Best Long Term SPDR Sectors
Weighted in proportion of actual S&P 500 weighting
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Best Long Term SPDR 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 Quarterly
The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLY
Returns By Period
As of Sep 21, 2024, the Best Long Term SPDR Sectors returned 16.36% Year-To-Date and 16.48% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Best Long Term SPDR Sectors | 16.36% | 2.30% | 7.75% | 31.61% | 18.06% | 16.38% |
| Portfolio components: | ||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 10.48% | 6.72% | 7.88% | 22.97% | 11.20% | 12.56% |
XLK Technology Select Sector SPDR Fund | 16.01% | 0.97% | 6.20% | 36.11% | 23.72% | 20.21% |
XLV Health Care Select Sector SPDR Fund | 14.72% | 0.32% | 7.18% | 20.75% | 13.02% | 10.82% |
XLF Financial Select Sector SPDR Fund | 22.37% | 3.65% | 10.67% | 37.37% | 12.33% | 13.69% |
Monthly Returns
The table below presents the monthly returns of Best Long Term SPDR Sectors, 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 | 1.69% | 4.76% | 1.73% | -5.11% | 4.32% | 4.41% | 0.69% | 2.19% | 16.36% | ||||
| 2023 | 7.64% | -1.42% | 4.18% | 0.97% | 2.77% | 6.80% | 2.68% | -1.63% | -4.99% | -1.95% | 10.84% | 4.72% | 33.80% |
| 2022 | -5.95% | -3.30% | 3.25% | -9.79% | -0.27% | -8.48% | 11.08% | -5.05% | -8.83% | 7.81% | 5.40% | -6.84% | -21.29% |
| 2021 | -0.34% | 2.35% | 3.55% | 5.40% | 0.29% | 3.50% | 2.79% | 3.34% | -4.44% | 8.05% | 0.66% | 3.78% | 32.38% |
| 2020 | 0.79% | -7.95% | -10.99% | 13.52% | 5.50% | 3.19% | 5.54% | 8.30% | -3.84% | -3.58% | 11.59% | 4.87% | 26.59% |
| 2019 | 7.38% | 3.99% | 2.40% | 4.99% | -7.06% | 7.87% | 1.95% | -1.89% | 1.78% | 3.26% | 4.61% | 3.59% | 37.12% |
| 2018 | 7.21% | -2.16% | -3.45% | 0.52% | 3.27% | 0.44% | 3.48% | 4.89% | 0.22% | -7.48% | 1.56% | -9.06% | -1.86% |
| 2017 | 2.78% | 4.58% | 0.70% | 1.43% | 1.92% | 0.52% | 2.83% | 1.09% | 1.64% | 3.73% | 2.65% | 0.91% | 27.68% |
| 2016 | -5.71% | -0.84% | 7.04% | -1.02% | 2.97% | -1.24% | 5.57% | 0.45% | 4.74% | -1.54% | 4.04% | 1.94% | 16.85% |
| 2015 | -3.18% | 6.94% | -1.62% | 1.06% | 2.28% | -1.96% | 3.30% | -6.45% | -2.31% | 8.92% | 0.60% | -1.52% | 5.18% |
| 2014 | -2.67% | 4.80% | 0.14% | -0.54% | 3.02% | 2.05% | 0.32% | 3.94% | -0.65% | 2.62% | 4.18% | -0.75% | 17.40% |
| 2013 | 4.38% | 1.09% | 3.87% | 2.35% | 3.21% | -1.59% | 4.95% | -2.60% | 3.19% | 4.49% | 3.72% | 2.57% | 33.59% |
Expense Ratio
Best Long Term SPDR Sectors 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 Best Long Term SPDR Sectors is 42, 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 | 0.99 | 1.41 | 1.17 | 0.64 | 4.65 |
XLK Technology Select Sector SPDR Fund | 1.60 | 2.14 | 1.28 | 2.02 | 7.25 |
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 |
Dividends
Dividend yield
Best Long Term SPDR Sectors granted a 0.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Best Long Term SPDR Sectors | 0.75% | 1.10% | 1.31% | 0.95% | 1.23% | 1.50% | 1.65% | 1.38% | 1.69% | 1.78% | 1.64% | 1.60% |
| Portfolio components: | ||||||||||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.56% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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% |
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 Best Long Term SPDR 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 Best Long Term SPDR Sectors was 61.13%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current Best Long Term SPDR Sectors drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.13% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 975 | Jan 22, 2013 | 3225 |
| -33.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.19% | Jan 4, 2022 | 195 | Oct 12, 2022 | 286 | Dec 1, 2023 | 481 |
| -20.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -14.27% | Jul 21, 2015 | 143 | Feb 11, 2016 | 103 | Jul 11, 2016 | 246 |
Volatility
Volatility Chart
The current Best Long Term SPDR Sectors volatility is 5.04%, 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
| XLV | XLK | XLF | XLY | |
|---|---|---|---|---|
| XLV | 1.00 | 0.60 | 0.61 | 0.62 |
| XLK | 0.60 | 1.00 | 0.61 | 0.71 |
| XLF | 0.61 | 0.61 | 1.00 | 0.70 |
| XLY | 0.62 | 0.71 | 0.70 | 1.00 |