sectors
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 10% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 30% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 30% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 XLF
Returns By Period
As of Oct 30, 2024, the sectors returned 19.05% Year-To-Date and 14.04% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| sectors | 19.05% | 2.21% | 11.91% | 33.06% | 18.45% | 14.04% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 23.55% | 1.40% | 17.01% | 40.99% | 15.54% | 13.19% |
XLF Financial Select Sector SPDR Fund | 26.21% | 3.53% | 17.14% | 47.37% | 12.26% | 13.86% |
XLK Technology Select Sector SPDR Fund | 21.85% | 3.35% | 20.53% | 43.32% | 23.73% | 20.72% |
XLE Energy Select Sector SPDR Fund | 7.35% | 0.05% | -2.99% | 6.66% | 13.59% | 4.05% |
Monthly Returns
The table below presents the monthly returns of 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 | 1.74% | 4.14% | 5.07% | -3.66% | 3.41% | 2.05% | 1.74% | 1.24% | -0.10% | 19.05% | |||
| 2023 | 6.31% | -2.84% | 0.91% | 1.91% | -1.64% | 6.49% | 4.87% | -0.90% | -2.45% | -2.64% | 8.02% | 3.47% | 22.75% |
| 2022 | 3.09% | 0.46% | 4.57% | -7.66% | 5.77% | -12.35% | 10.01% | -2.12% | -9.69% | 14.20% | 4.75% | -5.45% | 1.96% |
| 2021 | 0.21% | 11.03% | 3.77% | 4.24% | 2.87% | 2.58% | -1.25% | 2.42% | -0.51% | 8.43% | -1.96% | 3.35% | 40.42% |
| 2020 | -2.91% | -10.75% | -19.21% | 17.62% | 3.95% | 1.69% | 1.99% | 5.42% | -7.10% | -3.24% | 17.92% | 5.28% | 4.43% |
| 2019 | 8.91% | 3.74% | 1.50% | 5.02% | -8.67% | 8.15% | 1.43% | -4.50% | 3.16% | 1.53% | 4.02% | 3.85% | 30.37% |
| 2018 | 5.71% | -4.56% | -2.26% | 2.80% | 2.90% | -0.34% | 2.99% | 1.66% | 0.06% | -7.91% | -0.05% | -10.46% | -10.23% |
| 2017 | 0.35% | 2.78% | -0.61% | -0.43% | -0.03% | 1.06% | 2.84% | -1.19% | 4.90% | 2.81% | 2.29% | 2.38% | 18.35% |
| 2016 | -5.31% | -1.91% | 8.58% | 2.33% | 1.80% | -0.46% | 3.17% | 2.02% | 7.80% | -0.56% | 7.25% | 2.55% | 29.77% |
| 2015 | -4.80% | 6.09% | -1.72% | 2.92% | -0.37% | -2.60% | -0.22% | -5.70% | -3.53% | 9.24% | 0.83% | -4.62% | -5.46% |
| 2014 | -3.96% | 4.22% | 1.86% | 1.21% | 2.31% | 3.20% | -1.10% | 3.31% | -2.67% | 0.54% | -0.01% | -0.14% | 8.76% |
| 2013 | 5.39% | 0.85% | 3.11% | 1.14% | 3.77% | -2.12% | 4.83% | -2.46% | 2.57% | 4.23% | 2.57% | 2.89% | 29.87% |
Expense Ratio
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 sectors is 49, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.11 | 23.79 |
XLF Financial Select Sector SPDR Fund | 4.10 | 5.34 | 1.71 | 2.58 | 27.13 |
XLK Technology Select Sector SPDR Fund | 2.15 | 2.73 | 1.38 | 2.70 | 9.46 |
XLE Energy Select Sector SPDR Fund | 0.41 | 0.68 | 1.08 | 0.55 | 1.26 |
Dividends
Dividend yield
sectors provided a 1.76% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sectors | 1.76% | 1.94% | 2.19% | 2.07% | 2.72% | 2.80% | 2.37% | 1.94% | 1.89% | 2.48% | 2.01% | 1.75% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
XLF Financial Select Sector SPDR Fund | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLE Energy Select Sector SPDR Fund | 3.39% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
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 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 sectors was 61.46%, occurring on Mar 9, 2009. Recovery took 1011 trading sessions.
The current sectors drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.46% | Oct 15, 2007 | 352 | Mar 9, 2009 | 1011 | Mar 14, 2013 | 1363 |
| -52.21% | Sep 1, 2000 | 526 | Oct 9, 2002 | 787 | Nov 22, 2005 | 1313 |
| -41.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 172 | Nov 24, 2020 | 195 |
| -23.95% | Oct 4, 2018 | 56 | Dec 24, 2018 | 217 | Nov 4, 2019 | 273 |
| -19.75% | May 5, 2015 | 196 | Feb 11, 2016 | 123 | Aug 8, 2016 | 319 |
Volatility
Volatility Chart
The current sectors volatility is 2.91%, 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
| XLE | XLK | XLF | SPY | |
|---|---|---|---|---|
| XLE | 1.00 | 0.39 | 0.50 | 0.57 |
| XLK | 0.39 | 1.00 | 0.61 | 0.85 |
| XLF | 0.50 | 0.61 | 1.00 | 0.81 |
| SPY | 0.57 | 0.85 | 0.81 | 1.00 |