Asset Allocation
Find the right asset allocation for SECTOR BUY
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in SECTOR BUY, 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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Returns By Period
As of Jun 6, 2026, the SECTOR BUY returned 6.39% Year-To-Date and 15.03% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio SECTOR BUY | -1.78% | 2.22% | 6.39% | 7.15% | 19.13% | 18.95% | 11.62% | 15.03% |
| Portfolio components: | ||||||||
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | -2.20% | 1.40% | 0.77% | 1.45% | 15.86% | 27.84% | 13.55% | 18.49% |
IYH iShares U.S. Healthcare ETF | 0.41% | 6.32% | -1.02% | -0.24% | 15.60% | 6.81% | 5.27% | 9.32% |
VFH Vanguard Financials ETF | 0.14% | 1.55% | -3.75% | -1.44% | 4.71% | 19.25% | 8.43% | 12.48% |
XLK State Street Technology Select Sector SPDR ETF | -6.66% | 2.72% | 25.39% | 23.33% | 52.15% | 30.43% | 21.75% | 24.71% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 1.71% | -0.88% | 8.02% | 7.80% | 4.97% | 7.46% | 5.88% | 7.37% |
Monthly Returns
Based on dividend-adjusted daily data since May 8, 2006, SECTOR BUY's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SECTOR BUY closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.62% | -0.77% | -5.46% | 7.25% | 5.20% | -1.09% | 6.39% | ||||||
| 2025 | 4.29% | 0.25% | -4.86% | -0.75% | 4.28% | 4.98% | 0.73% | 1.76% | 1.76% | 0.79% | 2.11% | 0.58% | 16.70% |
| 2024 | 1.22% | 3.73% | 3.29% | -4.09% | 3.99% | 1.89% | 2.82% | 3.82% | 0.48% | -0.68% | 7.42% | -4.59% | 20.34% |
| 2023 | 4.19% | -1.83% | -0.39% | 1.79% | -2.17% | 4.96% | 3.84% | -2.47% | -4.21% | -2.40% | 9.39% | 5.81% | 16.69% |
| 2022 | -3.91% | -2.35% | 1.29% | -7.03% | 0.63% | -6.59% | 7.60% | -3.26% | -7.71% | 10.07% | 6.19% | -5.01% | -11.41% |
| 2021 | -1.12% | 4.66% | 4.39% | 4.61% | 2.18% | 1.30% | 2.34% | 3.65% | -4.32% | 6.62% | -2.35% | 5.55% | 30.48% |
Benchmark Metrics
SECTOR BUY has an annualized alpha of 1.93%, beta of 0.96, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 08, 2006.
- This portfolio captured 102.85% of S&P 500 Index gains but only 95.64% of its losses - a favorable profile for investors.
- With beta of 0.96 and R2 of 0.94, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.93%
- Beta
- 0.96
- R²
- 0.94
- Upside Capture
- 102.85%
- Downside Capture
- 95.64%
Expense Ratio
SECTOR BUY has an expense ratio of 0.22%, 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
SECTOR BUY ranks 25 for risk / return — below 25% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for SECTOR BUY and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.80 | 2.01 | -0.21 |
| Sortino ratioReturn per unit of downside risk | 2.54 | 2.71 | -0.17 |
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.69 | -0.55 |
| Martin ratioReturn relative to average drawdown | 8.54 | 12.34 | -3.81 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 26 | 0.90 | 1.31 | 1.16 | 1.05 | 3.02 |
IYH iShares U.S. Healthcare ETF | 33 | 1.11 | 1.76 | 1.20 | 1.57 | 3.76 |
VFH Vanguard Financials ETF | 15 | 0.41 | 0.66 | 1.08 | 0.42 | 1.11 |
XLK State Street Technology Select Sector SPDR ETF | 75 | 2.45 | 2.98 | 1.41 | 3.38 | 11.25 |
XLP State Street Consumer Staples Select Sector SPDR ETF | 16 | 0.42 | 0.69 | 1.08 | 0.55 | 1.07 |
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Dividends
Dividend yield
SECTOR BUY provided a 1.38% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 1.40% | 1.49% | 1.69% | 1.81% | 1.41% | 1.67% | 1.71% | 2.10% | 1.60% | 1.74% | 1.93% |
| Portfolio components: | ||||||||||||
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.07% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
IYH iShares U.S. Healthcare ETF | 1.25% | 1.19% | 1.25% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% |
VFH Vanguard Financials ETF | 1.52% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
XLK State Street Technology Select Sector SPDR ETF | 0.42% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.61% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
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 SECTOR BUY. 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 SECTOR BUY was 56.11%, occurring on Mar 9, 2009. Recovery took 980 trading sessions.
The current SECTOR BUY drawdown is 1.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.11%Mar 2009 | 1y 5mo | 3y 10mo | 5y 3moOct 2007 - Jan 2013 |
COVID crash2020 | -33.55%Mar 2020 | 1mo 2d | 5mo 8d | 6mo 10dFeb 2020 - Aug 2020 |
Bear market2022 | -21.14%Jun 2022 | 5mo 12d | 1y 6mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.87%Dec 2018 | 3mo 4d | 4mo 3d | 7mo 7dSep 2018 - Apr 2019 |
2025 selloff2025 | -16.51%Apr 2025 | 1mo 17d | 2mo 18d | 4mo 5dFeb 2025 - Jun 2025 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.49 | 1.31 | 1.23 | 1.17 | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
SECTOR BUY correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 8, 2006 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XLK has the highest benchmark correlation at 0.88, while XLP has the lowest at 0.64.
Asset Correlations Table
Find what SECTOR BUY is missing
See which holdings overlap, where SECTOR BUY is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification