top 15 SPY
top 15 spy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.86% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.65% |
AVGO Broadcom Inc. | Technology | 3.43% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 4.71% |
GOOG Alphabet Inc. | Communication Services | 4.49% |
GOOGL Alphabet Inc. | Communication Services | 5.32% |
JPM JPMorgan Chase & Co. | Financial Services | 3.30% |
LLY Eli Lilly and Company | Healthcare | 3.83% |
META Meta Platforms, Inc. | Communication Services | 6.65% |
MSFT Microsoft Corporation | Technology | 19.01% |
NVDA NVIDIA Corporation | Technology | 10.90% |
TSLA Tesla, Inc. | Consumer Cyclical | 3.40% |
UNH UnitedHealth Group Incorporated | Healthcare | 3.06% |
V Visa Inc. | Financial Services | 2.79% |
XOM Exxon Mobil Corporation | Energy | 2.60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in top 15 SPY, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 15, 2024, the top 15 SPY returned 44.89% Year-To-Date and 32.99% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| top 15 SPY | 44.89% | 4.41% | 18.38% | 49.63% | 37.07% | 32.99% |
| Portfolio components: | ||||||
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.84% | 24.60% |
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.45% | 26.06% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.48% | 29.38% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.16% | 77.74% |
GOOGL Alphabet Inc. | 26.00% | 6.12% | 1.05% | 30.75% | 21.46% | 20.51% |
GOOG Alphabet Inc. | 26.15% | 6.26% | 1.34% | 30.36% | 21.68% | 20.89% |
BRK-B Berkshire Hathaway Inc. | 31.13% | 1.08% | 13.21% | 31.09% | 16.34% | 12.42% |
JPM JPMorgan Chase & Co. | 45.59% | 8.76% | 20.86% | 65.38% | 16.65% | 18.14% |
META Meta Platforms, Inc. | 63.55% | -1.55% | 22.20% | 73.99% | 24.34% | 22.84% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.67% | 38.00% |
UNH UnitedHealth Group Incorporated | 13.99% | 6.63% | 14.68% | 11.84% | 18.86% | 21.79% |
V Visa Inc. | 19.31% | 10.58% | 10.59% | 25.19% | 12.20% | 18.17% |
LLY Eli Lilly and Company | 35.53% | -13.92% | 2.10% | 34.24% | 49.31% | 30.36% |
TSLA Tesla, Inc. | 25.23% | 41.72% | 77.98% | 28.14% | 67.81% | 33.85% |
XOM Exxon Mobil Corporation | 24.70% | 1.00% | 3.95% | 20.27% | 17.34% | 6.97% |
Monthly Returns
The table below presents the monthly returns of top 15 SPY, 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 | 4.33% | 9.08% | 3.16% | -2.69% | 8.26% | 7.96% | -0.85% | 1.78% | 2.48% | -0.62% | 44.89% | ||
| 2023 | 12.95% | 2.65% | 11.87% | 3.90% | 10.73% | 7.09% | 3.82% | 0.30% | -5.14% | -0.14% | 10.28% | 3.01% | 79.06% |
| 2022 | -6.20% | -3.71% | 6.45% | -13.53% | -1.13% | -9.09% | 13.09% | -6.30% | -10.80% | 2.70% | 6.95% | -8.42% | -28.95% |
| 2021 | 1.76% | 1.26% | 1.68% | 8.39% | -0.07% | 8.22% | 2.85% | 5.67% | -5.81% | 11.19% | 4.40% | 1.79% | 48.57% |
| 2020 | 5.38% | -4.93% | -6.82% | 16.53% | 6.20% | 7.93% | 8.19% | 16.09% | -6.82% | -3.37% | 10.15% | 5.21% | 63.40% |
| 2019 | 7.08% | 2.82% | 6.28% | 5.25% | -10.11% | 8.76% | 3.32% | -1.74% | 1.88% | 7.37% | 5.63% | 6.28% | 50.10% |
| 2018 | 10.22% | -0.68% | -5.15% | 1.93% | 7.22% | 0.48% | 3.53% | 8.56% | -0.14% | -8.24% | -2.82% | -8.73% | 4.14% |
| 2017 | 5.22% | 3.43% | 3.43% | 2.58% | 7.49% | -1.17% | 4.44% | 3.70% | -0.23% | 8.70% | 1.66% | -0.34% | 45.97% |
| 2016 | -5.38% | -2.28% | 9.23% | -2.90% | 7.60% | -1.85% | 9.08% | 1.98% | 3.58% | 0.53% | 2.69% | 5.26% | 29.68% |
| 2015 | -1.27% | 8.25% | -2.74% | 5.74% | 2.28% | -2.33% | 5.73% | -2.97% | 0.59% | 11.64% | 3.80% | 0.07% | 31.39% |
| 2014 | -1.00% | 4.21% | 2.40% | 0.11% | 6.99% | -0.54% | 1.83% | 5.05% | -2.99% | 16.78% |
Expense Ratio
top 15 SPY has an expense ratio of 0.00%, indicating no management fees are charged. 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 top 15 SPY is 67, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.98 | 1.54 | 1.19 | 1.32 | 3.11 |
MSFT Microsoft Corporation | 0.82 | 1.17 | 1.15 | 1.04 | 2.52 |
AMZN Amazon.com, Inc. | 1.78 | 2.45 | 1.32 | 2.03 | 8.12 |
NVDA NVIDIA Corporation | 3.87 | 3.90 | 1.51 | 7.41 | 23.35 |
GOOGL Alphabet Inc. | 1.16 | 1.67 | 1.22 | 1.39 | 3.48 |
GOOG Alphabet Inc. | 1.15 | 1.65 | 1.22 | 1.36 | 3.46 |
BRK-B Berkshire Hathaway Inc. | 2.17 | 3.06 | 1.39 | 4.10 | 10.71 |
JPM JPMorgan Chase & Co. | 2.85 | 3.65 | 1.58 | 6.45 | 19.62 |
META Meta Platforms, Inc. | 2.06 | 2.97 | 1.41 | 4.02 | 12.45 |
AVGO Broadcom Inc. | 1.69 | 2.35 | 1.30 | 3.06 | 9.31 |
UNH UnitedHealth Group Incorporated | 0.49 | 0.83 | 1.12 | 0.59 | 1.56 |
V Visa Inc. | 1.53 | 2.07 | 1.30 | 2.02 | 5.14 |
LLY Eli Lilly and Company | 1.17 | 1.77 | 1.24 | 1.79 | 5.73 |
TSLA Tesla, Inc. | 0.46 | 1.15 | 1.14 | 0.43 | 1.23 |
XOM Exxon Mobil Corporation | 1.05 | 1.57 | 1.19 | 1.08 | 4.77 |
Dividends
Dividend yield
top 15 SPY provided a 0.49% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.49% | 0.55% | 0.72% | 0.62% | 0.84% | 0.89% | 1.12% | 1.00% | 1.20% | 1.27% | 1.31% | 1.46% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
UNH UnitedHealth Group Incorporated | 1.34% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
LLY Eli Lilly and Company | 0.66% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.19% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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 top 15 SPY. 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 top 15 SPY was 33.43%, occurring on Nov 3, 2022. Recovery took 139 trading sessions.
The current top 15 SPY drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.43% | Dec 28, 2021 | 216 | Nov 3, 2022 | 139 | May 25, 2023 | 355 |
| -30.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -25.4% | Oct 2, 2018 | 58 | Dec 24, 2018 | 85 | Apr 29, 2019 | 143 |
| -15.99% | Dec 7, 2015 | 46 | Feb 11, 2016 | 42 | Apr 13, 2016 | 88 |
| -14.25% | Sep 3, 2020 | 14 | Sep 23, 2020 | 59 | Dec 16, 2020 | 73 |
Volatility
Volatility Chart
The current top 15 SPY volatility is 5.50%, 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
| XOM | LLY | UNH | TSLA | JPM | BRK-B | NVDA | AVGO | META | V | AMZN | AAPL | MSFT | GOOGL | GOOG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XOM | 1.00 | 0.19 | 0.27 | 0.14 | 0.48 | 0.49 | 0.18 | 0.26 | 0.18 | 0.33 | 0.18 | 0.25 | 0.22 | 0.25 | 0.25 |
| LLY | 0.19 | 1.00 | 0.35 | 0.13 | 0.24 | 0.31 | 0.22 | 0.25 | 0.27 | 0.30 | 0.25 | 0.26 | 0.33 | 0.29 | 0.29 |
| UNH | 0.27 | 0.35 | 1.00 | 0.16 | 0.37 | 0.44 | 0.23 | 0.27 | 0.23 | 0.38 | 0.25 | 0.31 | 0.33 | 0.32 | 0.32 |
| TSLA | 0.14 | 0.13 | 0.16 | 1.00 | 0.25 | 0.23 | 0.41 | 0.39 | 0.36 | 0.30 | 0.41 | 0.41 | 0.38 | 0.37 | 0.37 |
| JPM | 0.48 | 0.24 | 0.37 | 0.25 | 1.00 | 0.72 | 0.32 | 0.38 | 0.31 | 0.47 | 0.31 | 0.36 | 0.37 | 0.37 | 0.38 |
| BRK-B | 0.49 | 0.31 | 0.44 | 0.23 | 0.72 | 1.00 | 0.32 | 0.38 | 0.33 | 0.53 | 0.33 | 0.41 | 0.43 | 0.42 | 0.42 |
| NVDA | 0.18 | 0.22 | 0.23 | 0.41 | 0.32 | 0.32 | 1.00 | 0.61 | 0.50 | 0.43 | 0.53 | 0.52 | 0.58 | 0.52 | 0.52 |
| AVGO | 0.26 | 0.25 | 0.27 | 0.39 | 0.38 | 0.38 | 0.61 | 1.00 | 0.48 | 0.45 | 0.47 | 0.55 | 0.54 | 0.48 | 0.48 |
| META | 0.18 | 0.27 | 0.23 | 0.36 | 0.31 | 0.33 | 0.50 | 0.48 | 1.00 | 0.48 | 0.61 | 0.51 | 0.58 | 0.66 | 0.65 |
| V | 0.33 | 0.30 | 0.38 | 0.30 | 0.47 | 0.53 | 0.43 | 0.45 | 0.48 | 1.00 | 0.48 | 0.48 | 0.58 | 0.55 | 0.55 |
| AMZN | 0.18 | 0.25 | 0.25 | 0.41 | 0.31 | 0.33 | 0.53 | 0.47 | 0.61 | 0.48 | 1.00 | 0.55 | 0.64 | 0.67 | 0.67 |
| AAPL | 0.25 | 0.26 | 0.31 | 0.41 | 0.36 | 0.41 | 0.52 | 0.55 | 0.51 | 0.48 | 0.55 | 1.00 | 0.62 | 0.57 | 0.57 |
| MSFT | 0.22 | 0.33 | 0.33 | 0.38 | 0.37 | 0.43 | 0.58 | 0.54 | 0.58 | 0.58 | 0.64 | 0.62 | 1.00 | 0.68 | 0.68 |
| GOOGL | 0.25 | 0.29 | 0.32 | 0.37 | 0.37 | 0.42 | 0.52 | 0.48 | 0.66 | 0.55 | 0.67 | 0.57 | 0.68 | 1.00 | 0.99 |
| GOOG | 0.25 | 0.29 | 0.32 | 0.37 | 0.38 | 0.42 | 0.52 | 0.48 | 0.65 | 0.55 | 0.67 | 0.57 | 0.68 | 0.99 | 1.00 |