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 | 0.90% | 12.63% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | SPY | portfolio | SPY | portfolio | SPY |
| YTD | 0.90% | 12.63% | 11.57% | 12.28% | -8.93% | -7.86% |
| 1y | -4.76% | 9.55% | 12.49% | 12.33% | -8.93% | -7.86% |
| 3y | 9.56% | 17.42% | 13.08% | 12.88% | -10.69% | -8.65% |
| 5y | 12.38% | 13.08% | 14.53% | 15.41% | -12.29% | -24.99% |
| 10y | 13.75% | 13.47% | 14.66% | 15.24% | -19.02% | -24.99% |
| Inception | 9.41% | 8.08% | 14.41% | 15.18% | -42.33% | -50.78% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| XLK | US | Technology Select Sector SPDR Fund | US81369Y8030 | 30.00% | -7.20% |
| XLY | US | Consumer Discretionary Select Sector SPDR Fund | US81369Y4070 | 30.00% | -6.43% |
| XLC | US | Communication Services Select Sector SPDR Fund | US81369Y8527 | 20.00% | -2.61% |
| SPY | US | SPDR S&P 500 ETF Trust | US78462F1030 | 10.00% | -3.22% |
| XLE | US | Energy Select Sector SPDR Fund | US81369Y5069 | 10.00% | 3.32% |