SPY
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Dec 31, 2009 | Buy | SPDR S&P 500 ETF | 897.3 | $111.44 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPY, 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
Returns By Period
As of Nov 13, 2024, the SPY returned 23.50% Year-To-Date and 11.83% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| SPY | 23.56% | 1.97% | 11.92% | 30.45% | 13.80% | 11.83% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.83% | 2.20% | 13.43% | 34.88% | 15.71% | 13.33% |
Monthly Returns
The table below presents the monthly returns of SPY, 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 | 1.40% | 4.61% | 2.90% | -3.58% | 4.48% | 3.14% | 1.08% | 2.08% | 1.87% | -0.80% | 23.56% | ||
| 2023 | 5.47% | -2.20% | 3.23% | 1.40% | 0.40% | 5.68% | 2.88% | -1.44% | -4.17% | -1.90% | 7.96% | 4.02% | 22.64% |
| 2022 | -4.76% | -2.65% | 3.36% | -7.87% | 0.20% | -7.33% | 8.06% | -3.61% | -8.11% | 7.04% | 4.86% | -5.07% | -16.40% |
| 2021 | -0.91% | 2.48% | 4.05% | 4.74% | 0.59% | 2.01% | 2.20% | 2.68% | -4.20% | 6.30% | -0.73% | 4.17% | 25.49% |
| 2020 | -0.04% | -7.05% | -11.05% | 10.96% | 4.18% | 1.57% | 5.18% | 6.18% | -3.34% | -2.21% | 9.60% | 3.30% | 15.98% |
| 2019 | 7.05% | 2.88% | 1.61% | 3.63% | -5.70% | 6.18% | 1.34% | -1.49% | 1.73% | 1.96% | 3.22% | 2.59% | 27.34% |
| 2018 | 5.09% | -3.30% | -2.47% | 0.46% | 2.18% | 0.53% | 3.32% | 2.87% | 0.54% | -6.22% | 1.66% | -7.89% | -4.01% |
| 2017 | 1.62% | 3.56% | 0.12% | 0.90% | 1.28% | 0.58% | 1.86% | 0.26% | 1.82% | 2.13% | 2.76% | 1.10% | 19.45% |
| 2016 | -4.55% | -0.08% | 6.11% | 0.36% | 1.55% | 0.31% | 3.31% | 0.11% | 0.00% | -1.57% | 3.33% | 1.84% | 10.84% |
| 2015 | -2.76% | 5.22% | -1.46% | 0.91% | 1.19% | -1.87% | 2.09% | -5.64% | -2.33% | 7.77% | 0.34% | -1.59% | 1.15% |
| 2014 | -3.32% | 4.28% | 0.78% | 0.65% | 2.18% | 1.94% | -1.26% | 3.70% | -1.29% | 2.20% | 2.57% | -0.24% | 12.60% |
| 2013 | 4.85% | 1.21% | 3.61% | 1.82% | 2.24% | -1.27% | 4.88% | -2.84% | 3.00% | 4.36% | 2.80% | 2.44% | 30.35% |
Expense Ratio
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 risk-adjusted rank of SPY is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 3.08 | 4.10 | 1.58 | 4.46 | 20.22 |
Dividends
Dividend yield
SPY provided a 1.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.05% | 1.23% | 1.44% | 1.09% | 1.36% | 1.56% | 1.80% | 1.62% | 1.83% | 1.88% | 1.74% | 1.71% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $1,431.14 | $0.00 | $0.00 | $1,578.37 | $0.00 | $0.00 | $1,566.69 | $0.00 | $0.00 | $4,576.19 | |
| 2023 | $0.00 | $0.00 | $1,351.51 | $0.00 | $0.00 | $1,470.11 | $0.00 | $0.00 | $1,420.58 | $0.00 | $0.00 | $1,710.32 | $5,952.52 |
| 2022 | $0.00 | $0.00 | $1,225.72 | $0.00 | $0.00 | $1,414.93 | $0.00 | $0.00 | $1,432.45 | $0.00 | $0.00 | $1,598.45 | $5,671.55 |
| 2021 | $0.00 | $0.00 | $1,146.56 | $0.00 | $0.00 | $1,234.58 | $0.00 | $0.00 | $1,281.45 | $0.00 | $0.00 | $1,468.37 | $5,130.96 |
| 2020 | $0.00 | $0.00 | $1,261.21 | $0.00 | $0.00 | $1,225.93 | $0.00 | $0.00 | $1,201.68 | $0.00 | $0.00 | $1,417.73 | $5,106.55 |
| 2019 | $0.00 | $0.00 | $1,106.48 | $0.00 | $0.00 | $1,284.61 | $0.00 | $0.00 | $1,241.52 | $0.00 | $0.00 | $1,408.75 | $5,041.36 |
| 2018 | $0.00 | $0.00 | $984.14 | $0.00 | $0.00 | $1,117.65 | $0.00 | $0.00 | $1,186.78 | $0.00 | $0.00 | $1,288.01 | $4,576.58 |
| 2017 | $0.00 | $0.00 | $927.02 | $0.00 | $0.00 | $1,061.60 | $0.00 | $0.00 | $1,107.78 | $0.00 | $0.00 | $1,212.55 | $4,308.95 |
| 2016 | $0.00 | $0.00 | $941.81 | $0.00 | $0.00 | $967.68 | $0.00 | $0.00 | $970.94 | $0.00 | $0.00 | $1,192.45 | $4,072.88 |
| 2015 | $0.00 | $0.00 | $835.22 | $0.00 | $0.00 | $924.28 | $0.00 | $0.00 | $927.30 | $0.00 | $0.00 | $1,087.12 | $3,773.92 |
| 2014 | $0.00 | $0.00 | $739.92 | $0.00 | $0.00 | $840.49 | $0.00 | $0.00 | $842.74 | $0.00 | $0.00 | $1,018.36 | $3,441.51 |
| 2013 | $0.00 | $0.00 | $622.48 | $0.00 | $0.00 | $752.94 | $0.00 | $0.00 | $751.89 | $0.00 | $0.00 | $879.58 | $3,006.89 |
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 SPY. 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 SPY was 30.18%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current SPY drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -22.06% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -18.13% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -17.4% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -15.6% | Apr 26, 2010 | 49 | Jul 2, 2010 | 87 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current SPY volatility is 3.37%, 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.