xlk+xlc+gbtc
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 33.33% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 33.33% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in xlk+xlc+gbtc, 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 May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| xlk+xlc+gbtc | 56.02% | 16.44% | 22.23% | 77.46% | 36.53% | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 23.33% | 2.31% | 13.75% | 33.30% | 23.47% | 20.55% |
XLF Financial Select Sector SPDR Fund | 33.79% | 6.94% | 19.70% | 49.31% | 13.15% | 11.95% |
GBTC Grayscale Bitcoin Trust (BTC) | 105.75% | 41.69% | 30.03% | 145.11% | 46.95% | N/A |
Monthly Returns
The table below presents the monthly returns of xlk+xlc+gbtc, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.17% | 18.73% | 7.26% | -9.02% | 8.00% | -1.47% | 0.33% | -1.41% | 2.92% | 3.63% | 56.02% | ||
| 2023 | 21.25% | -2.62% | 17.02% | 1.13% | -3.68% | 15.78% | 2.38% | -2.13% | -2.43% | 12.47% | 12.39% | 8.82% | 109.57% |
| 2022 | -9.94% | 1.12% | 2.22% | -11.51% | -6.35% | -19.26% | 14.21% | -7.90% | -9.52% | 8.23% | -3.65% | -6.79% | -42.36% |
| 2021 | 1.85% | 12.74% | 8.73% | 1.82% | -9.41% | 0.62% | 6.50% | 5.90% | -6.22% | 21.31% | -3.28% | -8.50% | 31.54% |
| 2020 | 11.25% | -9.37% | -19.68% | 20.81% | 7.09% | -2.73% | 14.30% | 7.14% | -9.94% | 11.29% | 29.39% | 22.38% | 98.04% |
| 2019 | 5.59% | 6.76% | 3.12% | 18.19% | 22.32% | 21.12% | -1.57% | -6.66% | -0.18% | 3.83% | -1.55% | -2.22% | 86.57% |
| 2018 | -5.72% | 2.45% | -15.51% | 15.91% | -7.49% | -11.33% | 9.60% | -0.66% | -6.22% | -9.26% | -7.77% | -12.97% | -42.30% |
| 2017 | -2.35% | 5.23% | 0.18% | 6.76% | 96.59% | -12.05% | 4.59% | 47.50% | -14.94% | 9.05% | 31.22% | 15.59% | 312.47% |
| 2016 | -14.84% | 6.87% | 4.45% | 10.13% | 5.56% | 20.29% | -3.37% | -1.97% | 2.01% | 7.08% | 1.34% | 9.82% | 53.06% |
| 2015 | -6.94% | -3.88% | 2.09% | -8.79% | 1.11% | 12.43% | 12.16% | 14.77% | 21.91% |
Expense Ratio
xlk+xlc+gbtc has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of xlk+xlc+gbtc is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Martin ratio | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.50 | 2.02 | 1.27 | 1.92 | 6.63 |
XLF Financial Select Sector SPDR Fund | 3.54 | 4.96 | 1.65 | 3.19 | 25.45 |
GBTC Grayscale Bitcoin Trust (BTC) | 2.32 | 2.80 | 1.33 | 2.67 | 8.91 |
Dividends
Dividend yield
xlk+xlc+gbtc provided a 0.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.82% | 1.03% | 0.76% | 0.98% | 1.01% | 1.23% | 1.02% | 1.12% | 1.24% | 1.12% | 1.06% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the xlk+xlc+gbtc. 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 xlk+xlc+gbtc was 59.81%, occurring on Dec 21, 2018. Recovery took 472 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.81% | Dec 19, 2017 | 254 | Dec 21, 2018 | 472 | Nov 5, 2020 | 726 |
| -52.54% | Nov 10, 2021 | 285 | Dec 28, 2022 | 235 | Dec 5, 2023 | 520 |
| -28.64% | May 6, 2015 | 78 | Aug 25, 2015 | 50 | Nov 4, 2015 | 128 |
| -26.48% | Sep 1, 2017 | 9 | Sep 14, 2017 | 50 | Nov 24, 2017 | 59 |
| -25% | Jun 7, 2017 | 6 | Jun 14, 2017 | 42 | Aug 14, 2017 | 48 |
Volatility
Volatility Chart
The current xlk+xlc+gbtc volatility is 8.97%, 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.
Diversification
Asset Correlations Table
| GBTC | XLF | XLK | |
|---|---|---|---|
| GBTC | 1.00 | 0.17 | 0.23 |
| XLF | 0.17 | 1.00 | 0.56 |
| XLK | 0.23 | 0.56 | 1.00 |