sectors
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
XLF Financial Select Sector SPDR Fund | Financials Equities | 30% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 30% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 30% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 10% |
Performance
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
Returns
As of Oct 3, 2023, the sectors returned 12.21% Year-To-Date and 12.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -6.34% | 3.14% | 10.16% | 14.98% | 7.84% | 9.62% |
| sectors | -5.04% | 6.06% | 10.91% | 20.97% | 12.09% | 12.07% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -6.23% | 3.91% | 11.46% | 16.81% | 9.64% | 11.61% |
XLF Financial Select Sector SPDR Fund | -6.27% | 2.36% | -4.02% | 5.93% | 5.02% | 9.21% |
XLK Technology Select Sector SPDR Fund | -7.36% | 9.09% | 31.74% | 34.25% | 18.21% | 19.27% |
XLE Energy Select Sector SPDR Fund | -1.72% | 5.86% | 3.96% | 20.74% | 7.92% | 4.42% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.91% | 1.91% | -1.64% | 6.49% | 4.87% | -0.90% | -2.45% |
Dividend yield
sectors granted a 2.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sectors | 2.06% | 2.24% | 2.18% | 2.97% | 3.21% | 2.76% | 2.32% | 2.26% | 2.91% | 2.38% | 2.08% | 2.31% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.54% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
XLF Financial Select Sector SPDR Fund | 2.06% | 2.07% | 1.69% | 2.14% | 2.02% | 2.30% | 1.66% | 1.86% | 2.27% | 1.91% | 1.77% | 2.15% |
XLK Technology Select Sector SPDR Fund | 0.86% | 1.04% | 0.66% | 0.94% | 1.20% | 1.68% | 1.46% | 1.89% | 1.97% | 1.96% | 1.95% | 2.03% |
XLE Energy Select Sector SPDR Fund | 3.43% | 3.78% | 4.51% | 6.30% | 6.85% | 4.47% | 3.95% | 3.04% | 4.67% | 3.34% | 2.50% | 2.63% |
Expense Ratio
The sectors features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.17 | ||||
XLF Financial Select Sector SPDR Fund | 0.46 | ||||
XLK Technology Select Sector SPDR Fund | 1.57 | ||||
XLE Energy Select Sector SPDR Fund | 1.06 |
Asset Correlations Table
| XLE | XLK | XLF | SPY | |
|---|---|---|---|---|
| XLE | 1.00 | 0.40 | 0.50 | 0.58 |
| XLK | 0.40 | 1.00 | 0.61 | 0.85 |
| XLF | 0.50 | 0.61 | 1.00 | 0.81 |
| SPY | 0.58 | 0.85 | 0.81 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the sectors. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the sectors is 61.59%, recorded on Mar 9, 2009. It took 1043 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.59% | Oct 15, 2007 | 352 | Mar 9, 2009 | 1043 | Apr 30, 2013 | 1395 |
| -52.34% | 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 |
| -26.45% | Dec 23, 1998 | 46 | Mar 2, 1999 | 268 | Mar 22, 2000 | 314 |
| -23.95% | Oct 4, 2018 | 56 | Dec 24, 2018 | 217 | Nov 4, 2019 | 273 |
Volatility Chart
The current sectors volatility is 3.49%, 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.