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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
Dividend Yield

S&P 500 PortfolioAsset Allocation

SPY 100%EquityEquity
Large Cap Growth Equities100%
S&P 500

S&P 500 PortfolioPerformance

The chart shows the growth of $10,000 invested in S&P 500 Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $45,959 for a total return of roughly 359.59%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

S&P 500 Portfolio
Benchmark (S&P 500)
Portfolio components

S&P 500 PortfolioReturns

As of Apr 18, 2021, the S&P 500 Portfolio returned 11.97% Year-To-Date and 14.39% of annualized return in the last 10 years.

S&P 500 Portfolio6.93%11.97%21.05%47.90%17.03%14.39%

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 2.81. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.

S&P 500 Portfolio
Benchmark (S&P 500)
Portfolio components

S&P 500 PortfolioDividends

S&P 500 Portfolio granted a 1.33% dividend yield in the last twelve months, as of Apr 18, 2021.

Dividend yield

S&P 500 PortfolioDrawdowns Chart

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

S&P 500 Portfolio
Benchmark (S&P 500)
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 {{portfolioName}} is 33.72%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.

To Bottom
To Recover
-33.72%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-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
-7.35%Sep 17, 201242Nov 15, 201231Jan 2, 201373

S&P 500 PortfolioVolatility Chart

Current S&P 500 Portfolio volatility is 6.75%. 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.

S&P 500 Portfolio
Benchmark (S&P 500)
Portfolio components

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