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.
Expense Ratio
The S&P 500 Portfolio has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Portfolio, 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 Jan 29, 1993, corresponding to the inception date of SPY
Returns By Period
As of Mar 19, 2024, the S&P 500 Portfolio returned 8.24% Year-To-Date and 12.70% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 7.96% | 2.87% | 15.63% | 31.48% | 12.80% | 10.71% |
S&P 500 Portfolio | 8.24% | 2.99% | 16.43% | 33.41% | 14.61% | 12.70% |
Portfolio components: | ||||||
SPDR S&P 500 ETF | 8.24% | 2.99% | 16.43% | 33.41% | 14.61% | 12.70% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.59% | 5.22% | ||||||||||
2023 | -1.63% | -4.74% | -2.17% | 9.13% | 4.57% |
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
S&P 500 | 2.54 | ||||
2.70 | |||||
Portfolio components: | |||||
SPDR S&P 500 ETF | 2.70 |
Dividends
Dividend yield
S&P 500 Portfolio granted a 1.31% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
S&P 500 Portfolio | 1.31% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Portfolio components: | ||||||||||||
SPDR S&P 500 ETF | 1.31% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Portfolio. 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 S&P 500 Portfolio was 55.19%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.
The current S&P 500 Portfolio drawdown is 0.45%.
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 | 294 | Dec 13, 2023 | 489 |
-19.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current S&P 500 Portfolio volatility is 3.29%, 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.