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 1, 2015, corresponding to the inception date of SPYX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Sp500 70 30 | 0.99% | 3.47% | -1.74% | 10.39% | 7.75% | N/A |
| Portfolio components: | ||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.12% | 6.75% | -0.54% | 14.12% | 15.59% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 0.04% | -4.14% | -5.38% | 0.87% | -9.61% | -0.85% |
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 | 2.01% | 0.73% | -4.47% | -0.46% | 3.36% | 0.99% | |||||||
| 2024 | 0.67% | 3.10% | 2.44% | -4.88% | 4.64% | 3.02% | 2.07% | 2.17% | 2.35% | -2.61% | 4.92% | -3.48% | 14.77% |
| 2023 | 6.39% | -3.05% | 3.97% | 1.24% | -0.32% | 4.71% | 1.48% | -2.18% | -5.81% | -3.01% | 9.63% | 5.67% | 19.07% |
| 2022 | -5.23% | -2.70% | 0.90% | -9.22% | -0.89% | -5.98% | 6.94% | -4.27% | -8.89% | 3.33% | 6.13% | -4.55% | -23.16% |
| 2021 | -1.94% | 0.27% | 1.68% | 4.45% | 0.45% | 2.92% | 2.81% | 2.10% | -4.41% | 5.56% | 0.76% | 2.23% | 17.79% |
| 2020 | 2.55% | -3.31% | -5.74% | 9.05% | 2.92% | 1.40% | 5.42% | 3.97% | -2.51% | -2.97% | 7.92% | 2.51% | 22.02% |
| 2019 | 5.68% | 1.74% | 2.36% | 2.86% | -2.64% | 5.27% | 1.19% | 2.26% | 0.40% | 1.23% | 2.53% | 1.06% | 26.44% |
| 2018 | 2.99% | -3.32% | -0.81% | -0.72% | 2.11% | 0.62% | 2.17% | 2.82% | -0.45% | -5.58% | 1.74% | -4.11% | -2.96% |
| 2017 | 1.75% | 3.53% | 0.12% | 1.27% | 1.59% | 0.83% | 1.22% | 1.27% | 0.45% | 1.75% | 2.31% | 1.42% | 18.93% |
| 2016 | -2.10% | 1.17% | 4.13% | -0.38% | 1.44% | 1.34% | 4.43% | -0.18% | -0.39% | -2.43% | -0.03% | 1.11% | 8.17% |
| 2015 | -1.67% | -1.67% |
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 33, 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 | 0.71 | 1.07 | 1.15 | 0.71 | 2.69 |
TLT iShares 20+ Year Treasury Bond ETF | 0.06 | -0.07 | 0.99 | -0.04 | -0.21 |
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Dividends
Dividend yield
Sp500 70 30 provided a 2.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 2.02% | 1.86% | 1.79% | 1.18% | 1.38% | 1.77% | 2.14% | 1.91% | 2.12% | 1.12% | 0.80% |
| Portfolio components: | ||||||||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.05% | 1.05% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 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 27.93%, occurring on Oct 14, 2022. Recovery took 419 trading sessions.
The current Sp500 70 30 drawdown is 3.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 419 | Jun 17, 2024 | 621 |
| -20.32% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -13.95% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -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 |
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 | -0.13 | 0.97 | 0.88 |
| TLT | -0.13 | 1.00 | -0.12 | 0.24 |
| SPYX | 0.97 | -0.12 | 1.00 | 0.91 |
| Portfolio | 0.88 | 0.24 | 0.91 | 1.00 |