Asset Allocation
Performance
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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The earliest data available for this chart is May 5, 2006, corresponding to the inception date of IAI
Returns By Period
As of Apr 2, 2026, the SECTOR BUY returned -4.26% Year-To-Date and 14.06% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio SECTOR BUY | 0.43% | -3.93% | -4.26% | -1.25% | 11.68% | 15.48% | 10.73% | 14.06% |
| Portfolio components: | ||||||||
IYH iShares U.S. Healthcare ETF | 0.78% | -5.70% | -4.28% | 3.41% | 5.26% | 5.68% | 5.52% | 9.51% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 0.40% | -3.75% | -7.71% | -4.59% | 18.72% | 23.36% | 13.79% | 17.72% |
XLP State Street Consumer Staples Select Sector SPDR ETF | -0.63% | -7.66% | 5.46% | 5.53% | 2.35% | 5.77% | 6.45% | 7.10% |
XLK State Street Technology Select Sector SPDR ETF | 1.51% | -3.20% | -6.18% | -4.94% | 30.47% | 22.19% | 15.65% | 21.00% |
VFH Vanguard Financials ETF | 0.02% | -3.54% | -9.19% | -6.32% | 2.78% | 17.95% | 9.33% | 12.30% |
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 +0.90%. At this rate, your investment would double in approximately 6.4 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% | 0.43% | -4.26% | ||||||||
| 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 1.98%, 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 103.55% of S&P 500 Index gains but only 95.98% 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
- 1.98%
- Beta
- 0.96
- R²
- 0.94
- Upside Capture
- 103.55%
- Downside Capture
- 95.98%
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 17 for risk / return — in the bottom 17% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.92 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.41 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.41 | -0.32 |
Martin ratioReturn relative to average drawdown | 4.46 | 6.61 | -2.15 |
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 | |
|---|---|---|---|---|---|---|
IYH iShares U.S. Healthcare ETF | 18 | 0.30 | 0.53 | 1.07 | 0.32 | 0.68 |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 39 | 0.78 | 1.18 | 1.16 | 1.15 | 3.49 |
XLP State Street Consumer Staples Select Sector SPDR ETF | 15 | 0.17 | 0.34 | 1.04 | 0.26 | 0.62 |
XLK State Street Technology Select Sector SPDR ETF | 65 | 1.13 | 1.71 | 1.24 | 1.97 | 6.31 |
VFH Vanguard Financials ETF | 15 | 0.14 | 0.32 | 1.05 | 0.18 | 0.54 |
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Dividends
Dividend yield
SECTOR BUY provided a 1.46% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.46% | 1.40% | 1.49% | 1.69% | 1.81% | 1.41% | 1.67% | 1.71% | 2.10% | 1.60% | 1.74% | 1.93% |
| Portfolio components: | ||||||||||||
IYH iShares U.S. Healthcare ETF | 1.30% | 1.19% | 1.25% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.17% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.67% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
XLK State Street Technology Select Sector SPDR ETF | 0.57% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
VFH Vanguard Financials ETF | 1.61% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
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.
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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 6.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.11% | Oct 10, 2007 | 355 | Mar 9, 2009 | 980 | Jan 29, 2013 | 1335 |
| -33.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -21.14% | Jan 5, 2022 | 113 | Jun 16, 2022 | 375 | Dec 13, 2023 | 488 |
| -17.87% | Sep 21, 2018 | 65 | Dec 24, 2018 | 84 | Apr 26, 2019 | 149 |
| -16.51% | Feb 20, 2025 | 34 | Apr 8, 2025 | 53 | Jun 25, 2025 | 87 |
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. 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 | XLP | IYH | XLK | IAI | VFH | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.64 | 0.75 | 0.88 | 0.79 | 0.82 | 0.94 |
| XLP | 0.64 | 1.00 | 0.62 | 0.50 | 0.48 | 0.54 | 0.68 |
| IYH | 0.75 | 0.62 | 1.00 | 0.61 | 0.58 | 0.61 | 0.78 |
| XLK | 0.88 | 0.50 | 0.61 | 1.00 | 0.65 | 0.63 | 0.81 |
| IAI | 0.79 | 0.48 | 0.58 | 0.65 | 1.00 | 0.89 | 0.90 |
| VFH | 0.82 | 0.54 | 0.61 | 0.63 | 0.89 | 1.00 | 0.90 |
| Portfolio | 0.94 | 0.68 | 0.78 | 0.81 | 0.90 | 0.90 | 1.00 |