100

The chart shows the growth of an initial investment of $10,000 in 100, 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 Every 3 months.

Based on dividend-adjusted daily data since Jul 14, 2022, 100's average daily return is +0.36%, while the average monthly return is +7.61%. At this rate, an investment would double in approximately 0.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +64.2%, while the worst month was Sep 2022 at -20.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 100 closed higher 53% of trading days. The best single day was Jul 7, 2023 with a return of +18.3%, while the worst single day was Jul 18, 2022 at -13.2%.

100 has an annualized alpha of 70.46%, beta of 1.98, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since July 14, 2022.

• This portfolio captured 502.90% of S&P 500 Index gains and 120.62% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

100 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

100 ranks 58 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 100 Sharpe ratio is 2.37 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 100 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

100 provided a 0.03% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 100. 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 100 was 52.52%, occurring on Dec 27, 2022. Recovery took 131 trading sessions.

The current 100 drawdown is 16.36%.

The chart below shows the rolling one-month volatility.