PortfoliosLab logoPortfoliosLab logo
IT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IT, 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.


Loading graphics...

The earliest data available for this chart is Mar 30, 2026, corresponding to the inception date of SIXG

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
IT
1.09%
SMH
VanEck Semiconductor ETF
0.09%0.32%8.94%16.35%83.82%44.85%26.17%31.69%
SOXX
iShares Semiconductor ETF
0.32%1.51%12.84%20.81%80.38%33.13%19.27%28.54%
FTXL
First Trust Nasdaq Semiconductor ETF
0.63%2.90%18.26%31.65%100.61%34.13%18.58%
SIXG
Defiance Connective Technologies ETF
3.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2026, IT's average daily return is +3.08%, while the average monthly return is +4.64%. At this rate, your investment would double in approximately 1.3 years.

Historically, 100% of months were positive and 0% were negative. The best month was Mar 2026 with a return of +5.6%, while the worst month was Apr 2026 at 3.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 0 months.

On a daily basis, IT closed higher 100% of trading days. The best single day was Mar 31, 2026 with a return of +5.6%, while the worst single day was Apr 2, 2026 at 1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.60%3.67%9.48%

Expense Ratio

IT has an expense ratio of 0.40%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
SOXX
iShares Semiconductor ETF
912.012.621.374.4616.48
FTXL
First Trust Nasdaq Semiconductor ETF
952.412.941.425.5221.32
SIXG
Defiance Connective Technologies ETF

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for IT. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading graphics...

Dividends

Dividend yield

IT provided a 0.25% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.25%0.29%0.41%0.50%0.83%0.35%0.49%0.91%0.99%0.70%0.50%0.86%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
SOXX
iShares Semiconductor ETF
0.49%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
FTXL
First Trust Nasdaq Semiconductor ETF
0.23%0.28%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%0.00%
SIXG
Defiance Connective Technologies ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the IT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkSIXGFTXLSMHSOXXPortfolio
Benchmark1.000.501.001.001.001.00
SIXG0.501.000.500.500.500.50
FTXL1.000.501.001.001.001.00
SMH1.000.501.001.001.001.00
SOXX1.000.501.001.001.001.00
Portfolio1.000.501.001.001.001.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2026