S&P 500 Portfolio
The S&P 500 Portfolio is an excellent choice for those who want to invest in the 500 biggest U.S. companies. The portfolio is conventionally used as a representation of the overall U.S. stock market and as a benchmark for other investments.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 100% |
Performance
The chart shows the growth of $10,000 invested in S&P 500 Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $155,180 for a total return of roughly 1,451.80%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 18, 2023, the S&P 500 Portfolio returned 2.37% Year-To-Date and 11.73% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.31% | 2.01% | 0.39% | -10.12% | 7.32% | 9.71% |
| S&P 500 Portfolio | -5.13% | 2.37% | 1.22% | -8.67% | 9.15% | 11.73% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -5.13% | 2.37% | 1.22% | -8.67% | 9.15% | 11.73% |
| Returns over 1 year are annualized | ||||||
Dividends
S&P 500 Portfolio granted a 2.01% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.01% | 1.66% | 1.23% | 1.57% | 1.84% | 2.19% | 1.97% | 2.26% | 2.35% | 2.17% | 2.15% | 2.63% |
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 S&P 500 Portfolio. 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 S&P 500 Portfolio is 55.19%, recorded on Mar 9, 2009. It took 869 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.19% | Oct 10, 2007 | 355 | Mar 9, 2009 | 869 | Aug 16, 2012 | 1224 |
| -47.52% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1020 | Oct 26, 2006 | 1657 |
| -33.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.5% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -19.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -19.03% | Jul 21, 1998 | 30 | Aug 31, 1998 | 59 | Nov 23, 1998 | 89 |
| -13.02% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
| -11.7% | Jul 19, 1999 | 64 | Oct 15, 1999 | 23 | Nov 17, 1999 | 87 |
| -11.2% | Oct 8, 1997 | 14 | Oct 27, 1997 | 28 | Dec 5, 1997 | 42 |
| -10.1% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility Chart
Current S&P 500 Portfolio volatility is 22.02%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.