IT 50% + HEALTH 50%

The chart shows the growth of an initial investment of €10,000 in IT 50% + HEALTH 50%, 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.

As of Jun 27, 2026, the IT 50% + HEALTH 50% returned 12.32% Year-To-Date and 16.47% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 22, 2010, IT 50% + HEALTH 50%'s average daily return is +0.08%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Sep 2011 at -16.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IT 50% + HEALTH 50% closed higher 56% of trading days. The best single day was Aug 3, 2011 with a return of +43.7%, while the worst single day was Aug 25, 2011 at -32.2%.

IT 50% + HEALTH 50% has an annualized alpha of 11.46%, beta of 0.51, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 22, 2010.

• This portfolio participated in 103.57% of S&P 500 Index downside but only 95.06% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.51 may look defensive, but with R2 of 0.06 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.06 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

IT 50% + HEALTH 50% has an expense ratio of 0.25%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IT 50% + HEALTH 50% ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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. Learn how to interpret the Sharpe ratio.

The current IT 50% + HEALTH 50% Sharpe ratio is 2.25 as of Jun 27, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.32 to 2.19, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of IT 50% + HEALTH 50% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 IT 50% + HEALTH 50%. 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 IT 50% + HEALTH 50% was 41.32%, occurring on Aug 22, 2011. Recovery took 571 trading sessions.

The current IT 50% + HEALTH 50% drawdown is 0.13%.

The chart below shows the rolling one-month volatility.