Historical Performance
| Year | portfolio | SPY |
|---|---|---|
| 2003 | 31.20% | 28.18% |
| 2004 | 17.93% | 10.69% |
| 2005 | 6.51% | 4.83% |
| 2006 | 7.55% | 15.85% |
| 2007 | 12.48% | 5.15% |
| 2008 | -31.58% | -36.79% |
| 2009 | 25.01% | 26.35% |
| 2010 | 12.76% | 15.06% |
| 2011 | 11.43% | 1.89% |
| 2012 | 5.48% | 15.99% |
| 2013 | 34.07% | 32.31% |
| 2014 | 10.07% | 13.46% |
| 2015 | -2.44% | 1.23% |
| 2016 | 18.17% | 12.00% |
| 2017 | 20.28% | 21.71% |
| 2018 | -1.81% | -4.57% |
| 2019 | 24.33% | 31.22% |
| 2020 | 18.36% | 18.33% |
| 2021 | 30.11% | 28.60% |
| 2022 | -1.82% | -19.68% |
| 2023 | 13.70% | 24.29% |
| 2024 | 19.72% | 23.30% |
| 2025 | -5.86% | 0.13% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | SPY | portfolio | SPY | portfolio | SPY |
| YTD | -5.86% | 0.13% | 12.29% | 15.02% | -9.40% | -7.86% |
| 1y | 2.85% | 11.28% | 13.95% | 11.80% | -11.15% | -7.97% |
| 3y | 5.65% | 12.43% | 15.86% | 16.76% | -11.15% | -13.30% |
| 5y | 15.48% | 14.55% | 15.43% | 16.26% | -12.29% | -24.99% |
| 10y | 12.38% | 12.13% | 14.94% | 15.51% | -19.02% | -24.99% |
| Inception | 9.31% | 7.76% | 14.48% | 15.26% | -42.33% | -50.78% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| XLP | US | Consumer Staples Select Sector SPDR Fund | US81369Y3080 | 30.00% | -2.31% |
| XLV | US | Health Care Select Sector SPDR Fund | US81369Y2090 | 30.00% | -6.12% |
| XLF | US | Financial Select Sector SPDR Fund | US81369Y6059 | 30.00% | 4.76% |
| SPY | US | SPDR S&P 500 ETF Trust | US78462F1030 | 10.00% | 5.82% |