Historical Performance
| Year | portfolio | SPY |
|---|---|---|
| 2003 | 31.95% | 28.18% |
| 2004 | 17.52% | 10.70% |
| 2005 | 6.48% | 4.83% |
| 2006 | 7.41% | 15.85% |
| 2007 | 12.89% | 5.15% |
| 2008 | -31.57% | -36.79% |
| 2009 | 24.95% | 26.35% |
| 2010 | 12.74% | 15.06% |
| 2011 | 11.43% | 1.90% |
| 2012 | 5.48% | 15.99% |
| 2013 | 34.01% | 32.31% |
| 2014 | 9.86% | 13.46% |
| 2015 | -2.39% | 1.23% |
| 2016 | 17.27% | 12.00% |
| 2017 | 20.29% | 21.71% |
| 2018 | -1.81% | -4.57% |
| 2019 | 24.33% | 31.22% |
| 2020 | 18.36% | 18.33% |
| 2021 | 30.80% | 28.73% |
| 2022 | 1.66% | -18.18% |
| 2023 | 15.09% | 26.18% |
| 2024 | 21.83% | 24.89% |
| 2025 | 6.97% | 17.72% |
| 2026 | 11.99% | 11.41% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | SPY | portfolio | SPY | portfolio | SPY |
| YTD | 11.99% | 11.41% | 10.51% | 14.24% | -2.69% | -5.76% |
| 1y | 11.83% | 11.72% | 9.85% | 12.95% | -2.69% | -5.76% |
| 3y | 17.00% | 23.18% | 11.31% | 12.09% | -9.96% | -7.58% |
| 5y | 11.79% | 11.91% | 13.21% | 15.42% | -10.98% | -23.93% |
| 10y | 15.63% | 15.30% | 14.40% | 15.31% | -19.02% | -23.93% |
| Inception | 9.98% | 8.58% | 14.24% | 15.10% | -42.33% | -50.78% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| XLE | US | Energy Select Sector SPDR Fund | US81369Y5069 | 30.00% | 13.85% |
| XLV | US | Health Care Select Sector SPDR Fund | US81369Y2090 | 30.00% | 9.77% |
| XLF | US | Financial Select Sector SPDR Fund | US81369Y6059 | 30.00% | 5.82% |
| SPY | US | SPDR S&P 500 ETF Trust | US78462F1030 | 10.00% | -0.91% |