Sp500 70 30
Prove varie di bilanciamento
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 30% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | Large Cap Growth Equities | 70% |
Performance
The chart shows the growth of an initial investment of $10,000 in Sp500 70 30, 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
As of Sep 22, 2023, the Sp500 70 30 returned 7.38% Year-To-Date and 8.15% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.71% |
| Sp500 70 30 | -1.69% | 2.79% | 7.38% | 6.52% | 6.59% | 8.15% |
| Portfolio components: | ||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | -1.37% | 10.31% | 13.86% | 15.99% | 9.79% | 11.72% |
TLT iShares 20+ Year Treasury Bond ETF | -2.42% | -13.37% | -6.95% | -13.41% | -2.93% | -1.63% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SPYX | TLT | |
|---|---|---|
| SPYX | 1.00 | -0.19 |
| TLT | -0.19 | 1.00 |
Dividend yield
Sp500 70 30 granted a 1.96% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sp500 70 30 | 1.96% | 1.82% | 1.21% | 1.44% | 1.88% | 2.31% | 2.11% | 2.39% | 1.35% | 0.98% | 1.23% | 1.04% |
| Portfolio components: | ||||||||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.31% | 1.43% | 1.06% | 1.38% | 1.64% | 2.06% | 1.83% | 2.12% | 0.59% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.49% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
Expense Ratio
The Sp500 70 30 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | |
|---|---|---|---|---|---|
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 0.80 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.63 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Sp500 70 30. 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 Sp500 70 30 is 27.93%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.32% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -12.44% | Aug 30, 2018 | 80 | Dec 24, 2018 | 58 | Mar 20, 2019 | 138 |
| -8% | Jan 29, 2018 | 9 | Feb 8, 2018 | 126 | Aug 9, 2018 | 135 |
| -7.46% | Sep 3, 2020 | 41 | Oct 30, 2020 | 19 | Nov 27, 2020 | 60 |
Volatility Chart
The current Sp500 70 30 volatility is 3.28%, 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.