Trending Sectors - SPDRs only
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 Quarterly
The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV
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% |
| Trending Sectors - SPDRs only | 18.37% | 2.12% | 7.23% | 35.64% | N/A | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 16.01% | 0.97% | 6.20% | 36.11% | 23.78% | 20.28% |
XLC Communication Services Select Sector SPDR Fund | 23.01% | 2.31% | 8.94% | 36.54% | 12.86% | N/A |
XLI Industrial Select Sector SPDR Fund | 17.60% | 4.05% | 6.73% | 32.41% | 13.16% | 11.61% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.87% | 1.29% | 3.97% | 7.90% | 3.67% | 2.43% |
CGDV Capital Group Dividend Value ETF | 22.20% | 3.37% | 12.78% | 38.24% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 35.07% | 28.40% |
ITB iShares U.S. Home Construction ETF | 23.72% | 6.32% | 10.40% | 60.03% | 25.00% | 19.05% |
Monthly Returns
The table below presents the monthly returns of Trending Sectors - SPDRs only, 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 | 2.21% | 5.28% | 2.29% | -4.92% | 5.66% | 4.50% | -0.38% | 1.53% | 18.37% | ||||
| 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% | -15.45% |
Expense Ratio
Trending Sectors - SPDRs only 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 Trending Sectors - SPDRs only is 50, 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.60 | 2.14 | 1.28 | 2.02 | 7.25 |
XLC Communication Services Select Sector SPDR Fund | 2.13 | 2.79 | 1.38 | 3.41 | 16.28 |
XLI Industrial Select Sector SPDR Fund | 2.20 | 3.03 | 1.38 | 2.37 | 13.88 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.54 | 6.48 | 1.83 | 2.87 | 37.41 |
CGDV Capital Group Dividend Value ETF | 3.01 | 4.13 | 1.53 | 3.98 | 25.51 |
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
ITB iShares U.S. Home Construction ETF | 2.04 | 2.80 | 1.34 | 2.80 | 9.34 |
Dividends
Dividend yield
Trending Sectors - SPDRs only granted a 0.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trending Sectors - SPDRs only | 0.70% | 0.99% | 1.20% | 0.82% | 1.02% | 1.27% | 1.50% | 1.13% | 1.39% | 1.43% | 1.34% | 1.27% |
| Portfolio components: | ||||||||||||
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% |
XLC Communication Services Select Sector SPDR Fund | 0.69% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.06% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.42% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
CGDV Capital Group Dividend Value ETF | 1.41% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
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 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 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Mar 30, 2022 | 136 | Oct 12, 2022 | 166 | Jun 12, 2023 | 302 |
| -10.41% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -9.9% | Aug 2, 2023 | 62 | Oct 27, 2023 | 12 | Nov 14, 2023 | 74 |
| -6.37% | Mar 3, 2022 | 8 | Mar 14, 2022 | 4 | Mar 18, 2022 | 12 |
| -5.82% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
Volatility
Volatility Chart
The current Trending Sectors - SPDRs only volatility is 5.93%, 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
| VTIP | ITB | SMH | XLC | XLI | XLK | CGDV | |
|---|---|---|---|---|---|---|---|
| VTIP | 1.00 | 0.27 | 0.12 | 0.18 | 0.18 | 0.15 | 0.20 |
| ITB | 0.27 | 1.00 | 0.59 | 0.64 | 0.73 | 0.61 | 0.74 |
| SMH | 0.12 | 0.59 | 1.00 | 0.70 | 0.63 | 0.91 | 0.74 |
| XLC | 0.18 | 0.64 | 0.70 | 1.00 | 0.65 | 0.79 | 0.77 |
| XLI | 0.18 | 0.73 | 0.63 | 0.65 | 1.00 | 0.68 | 0.91 |
| XLK | 0.15 | 0.61 | 0.91 | 0.79 | 0.68 | 1.00 | 0.80 |
| CGDV | 0.20 | 0.74 | 0.74 | 0.77 | 0.91 | 0.80 | 1.00 |