SpdrTopPicks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.09% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 9.09% |
CAT Caterpillar Inc. | Industrials | 9.09% |
LIN Linde plc | Basic Materials | 9.09% |
LLY Eli Lilly and Company | Healthcare | 9.09% |
META Meta Platforms, Inc. | Communication Services | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
NEE NextEra Energy, Inc. | Utilities | 9.09% |
PG The Procter & Gamble Company | Consumer Defensive | 9.09% |
PLD Prologis, Inc. | Real Estate | 9.09% |
XOM Exxon Mobil Corporation | Energy | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SpdrTopPicks, 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 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 14, 2024, the SpdrTopPicks returned 25.89% Year-To-Date and 20.65% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| SpdrTopPicks | 26.00% | 2.26% | 9.44% | 30.19% | 23.77% | 20.60% |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | 21.04% | 3.69% | 9.33% | 16.30% | 10.20% | 10.61% |
LLY Eli Lilly and Company | 59.23% | 0.17% | 21.49% | 61.54% | 54.62% | 32.77% |
XOM Exxon Mobil Corporation | 14.03% | -5.94% | 0.58% | -1.42% | 14.38% | 5.88% |
MSFT Microsoft Corporation | 15.13% | 2.90% | 3.55% | 31.37% | 26.71% | 26.71% |
AMZN Amazon.com, Inc. | 21.69% | 4.42% | 5.97% | 31.70% | 15.32% | 27.37% |
META Meta Platforms, Inc. | 48.52% | -0.53% | 5.67% | 75.05% | 22.90% | 21.10% |
LIN Linde plc | 15.19% | 2.93% | 1.20% | 22.31% | 21.32% | 15.60% |
BRK-B Berkshire Hathaway Inc. | 26.67% | 1.64% | 10.62% | 22.81% | 16.51% | 12.42% |
NEE NextEra Energy, Inc. | 42.47% | 8.44% | 42.51% | 27.10% | 11.22% | 16.53% |
PLD Prologis, Inc. | -0.92% | 5.80% | 2.31% | 7.90% | 11.56% | 16.17% |
CAT Caterpillar Inc. | 19.14% | 1.30% | -0.36% | 26.85% | 24.45% | 16.15% |
Monthly Returns
The table below presents the monthly returns of SpdrTopPicks, 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 | 3.59% | 8.69% | 4.29% | -4.94% | 4.94% | 1.93% | 0.94% | 4.94% | 26.00% | ||||
| 2023 | 5.08% | -1.37% | 7.16% | 5.21% | 0.35% | 6.79% | 2.49% | 1.52% | -3.91% | -1.46% | 7.07% | 3.49% | 36.71% |
| 2022 | -3.76% | -4.10% | 8.08% | -5.94% | -0.32% | -8.12% | 8.64% | -4.12% | -8.71% | 6.06% | 7.89% | -2.20% | -8.54% |
| 2021 | 2.07% | 2.41% | 5.00% | 4.55% | 1.61% | 2.75% | 2.08% | 3.73% | -5.69% | 7.59% | -0.53% | 6.49% | 36.34% |
| 2020 | 0.87% | -7.53% | -5.39% | 11.12% | 2.99% | 3.50% | 7.65% | 4.99% | -3.91% | -2.49% | 8.12% | 4.01% | 24.49% |
| 2019 | 8.37% | 2.68% | 3.20% | 4.41% | -5.51% | 7.30% | -0.42% | -0.83% | 1.83% | 2.85% | 2.93% | 3.21% | 33.57% |
| 2018 | 5.00% | -4.61% | -1.69% | 2.21% | 3.83% | 0.65% | 3.51% | 3.00% | 1.57% | -5.01% | 4.02% | -6.75% | 4.95% |
| 2017 | 2.85% | 3.06% | 0.75% | 3.08% | 2.50% | 0.77% | 3.69% | 1.57% | 1.79% | 4.44% | 3.03% | 1.43% | 33.02% |
| 2016 | -1.90% | -0.91% | 7.48% | 2.09% | 1.03% | 2.69% | 4.56% | 0.08% | 2.17% | -1.92% | -0.69% | 1.96% | 17.49% |
| 2015 | -2.23% | 2.06% | -1.46% | 2.36% | 0.61% | -0.92% | 4.09% | -5.25% | -1.11% | 10.18% | 0.93% | -0.26% | 8.54% |
| 2014 | 0.35% | 4.62% | 0.32% | 0.92% | 0.64% | 2.21% | -1.54% | 5.16% | -1.85% | 1.86% | 2.85% | -0.77% | 15.52% |
| 2013 | 7.43% | -0.71% | 0.93% | 2.65% | -0.32% | -0.53% | 7.56% | -1.55% | 4.72% | 4.66% | 2.02% | 2.86% | 33.45% |
Expense Ratio
SpdrTopPicks has an expense ratio of 0.00%, indicating no management fees are charged. 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 SpdrTopPicks is 75, 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 | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 1.02 | 1.47 | 1.20 | 1.59 | 5.91 |
LLY Eli Lilly and Company | 1.88 | 2.63 | 1.34 | 3.05 | 11.20 |
XOM Exxon Mobil Corporation | -0.14 | -0.06 | 0.99 | -0.16 | -0.31 |
MSFT Microsoft Corporation | 1.41 | 1.90 | 1.24 | 1.81 | 5.54 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.77 | 4.46 |
META Meta Platforms, Inc. | 1.87 | 2.72 | 1.36 | 2.80 | 11.29 |
LIN Linde plc | 1.37 | 1.89 | 1.27 | 1.87 | 4.29 |
BRK-B Berkshire Hathaway Inc. | 1.66 | 2.28 | 1.28 | 2.13 | 6.09 |
NEE NextEra Energy, Inc. | 0.85 | 1.25 | 1.17 | 0.58 | 2.18 |
PLD Prologis, Inc. | 0.29 | 0.59 | 1.07 | 0.19 | 0.64 |
CAT Caterpillar Inc. | 0.98 | 1.40 | 1.19 | 1.19 | 3.07 |
Dividends
Dividend yield
SpdrTopPicks granted a 1.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SpdrTopPicks | 1.30% | 1.49% | 1.45% | 1.47% | 1.93% | 1.74% | 2.00% | 1.84% | 2.14% | 2.30% | 1.97% | 1.97% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
LLY Eli Lilly and Company | 0.54% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
XOM Exxon Mobil Corporation | 3.42% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LIN Linde plc | 1.16% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEE NextEra Energy, Inc. | 2.38% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
PLD Prologis, Inc. | 2.15% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
CAT Caterpillar Inc. | 1.53% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 SpdrTopPicks. 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 SpdrTopPicks was 28.66%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current SpdrTopPicks drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.66% | Feb 19, 2020 | 24 | Mar 23, 2020 | 52 | Jun 5, 2020 | 76 |
| -19.25% | Mar 31, 2022 | 127 | Sep 30, 2022 | 125 | Mar 31, 2023 | 252 |
| -14.14% | Sep 21, 2018 | 65 | Dec 24, 2018 | 33 | Feb 12, 2019 | 98 |
| -11.34% | Dec 30, 2021 | 38 | Feb 23, 2022 | 23 | Mar 28, 2022 | 61 |
| -10.99% | Jul 30, 2015 | 19 | Aug 25, 2015 | 42 | Oct 23, 2015 | 61 |
Volatility
Volatility Chart
The current SpdrTopPicks volatility is 3.09%, 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
| LLY | NEE | XOM | META | PG | AMZN | CAT | PLD | LIN | MSFT | BRK-B | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.26 | 0.22 | 0.25 | 0.33 | 0.26 | 0.22 | 0.29 | 0.29 | 0.33 | 0.33 |
| NEE | 0.26 | 1.00 | 0.19 | 0.17 | 0.43 | 0.21 | 0.16 | 0.47 | 0.29 | 0.29 | 0.31 |
| XOM | 0.22 | 0.19 | 1.00 | 0.18 | 0.24 | 0.21 | 0.56 | 0.25 | 0.39 | 0.25 | 0.50 |
| META | 0.25 | 0.17 | 0.18 | 1.00 | 0.18 | 0.56 | 0.27 | 0.27 | 0.33 | 0.50 | 0.31 |
| PG | 0.33 | 0.43 | 0.24 | 0.18 | 1.00 | 0.23 | 0.24 | 0.40 | 0.38 | 0.33 | 0.41 |
| AMZN | 0.26 | 0.21 | 0.21 | 0.56 | 0.23 | 1.00 | 0.30 | 0.33 | 0.34 | 0.60 | 0.36 |
| CAT | 0.22 | 0.16 | 0.56 | 0.27 | 0.24 | 0.30 | 1.00 | 0.32 | 0.50 | 0.36 | 0.56 |
| PLD | 0.29 | 0.47 | 0.25 | 0.27 | 0.40 | 0.33 | 0.32 | 1.00 | 0.38 | 0.40 | 0.41 |
| LIN | 0.29 | 0.29 | 0.39 | 0.33 | 0.38 | 0.34 | 0.50 | 0.38 | 1.00 | 0.46 | 0.52 |
| MSFT | 0.33 | 0.29 | 0.25 | 0.50 | 0.33 | 0.60 | 0.36 | 0.40 | 0.46 | 1.00 | 0.43 |
| BRK-B | 0.33 | 0.31 | 0.50 | 0.31 | 0.41 | 0.36 | 0.56 | 0.41 | 0.52 | 0.43 | 1.00 |