Brian McClinton
Sector Select
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL
Returns By Period
As of Jul 25, 2024, the Brian McClinton returned 9.57% Year-To-Date and 10.72% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Brian McClinton | 9.55% | 0.57% | 9.29% | 13.24% | 12.10% | 10.77% |
| Portfolio components: | ||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 1.43% | -1.49% | 5.65% | 7.15% | 8.89% | 11.79% |
XLP Consumer Staples Select Sector SPDR Fund | 9.49% | 0.58% | 8.58% | 6.21% | 8.04% | 8.64% |
XLE Energy Select Sector SPDR Fund | 11.39% | 1.45% | 10.84% | 10.97% | 13.43% | 3.16% |
XLF Financial Select Sector SPDR Fund | 14.55% | 4.19% | 11.44% | 23.76% | 10.52% | 13.33% |
XLV Health Care Select Sector SPDR Fund | 10.17% | 2.06% | 7.88% | 12.42% | 12.06% | 10.99% |
XLI Industrial Select Sector SPDR Fund | 9.65% | 2.05% | 10.19% | 15.26% | 11.51% | 11.00% |
XLB Materials Select Sector SPDR ETF | 5.93% | 1.43% | 9.82% | 8.27% | 11.03% | 8.26% |
XLK Technology Select Sector SPDR Fund | 11.34% | -5.60% | 6.22% | 22.60% | 22.16% | 19.93% |
XLU Utilities Select Sector SPDR Fund | 13.11% | 2.46% | 17.03% | 8.49% | 6.65% | 8.71% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.97% | 0.42% | 2.57% | 5.30% | 2.06% | 1.39% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
Monthly Returns
The table below presents the monthly returns of Brian McClinton, 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% | 4.12% | 3.87% | -2.86% | 3.12% | 0.43% | 9.55% | ||||||
| 2023 | 4.41% | -2.71% | 1.75% | 1.27% | -2.61% | 6.32% | 3.01% | -1.95% | -3.66% | -2.26% | 6.88% | 3.80% | 14.39% |
| 2022 | -2.36% | -0.94% | 4.49% | -5.56% | 1.49% | -8.01% | 7.75% | -2.52% | -8.09% | 8.85% | 5.39% | -4.25% | -5.51% |
| 2021 | -0.94% | 3.60% | 5.35% | 3.91% | 1.45% | 0.49% | 1.18% | 2.01% | -3.32% | 6.59% | -1.42% | 5.08% | 26.21% |
| 2020 | -1.08% | -8.32% | -12.40% | 12.09% | 4.09% | 0.67% | 4.50% | 4.53% | -2.74% | -1.71% | 10.94% | 2.98% | 11.33% |
| 2019 | 6.88% | 3.00% | 1.55% | 3.06% | -5.79% | 6.71% | 0.73% | -1.44% | 2.31% | 1.08% | 2.70% | 2.69% | 25.41% |
| 2018 | 4.23% | -4.20% | -1.72% | 0.77% | 1.48% | 0.78% | 3.34% | 1.68% | 0.48% | -5.78% | 2.29% | -7.90% | -5.22% |
| 2017 | 1.66% | 3.14% | -0.09% | 0.76% | 1.04% | 0.49% | 1.69% | -0.06% | 2.16% | 1.75% | 2.81% | 1.02% | 17.59% |
| 2016 | -4.08% | 0.70% | 6.31% | 1.24% | 0.99% | 1.00% | 2.69% | -0.28% | 2.14% | -1.46% | 3.61% | 1.71% | 15.17% |
| 2015 | -2.16% | 4.29% | -1.54% | 1.01% | 0.68% | -2.21% | 1.42% | -5.29% | -2.26% | 7.49% | 0.14% | -1.87% | -0.92% |
| 2014 | -2.89% | 4.35% | 0.90% | 1.06% | 1.86% | 2.03% | -2.00% | 3.68% | -1.45% | 2.17% | 2.03% | 0.11% | 12.20% |
| 2013 | 4.98% | 1.20% | 3.53% | 1.83% | 1.24% | -1.18% | 4.74% | -2.62% | 2.94% | 4.10% | 2.13% | 2.29% | 27.93% |
Expense Ratio
Brian McClinton 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 Brian McClinton is 40, 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 | |
|---|---|---|---|---|---|
XLY Consumer Discretionary Select Sector SPDR Fund | 0.35 | 0.59 | 1.07 | 0.21 | 1.24 |
XLP Consumer Staples Select Sector SPDR Fund | 0.51 | 0.81 | 1.09 | 0.37 | 1.08 |
XLE Energy Select Sector SPDR Fund | 0.58 | 0.94 | 1.11 | 0.80 | 1.59 |
XLF Financial Select Sector SPDR Fund | 1.90 | 2.62 | 1.32 | 1.07 | 6.79 |
XLV Health Care Select Sector SPDR Fund | 1.11 | 1.59 | 1.20 | 0.99 | 3.68 |
XLI Industrial Select Sector SPDR Fund | 1.19 | 1.75 | 1.20 | 1.20 | 3.66 |
XLB Materials Select Sector SPDR ETF | 0.52 | 0.81 | 1.10 | 0.48 | 1.48 |
XLK Technology Select Sector SPDR Fund | 1.11 | 1.55 | 1.20 | 1.88 | 5.32 |
XLU Utilities Select Sector SPDR Fund | 0.38 | 0.65 | 1.08 | 0.26 | 0.91 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.95 | 338.77 | 240.55 | 488.80 | 5,520.12 |
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
Dividends
Dividend yield
Brian McClinton granted a 2.14% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Brian McClinton | 2.14% | 2.21% | 1.96% | 1.59% | 1.97% | 2.31% | 2.23% | 1.85% | 1.91% | 2.10% | 1.82% | 1.79% |
| Portfolio components: | ||||||||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.78% | 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 | 2.77% | 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 | 3.18% | 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 | 1.53% | 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 | 1.48% | 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 | 1.93% | 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 | 3.11% | 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 | 5.22% | 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 | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Brian McClinton drawdown is 2.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.41% | Oct 15, 2007 | 352 | Mar 9, 2009 | 538 | Apr 26, 2011 | 890 |
| -32.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -16.84% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -16.68% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -16% | Mar 30, 2022 | 128 | Sep 30, 2022 | 187 | Jun 30, 2023 | 315 |
Volatility
Volatility Chart
The current Brian McClinton volatility is 2.44%, 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
| BIL | XLU | XLE | XLP | XLV | XLK | XLF | XLY | XLB | XLI | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | -0.02 | -0.02 | -0.02 | -0.04 | -0.01 | -0.02 | -0.03 | -0.04 | -0.01 | -0.02 |
| XLU | -0.02 | 1.00 | 0.36 | 0.62 | 0.49 | 0.39 | 0.40 | 0.41 | 0.44 | 0.46 | 0.51 |
| XLE | -0.02 | 0.36 | 1.00 | 0.41 | 0.45 | 0.48 | 0.59 | 0.50 | 0.70 | 0.65 | 0.65 |
| XLP | -0.02 | 0.62 | 0.41 | 1.00 | 0.65 | 0.55 | 0.56 | 0.59 | 0.57 | 0.62 | 0.69 |
| XLV | -0.04 | 0.49 | 0.45 | 0.65 | 1.00 | 0.63 | 0.61 | 0.62 | 0.60 | 0.65 | 0.76 |
| XLK | -0.01 | 0.39 | 0.48 | 0.55 | 0.63 | 1.00 | 0.64 | 0.78 | 0.66 | 0.71 | 0.89 |
| XLF | -0.02 | 0.40 | 0.59 | 0.56 | 0.61 | 0.64 | 1.00 | 0.71 | 0.71 | 0.79 | 0.82 |
| XLY | -0.03 | 0.41 | 0.50 | 0.59 | 0.62 | 0.78 | 0.71 | 1.00 | 0.69 | 0.77 | 0.87 |
| XLB | -0.04 | 0.44 | 0.70 | 0.57 | 0.60 | 0.66 | 0.71 | 0.69 | 1.00 | 0.82 | 0.81 |
| XLI | -0.01 | 0.46 | 0.65 | 0.62 | 0.65 | 0.71 | 0.79 | 0.77 | 0.82 | 1.00 | 0.87 |
| SPY | -0.02 | 0.51 | 0.65 | 0.69 | 0.76 | 0.89 | 0.82 | 0.87 | 0.81 | 0.87 | 1.00 |