Sp500 70 30
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Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | Large Cap Growth Equities | 70% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 18, 2015, corresponding to the inception date of SPYX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 5.53% | -5.60% | 8.37% | 14.61% | 10.35% |
| Sp500 70 30 | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | N/A | N/A | N/A | N/A | N/A | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 0.55% | -3.86% | 0.64% | -9.55% | -0.57% |
Monthly Returns
The table below presents the monthly returns of Sp500 70 30, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.03% | 0.03% |
Expense Ratio
Sp500 70 30 has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Sp500 70 30 is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | — | — | — | — | — |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | 0.09 | 1.01 | -0.00 | -0.01 |
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Dividends
Dividend yield
Sp500 70 30 provided a 2.08% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.08% | 1.29% | 1.01% | 0.80% | 0.45% | 0.45% | 0.68% | 0.79% | 0.73% | 0.78% | 0.78% | 0.80% |
| Portfolio components: | ||||||||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sp500 70 30. 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 Sp500 70 30 was 0.43%, occurring on May 6, 2025. Recovery took 1 trading session.
The current Sp500 70 30 drawdown is 6.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.43% | May 6, 2025 | 1 | May 6, 2025 | 1 | May 7, 2025 | 2 |
| -0.02% | May 9, 2025 | 1 | May 9, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TLT | SPYX | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.40 | 1.00 | 0.80 |
| TLT | -0.40 | 1.00 | -0.40 | 0.20 |
| SPYX | 1.00 | -0.40 | 1.00 | 0.80 |
| Portfolio | 0.80 | 0.20 | 0.80 | 1.00 |