Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Trending Sectors - SPDRs only, 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 Every 3 months.
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The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Trending Sectors - SPDRs only | 0.40% | -3.45% | -2.40% | -1.45% | 25.87% | 22.80% | — | — |
| Portfolio components: | ||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.98% | -5.43% | -4.69% | 30.55% | 22.58% | 15.84% | 21.15% |
XLC Communication Services Select Sector SPDR Fund | 0.41% | -5.00% | -4.81% | -3.46% | 16.76% | 25.63% | 9.52% | — |
XLI Industrial Select Sector SPDR Fund | -0.40% | -6.39% | 5.87% | 6.87% | 24.75% | 19.11% | 12.34% | 13.48% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.23% | 0.26% | 1.11% | 1.40% | 4.15% | 4.67% | 3.51% | 3.08% |
CGDV Capital Group Dividend Value ETF | -0.23% | -4.84% | -1.92% | 1.47% | 20.74% | 21.16% | — | — |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
ITB iShares U.S. Home Construction ETF | -0.85% | -12.80% | -6.10% | -16.34% | -5.45% | 9.57% | 6.28% | 13.73% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 25, 2022, Trending Sectors - SPDRs only's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +10.6%, while the worst month was Sep 2022 at -11.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Trending Sectors - SPDRs only closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Apr 4, 2025 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.13% | -0.32% | -5.72% | 1.67% | -2.40% | ||||||||
| 2025 | 2.33% | -1.58% | -6.27% | 0.61% | 8.77% | 7.67% | 2.38% | 0.84% | 5.91% | 2.73% | -2.60% | 1.27% | 23.24% |
| 2024 | 2.21% | 5.28% | 2.29% | -4.92% | 5.66% | 4.50% | -0.38% | 1.53% | 3.13% | -0.62% | 6.22% | -2.54% | 23.99% |
| 2023 | 9.25% | -0.75% | 7.86% | 0.49% | 4.66% | 6.89% | 3.44% | -1.63% | -5.44% | -1.04% | 10.64% | 4.92% | 45.32% |
| 2022 | 1.75% | 2.72% | -10.94% | -0.01% | -8.87% | 10.06% | -4.73% | -11.52% | 7.46% | 6.84% | -6.42% | -15.44% |
Benchmark Metrics
Trending Sectors - SPDRs only has an annualized alpha of 3.13%, beta of 1.16, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since February 25, 2022.
- This portfolio captured 122.24% of S&P 500 Index gains and 102.57% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.13%
- Beta
- 1.16
- R²
- 0.95
- Upside Capture
- 122.24%
- Downside Capture
- 102.57%
Expense Ratio
Trending Sectors - SPDRs only has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Trending Sectors - SPDRs only ranks 55 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.37 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.39 | +0.67 |
Martin ratioReturn relative to average drawdown | 9.03 | 6.43 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
XLC Communication Services Select Sector SPDR Fund | 48 | 0.92 | 1.43 | 1.20 | 1.55 | 5.19 |
XLI Industrial Select Sector SPDR Fund | 68 | 1.28 | 1.84 | 1.26 | 2.07 | 7.98 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 93 | 2.18 | 3.31 | 1.47 | 4.13 | 13.26 |
CGDV Capital Group Dividend Value ETF | 68 | 1.24 | 1.81 | 1.28 | 1.94 | 8.10 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
ITB iShares U.S. Home Construction ETF | 9 | -0.18 | -0.05 | 0.99 | -0.17 | -0.38 |
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Dividends
Dividend yield
Trending Sectors - SPDRs only provided a 0.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.91% | 0.88% | 0.94% | 0.99% | 1.20% | 0.82% | 1.02% | 1.27% | 1.50% | 1.13% | 1.39% | 1.43% |
| Portfolio components: | ||||||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
XLC Communication Services Select Sector SPDR Fund | 1.25% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.25% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.62% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
CGDV Capital Group Dividend Value ETF | 1.33% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
ITB iShares U.S. Home Construction ETF | 1.26% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Trending Sectors - SPDRs only. 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 Trending Sectors - SPDRs only was 26.91%, occurring on Oct 12, 2022. Recovery took 166 trading sessions.
The current Trending Sectors - SPDRs only drawdown is 5.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Mar 30, 2022 | 136 | Oct 12, 2022 | 166 | Jun 12, 2023 | 302 |
| -21.21% | Feb 20, 2025 | 34 | Apr 8, 2025 | 41 | Jun 6, 2025 | 75 |
| -10.41% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -10.2% | Jan 30, 2026 | 41 | Mar 30, 2026 | — | — | — |
| -9.9% | Aug 2, 2023 | 62 | Oct 27, 2023 | 12 | Nov 14, 2023 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VTIP | ITB | XLC | SMH | XLI | XLK | CGDV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.12 | 0.62 | 0.81 | 0.81 | 0.82 | 0.91 | 0.92 | 0.97 |
| VTIP | 0.12 | 1.00 | 0.22 | 0.14 | 0.04 | 0.11 | 0.07 | 0.14 | 0.10 |
| ITB | 0.62 | 0.22 | 1.00 | 0.53 | 0.47 | 0.68 | 0.48 | 0.66 | 0.58 |
| XLC | 0.81 | 0.14 | 0.53 | 1.00 | 0.62 | 0.60 | 0.72 | 0.72 | 0.84 |
| SMH | 0.81 | 0.04 | 0.47 | 0.62 | 1.00 | 0.61 | 0.91 | 0.72 | 0.87 |
| XLI | 0.82 | 0.11 | 0.68 | 0.60 | 0.61 | 1.00 | 0.65 | 0.88 | 0.78 |
| XLK | 0.91 | 0.07 | 0.48 | 0.72 | 0.91 | 0.65 | 1.00 | 0.78 | 0.96 |
| CGDV | 0.92 | 0.14 | 0.66 | 0.72 | 0.72 | 0.88 | 0.78 | 1.00 | 0.87 |
| Portfolio | 0.97 | 0.10 | 0.58 | 0.84 | 0.87 | 0.78 | 0.96 | 0.87 | 1.00 |