Port 5 - lots of sectors
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Port 5 - lots of sectors, 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 every 3 months.
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Port 5 - lots of sectors | -11.78% | -7.83% | -13.20% | 1.30% | 16.08% | N/A |
| Portfolio components: | ||||||
XLC Communication Services Select Sector SPDR Fund | -6.54% | -7.30% | -0.57% | 14.80% | 15.31% | N/A |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.70% | -16.19% | 0.87% | 19.12% | 17.75% |
XLI Industrial Select Sector SPDR Fund | -4.61% | -4.96% | -9.30% | 5.56% | 17.78% | 10.32% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.18% | 0.68% | 3.22% | 7.26% | 4.12% | 2.80% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
ITB iShares U.S. Home Construction ETF | -13.26% | -6.07% | -30.59% | -12.13% | 24.86% | 13.52% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
MSFT Microsoft Corporation | -12.57% | -6.00% | -11.70% | -7.15% | 18.10% | 25.77% |
Monthly Returns
The table below presents the monthly returns of Port 5 - lots of sectors, 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 | 0.86% | -1.66% | -5.33% | -6.05% | -11.78% | ||||||||
| 2024 | 2.30% | 4.71% | 2.65% | -5.20% | 5.57% | 4.51% | -0.20% | 0.81% | 2.35% | -1.66% | 4.35% | -2.68% | 18.28% |
| 2023 | 6.87% | -0.85% | 6.60% | 0.51% | 4.11% | 5.57% | 2.78% | -1.57% | -5.05% | -0.85% | 10.22% | 5.02% | 37.57% |
| 2022 | -5.94% | -3.43% | 1.67% | -8.28% | 1.18% | -8.29% | 8.95% | -4.94% | -9.52% | 6.25% | 6.91% | -5.36% | -20.82% |
| 2021 | 0.18% | 3.04% | 3.76% | 3.97% | 0.62% | 3.15% | 2.47% | 2.88% | -5.01% | 6.45% | 1.63% | 3.80% | 29.97% |
| 2020 | 1.72% | -6.08% | -9.69% | 11.36% | 5.35% | 3.88% | 5.19% | 7.78% | -3.34% | -2.54% | 9.97% | 3.64% | 27.99% |
| 2019 | 6.29% | 3.92% | 2.57% | 4.95% | -6.32% | 6.42% | 2.22% | -0.81% | 1.94% | 2.49% | 3.51% | 2.76% | 33.56% |
| 2018 | -1.66% | 2.14% | 3.13% | 0.00% | -6.36% | 0.64% | -6.58% | -8.79% |
Expense Ratio
Port 5 - lots of sectors has an expense ratio of 0.12%, 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 Port 5 - lots of sectors is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
XLC Communication Services Select Sector SPDR Fund | 0.71 | 1.07 | 1.15 | 0.78 | 3.34 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
XLI Industrial Select Sector SPDR Fund | 0.23 | 0.47 | 1.06 | 0.24 | 0.93 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.91 | 6.42 | 1.91 | 7.51 | 26.27 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
ITB iShares U.S. Home Construction ETF | -0.47 | -0.52 | 0.94 | -0.39 | -0.94 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
MSFT Microsoft Corporation | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
Dividends
Dividend yield
Port 5 - lots of sectors provided a 1.93% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 1.72% | 1.85% | 2.70% | 1.90% | 1.40% | 1.67% | 1.96% | 1.51% | 1.54% | 1.48% | 1.51% |
| Portfolio components: | ||||||||||||
XLC Communication Services Select Sector SPDR Fund | 1.15% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLI Industrial Select Sector SPDR Fund | 1.54% | 1.44% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.77% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
ITB iShares U.S. Home Construction ETF | 1.11% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
MSFT Microsoft Corporation | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 Port 5 - lots of sectors. 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 Port 5 - lots of sectors was 27.90%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Port 5 - lots of sectors drawdown is 12.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -27.45% | Dec 28, 2021 | 200 | Oct 12, 2022 | 189 | Jul 17, 2023 | 389 |
| -19.72% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -16.76% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -10.69% | Jul 17, 2024 | 16 | Aug 7, 2024 | 44 | Oct 9, 2024 | 60 |
Volatility
Volatility Chart
The current Port 5 - lots of sectors volatility is 13.45%, 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
| VTIP | ITB | MSFT | SCHD | XLI | SMH | XLC | XLK | |
|---|---|---|---|---|---|---|---|---|
| VTIP | 1.00 | 0.21 | 0.08 | 0.13 | 0.12 | 0.07 | 0.13 | 0.10 |
| ITB | 0.21 | 1.00 | 0.40 | 0.62 | 0.65 | 0.51 | 0.52 | 0.52 |
| MSFT | 0.08 | 0.40 | 1.00 | 0.46 | 0.48 | 0.67 | 0.72 | 0.86 |
| SCHD | 0.13 | 0.62 | 0.46 | 1.00 | 0.87 | 0.56 | 0.60 | 0.60 |
| XLI | 0.12 | 0.65 | 0.48 | 0.87 | 1.00 | 0.60 | 0.60 | 0.63 |
| SMH | 0.07 | 0.51 | 0.67 | 0.56 | 0.60 | 1.00 | 0.67 | 0.88 |
| XLC | 0.13 | 0.52 | 0.72 | 0.60 | 0.60 | 0.67 | 1.00 | 0.78 |
| XLK | 0.10 | 0.52 | 0.86 | 0.60 | 0.63 | 0.88 | 0.78 | 1.00 |