XLV
THE HEALTH CARE SELECT SECTOR SPDR FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
XLV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.96% | 4.39% | 0.28% | 4.93% | 5.79% | 9.24% | 5.72% | 8.20% |
| Sharpe Ratio | 0.29 | 0.27 | 0.02 | 0.33 | 0.41 | 0.54 | 0.46 | 0.45 |
| Max Drawdown | -7.23% | -10.47% | -23.24% | -17.11% | -23.24% | -28.40% | -23.95% | -39.17% |
| % Time Invested | 31.3% | 100.0% | 64.0% | 100.0% | 74.3% | 100.0% | 66.1% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.4 | 0.0 | 1.0 | 0.0 | 0.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-11-14 | Open | Interest | 100% | $1.00 | $1.00 | 1.86% | Mark-to-Market |
| 2025-11-12 | 2025-11-14 | Completed | 100% | $149.73 | $150.95 | 0.81% | Signal |
| 2025-08-21 | 2025-11-12 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2025-05-01 | 2025-08-21 | Completed | 100% | $136.38 | $135.45 | -0.68% | Signal |
| 2025-04-08 | 2025-05-01 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-03-21 | 2025-04-08 | Completed | 100% | $140.92 | $136.99 | -2.79% | Stop |
| 2024-01-05 | 2024-03-21 | Interest | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2024-01-03 | 2024-01-05 | Completed | 100% | $134.14 | $133.83 | -0.23% | Signal |
| 2023-11-10 | 2024-01-03 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 100% | $123.62 | $120.85 | -2.24% | Signal |
| 2023-04-12 | 2023-11-08 | Interest | 100% | $1.00 | $1.02 | 2.33% | Interest Income |
| 2023-04-10 | 2023-04-12 | Completed | 100% | $126.67 | $127.85 | 0.93% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-07-08 | 2023-03-16 | Completed | 100% | $122.17 | $118.80 | -2.76% | Signal |
| 2022-06-14 | 2022-07-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-04-06 | 2022-06-14 | Completed | 100% | $81.32 | $113.77 | 39.90% | Stop |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-01-18 | 2020-03-13 | Completed | 100% | $79.23 | $80.19 | 1.20% | Stop |
| 2018-12-26 | 2019-01-18 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-03-23 | 2018-12-26 | Completed | 100% | $63.96 | $71.56 | 11.89% | Stop |
| 2016-08-02 | 2017-03-23 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2015-09-17 | 2016-08-02 | Completed | 100% | $59.86 | $64.35 | 7.50% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $26.02 | $59.23 | 127.63% | Stop |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-07-27 | 2011-08-09 | Completed | 100% | $22.11 | $23.85 | 7.85% | Stop |
| 2010-07-02 | 2010-07-27 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-03-24 | 2010-07-02 | Completed | 100% | $24.79 | $21.43 | -13.54% | Stop |
| 2009-11-13 | 2010-03-24 | Interest | 100% | $1.00 | $1.01 | 1.25% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 100% | $22.61 | $22.40 | -0.90% | Signal |
| 2008-06-05 | 2009-11-11 | Interest | 100% | $1.00 | $1.05 | 4.92% | Interest Income |
| 2008-02-14 | 2008-06-05 | Completed | 100% | $24.40 | $23.38 | -4.20% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-04-18 | 2008-01-23 | Completed | 100% | $25.78 | $23.87 | -7.42% | Stop |
| 2007-03-13 | 2007-04-18 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2005-11-25 | 2007-03-13 | Completed | 100% | $22.00 | $24.05 | 9.28% | Signal |
| 2005-03-07 | 2005-11-25 | Interest | 100% | $1.00 | $1.03 | 3.11% | Interest Income |
| 2004-11-17 | 2005-03-07 | Completed | 100% | $20.12 | $21.36 | 6.13% | Signal |
| 2004-10-26 | 2004-11-17 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-02-03 | 2004-10-26 | Completed | 100% | $21.54 | $18.75 | -12.96% | Stop |
| 2004-01-09 | 2004-02-03 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-01-05 | 2004-01-09 | Completed | 100% | $20.98 | $21.03 | 0.26% | Signal |
| 2002-10-23 | 2004-01-05 | Interest | 100% | $1.00 | $1.05 | 4.82% | Interest Income |
| 2002-10-21 | 2002-10-23 | Completed | 100% | $18.82 | $18.51 | -1.62% | Signal |
| 2000-12-12 | 2002-10-21 | Interest | 100% | $1.00 | $1.09 | 9.17% | Interest Income |
Return Distribution Analysis
