Sp500 70 30
Prove varie di bilanciamento
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Dec 1, 2015, corresponding to the inception date of SPYX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Sp500 70 30 | 15.91% | 1.86% | 9.64% | 26.02% | 9.80% | N/A |
| Portfolio components: | ||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 21.48% | 2.28% | 10.03% | 32.57% | 15.48% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 3.06% | 0.92% | 8.78% | 10.90% | -4.63% | 1.03% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.67% | 3.10% | 2.44% | -4.88% | 4.63% | 3.02% | 2.07% | 2.17% | 15.91% | ||||
| 2023 | 6.39% | -3.05% | 3.97% | 1.24% | -0.32% | 4.72% | 1.48% | -2.18% | -5.81% | -3.01% | 9.63% | 5.67% | 19.06% |
| 2022 | -5.23% | -2.70% | 0.90% | -9.22% | -0.89% | -5.98% | 6.95% | -4.27% | -8.89% | 3.33% | 6.13% | -4.55% | -23.16% |
| 2021 | -1.94% | 0.27% | 1.68% | 4.45% | 0.45% | 2.93% | 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% | 2.85% | -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 | -1.99% | -1.99% |
Expense Ratio
Sp500 70 30 has an expense ratio of 0.18%, 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 Sp500 70 30 is 49, 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 | |
|---|---|---|---|---|---|
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 2.44 | 3.29 | 1.44 | 2.36 | 14.59 |
TLT iShares 20+ Year Treasury Bond ETF | 0.67 | 1.04 | 1.12 | 0.23 | 1.85 |
Dividends
Dividend yield
Sp500 70 30 granted a 1.65% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sp500 70 30 | 1.65% | 1.86% | 1.79% | 1.18% | 1.38% | 1.77% | 2.14% | 1.91% | 2.12% | 1.12% | 0.80% | 0.98% |
| Portfolio components: | ||||||||||||
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 0.79% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.65% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 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.
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 |
| -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
Volatility Chart
The current Sp500 70 30 volatility is 2.71%, 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
| SPYX | TLT | |
|---|---|---|
| SPYX | 1.00 | -0.14 |
| TLT | -0.14 | 1.00 |