updated Mar 1, 2024

Sector Select

Asset Allocation


BIL 9.09%XLY 9.09%XLP 9.09%XLE 9.09%XLF 9.09%XLV 9.09%XLI 9.09%XLB 9.09%XLK 9.09%XLU 9.09%SPY 9.09%BondBondEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

9.09%

XLY
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Equities

9.09%

XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities

9.09%

XLE
Energy Select Sector SPDR Fund
Energy Equities

9.09%

XLF
Financial Select Sector SPDR Fund
Financials Equities

9.09%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

9.09%

XLI
Industrial Select Sector SPDR Fund
Industrials Equities

9.09%

XLB
Materials Select Sector SPDR ETF
Materials

9.09%

XLK
Technology Select Sector SPDR Fund
Technology Equities

9.09%

XLU
Utilities Select Sector SPDR Fund
Utilities Equities

9.09%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

9.09%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Brian McClinton, 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


200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
308.59%
233.04%
Brian McClinton
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns

As of Mar 1, 2024, the Brian McClinton returned 4.05% Year-To-Date and 10.90% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.84%3.48%13.06%28.97%12.72%10.71%
Brian McClinton4.05%4.13%8.36%16.55%12.36%10.76%
XLY
Consumer Discretionary Select Sector SPDR Fund
3.13%7.89%9.08%29.87%11.74%11.99%
XLP
Consumer Staples Select Sector SPDR Fund
3.36%2.10%4.69%5.45%9.39%8.56%
XLE
Energy Select Sector SPDR Fund
2.74%3.27%-3.45%3.76%10.59%3.67%
XLF
Financial Select Sector SPDR Fund
7.29%4.08%17.38%16.03%10.88%13.10%
XLV
Health Care Select Sector SPDR Fund
6.19%3.16%9.35%15.27%11.19%10.98%
XLI
Industrial Select Sector SPDR Fund
6.15%7.18%12.28%20.08%11.60%10.81%
XLB
Materials Select Sector SPDR ETF
2.36%6.51%5.70%7.21%12.08%8.46%
XLK
Technology Select Sector SPDR Fund
7.53%4.70%17.98%52.18%25.05%20.64%
XLU
Utilities Select Sector SPDR Fund
-1.94%1.06%0.88%-1.47%4.97%7.93%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.87%0.44%2.61%5.16%1.82%1.18%
SPY
SPDR S&P 500 ETF
6.89%5.22%13.46%29.66%14.49%12.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.07%4.13%
2023-1.95%-3.66%-2.26%6.88%3.80%

Sharpe Ratio

The current Brian McClinton Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.67

The Sharpe ratio of Brian McClinton lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.67
2.30
Brian McClinton
Benchmark (^GSPC)
Portfolio components

Dividend yield

Brian McClinton granted a 2.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Brian McClinton2.17%2.21%1.96%1.59%1.97%2.31%2.23%1.85%1.91%2.10%1.82%1.79%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.75%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
XLP
Consumer Staples Select Sector SPDR Fund
2.54%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%
XLE
Energy Select Sector SPDR Fund
3.46%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLF
Financial Select Sector SPDR Fund
1.59%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
XLV
Health Care Select Sector SPDR Fund
1.50%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLI
Industrial Select Sector SPDR Fund
1.53%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%
XLB
Materials Select Sector SPDR ETF
1.95%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%2.08%
XLK
Technology Select Sector SPDR Fund
0.71%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLU
Utilities Select Sector SPDR Fund
3.45%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%3.86%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.09%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.31%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Expense Ratio

The Brian McClinton features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.14%
0.00%2.15%
0.13%
0.00%2.15%
0.12%
0.00%2.15%
0.09%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.30
Brian McClinton
1.67
XLY
Consumer Discretionary Select Sector SPDR Fund
1.59
XLP
Consumer Staples Select Sector SPDR Fund
0.64
XLE
Energy Select Sector SPDR Fund
0.22
XLF
Financial Select Sector SPDR Fund
0.99
XLV
Health Care Select Sector SPDR Fund
1.44
XLI
Industrial Select Sector SPDR Fund
1.53
XLB
Materials Select Sector SPDR ETF
0.52
XLK
Technology Select Sector SPDR Fund
3.05
XLU
Utilities Select Sector SPDR Fund
0.02
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.74
SPY
SPDR S&P 500 ETF
2.50

Asset Correlations Table

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

BILXLUXLEXLPXLVXLKXLFXLYXLBXLISPY
BIL1.00-0.02-0.02-0.02-0.05-0.01-0.02-0.02-0.04-0.01-0.02
XLU-0.021.000.360.630.490.400.400.410.440.470.52
XLE-0.020.361.000.420.450.490.600.510.700.660.65
XLP-0.020.630.421.000.650.560.560.600.570.620.69
XLV-0.050.490.450.651.000.640.610.630.610.650.76
XLK-0.010.400.490.560.641.000.650.790.670.720.89
XLF-0.020.400.600.560.610.651.000.720.710.790.83
XLY-0.020.410.510.600.630.790.721.000.700.770.87
XLB-0.040.440.700.570.610.670.710.701.000.820.81
XLI-0.010.470.660.620.650.720.790.770.821.000.87
SPY-0.020.520.650.690.760.890.830.870.810.871.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Brian McClinton
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Brian McClinton. 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 Brian McClinton was 49.41%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.41%Oct 15, 2007352Mar 9, 2009538Apr 26, 2011890
-32.77%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-16.84%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-16.68%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-16%Mar 30, 2022128Sep 30, 2022187Jun 30, 2023315

Volatility Chart

The current Brian McClinton volatility is 2.64%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.64%
3.90%
Brian McClinton
Benchmark (^GSPC)
Portfolio components
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