SPDR August 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR August 2024, 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 Oct 22, 2015, corresponding to the inception date of SPYD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SPDR August 2024 | 15.65% | 3.29% | 11.96% | 29.68% | 10.58% | N/A |
| Portfolio components: | ||||||
XLV Health Care Select Sector SPDR Fund | 14.72% | 0.39% | 7.18% | 20.50% | 12.89% | 11.00% |
XLF Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
XLRE Real Estate Select Sector SPDR Fund | 13.43% | 5.65% | 16.87% | 31.93% | 6.08% | N/A |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 13.20% | 4.06% | 16.18% | 28.84% | 8.33% | 9.50% |
SPYV SPDR Portfolio S&P 500 Value ETF | 14.04% | 2.47% | 7.43% | 27.55% | 12.92% | 10.54% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 11.81% | 2.14% | 9.16% | 28.53% | 9.92% | 10.52% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 18.94% | 3.88% | 16.30% | 32.41% | 8.70% | N/A |
Monthly Returns
The table below presents the monthly returns of SPDR August 2024, 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 | -0.97% | 2.72% | 3.67% | -5.03% | 3.82% | 0.10% | 7.65% | 2.86% | 15.65% | ||||
| 2023 | 5.86% | -3.19% | -3.11% | 0.35% | -3.67% | 6.26% | 3.71% | -2.92% | -4.79% | -3.37% | 8.91% | 7.97% | 11.08% |
| 2022 | -4.35% | -1.15% | 3.08% | -5.93% | 1.27% | -7.23% | 6.73% | -3.92% | -8.47% | 9.51% | 5.54% | -4.54% | -10.81% |
| 2021 | 1.18% | 5.89% | 5.01% | 4.42% | 2.12% | -0.23% | 1.16% | 2.69% | -3.58% | 5.09% | -2.88% | 6.86% | 30.77% |
| 2020 | -2.08% | -8.84% | -17.93% | 11.30% | 2.68% | 0.73% | 3.42% | 2.74% | -3.18% | -0.82% | 13.71% | 5.22% | 2.95% |
| 2019 | 8.42% | 2.46% | 0.10% | 2.57% | -5.16% | 6.05% | 1.08% | -2.22% | 2.94% | 2.25% | 2.73% | 2.55% | 25.73% |
| 2018 | 2.90% | -4.66% | -0.16% | 0.40% | 2.15% | 1.62% | 3.31% | 2.95% | -1.07% | -5.63% | 3.93% | -9.53% | -4.68% |
| 2017 | 0.27% | 3.66% | -0.98% | 0.41% | -0.62% | 3.06% | 1.18% | -0.82% | 3.34% | 0.90% | 3.36% | 0.17% | 14.67% |
| 2016 | -5.85% | 0.39% | 7.40% | 1.07% | 1.60% | 1.34% | 3.92% | 0.13% | 2.64% | -2.97% | 7.14% | 2.81% | 20.58% |
| 2015 | 0.77% | 0.83% | -1.29% | 0.30% |
Expense Ratio
SPDR August 2024 has an expense ratio of 0.11%, 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 SPDR August 2024 is 41, 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 | |
|---|---|---|---|---|---|
XLV Health Care Select Sector SPDR Fund | 1.79 | 2.45 | 1.33 | 1.67 | 8.97 |
XLF Financial Select Sector SPDR Fund | 2.61 | 3.41 | 1.44 | 1.59 | 15.12 |
XLRE Real Estate Select Sector SPDR Fund | 1.49 | 2.15 | 1.27 | 0.80 | 6.41 |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 1.43 | 2.16 | 1.26 | 1.46 | 6.79 |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.36 | 3.26 | 1.42 | 2.35 | 13.86 |
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.38 | 2.03 | 1.24 | 1.01 | 7.95 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 2.01 | 2.87 | 1.36 | 1.35 | 12.38 |
Dividends
Dividend yield
SPDR August 2024 granted a 1.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPDR August 2024 | 1.93% | 2.41% | 2.58% | 2.02% | 2.45% | 2.49% | 2.77% | 3.75% | 2.62% | 2.42% | 1.81% | 1.37% |
| Portfolio components: | ||||||||||||
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLF Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
XLRE Real Estate Select Sector SPDR Fund | 2.40% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 2.57% | 2.68% | 2.40% | 2.12% | 2.47% | 2.62% | 3.15% | 7.92% | 3.04% | 2.63% | 2.76% | 3.68% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.47% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.76% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.61% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.10% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
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 SPDR August 2024. 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 SPDR August 2024 was 39.05%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current SPDR August 2024 drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.05% | Feb 18, 2020 | 25 | Mar 23, 2020 | 188 | Dec 17, 2020 | 213 |
| -20.02% | Jan 5, 2022 | 194 | Oct 12, 2022 | 347 | Mar 1, 2024 | 541 |
| -17.18% | Sep 21, 2018 | 65 | Dec 24, 2018 | 89 | May 3, 2019 | 154 |
| -13.37% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
| -9.47% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current SPDR August 2024 volatility is 3.08%, 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
| XLRE | XLV | XLF | SLYG | SMLV | SPYD | SPYV | |
|---|---|---|---|---|---|---|---|
| XLRE | 1.00 | 0.50 | 0.44 | 0.53 | 0.56 | 0.66 | 0.58 |
| XLV | 0.50 | 1.00 | 0.55 | 0.58 | 0.53 | 0.55 | 0.69 |
| XLF | 0.44 | 0.55 | 1.00 | 0.74 | 0.78 | 0.77 | 0.88 |
| SLYG | 0.53 | 0.58 | 0.74 | 1.00 | 0.90 | 0.74 | 0.81 |
| SMLV | 0.56 | 0.53 | 0.78 | 0.90 | 1.00 | 0.82 | 0.82 |
| SPYD | 0.66 | 0.55 | 0.77 | 0.74 | 0.82 | 1.00 | 0.87 |
| SPYV | 0.58 | 0.69 | 0.88 | 0.81 | 0.82 | 0.87 | 1.00 |