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S&P 500 Portfolio

Last updated Nov 30, 2022

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.

Expense Ratio

Rank 30 of 54

0.09%
0.00%0.94%
Dividend Yield

Rank 43 of 54

1.56%
0.00%4.60%
10Y Annualized Return

Rank 11 of 54

12.89%
3.45%54.48%
Sharpe Ratio

Rank 9 of 54

-0.57
-1.210.45
Maximum Drawdown

Rank 42 of 54

-33.72%
-91.88%-19.55%

S&P 500 PortfolioAsset Allocation


SPY 100%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities100%

S&P 500 PortfolioPerformance

The chart shows the growth of $10,000 invested in S&P 500 Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $44,478 for a total return of roughly 344.78%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-4.51%
-5.25%
S&P 500 Portfolio
Benchmark (^GSPC)
Portfolio components

S&P 500 PortfolioReturns

As of Nov 30, 2022, the S&P 500 Portfolio returned -15.82% Year-To-Date and 12.89% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
S&P 500 Portfolio1.60%-4.02%-15.82%-12.58%10.41%12.89%
SPY
SPDR S&P 500 ETF
1.60%-4.02%-15.82%-12.58%10.41%12.89%

S&P 500 PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current S&P 500 Portfolio Sharpe ratio is -0.57. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.57
-0.63
S&P 500 Portfolio
Benchmark (^GSPC)
Portfolio components

S&P 500 PortfolioDividends

S&P 500 Portfolio granted a 1.56% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.56%1.22%1.56%1.82%2.17%1.95%2.24%2.33%2.15%2.13%2.61%2.51%2.25%

S&P 500 PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-16.31%
-17.49%
S&P 500 Portfolio
Benchmark (^GSPC)
Portfolio components

S&P 500 PortfolioWorst 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 33.72%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.72%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.5%Jan 4, 2022195Oct 12, 2022
-19.35%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.61%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-15.7%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-13.02%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188
-10.1%Jan 29, 20189Feb 8, 2018123Aug 6, 2018132
-9.69%Apr 3, 201243Jun 4, 201252Aug 16, 201295
-9.44%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-7.97%Jan 20, 201014Feb 8, 201022Mar 11, 201036

S&P 500 PortfolioVolatility Chart

Current S&P 500 Portfolio volatility is 13.45%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovember
13.45%
13.39%
S&P 500 Portfolio
Benchmark (^GSPC)
Portfolio components