The chart shows the growth of an initial investment of $10,000 in 100Sp500, 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 Quarterly
As of Oct 3, 2023, the 100Sp500 returned 11.69% Year-To-Date and 9.78% of annualized return in the last 10 years.
|1 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|Returns over 1 year are annualized|
Monthly Returns Heatmap
The 100Sp500 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the 100Sp500. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 100Sp500 is 56.78%, recorded on Mar 9, 2009. It took 1021 trading sessions for the portfolio to recover.
|-56.78%||Oct 10, 2007||355||Mar 9, 2009||1021||Mar 28, 2013||1376|
|-49.15%||Mar 27, 2000||637||Oct 9, 2002||1166||May 30, 2007||1803|
|-48.2%||Jan 12, 1973||436||Oct 3, 1974||1462||Jul 17, 1980||1898|
|-33.92%||Feb 20, 2020||23||Mar 23, 2020||103||Aug 18, 2020||126|
|-33.51%||Aug 26, 1987||71||Dec 4, 1987||414||Jul 26, 1989||485|
The current 100Sp500 volatility is 3.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.