IT 100%

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

As of Jun 27, 2026, the IT 100% returned 16.30% Year-To-Date and 23.80% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 22, 2010, IT 100%'s average daily return is +0.10%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +19.3%, while the worst month was Sep 2011 at -33.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IT 100% closed higher 56% of trading days. The best single day was Aug 23, 2011 with a return of +52.5%, while the worst single day was Aug 1, 2011 at -32.2%.

IT 100% has an annualized alpha of 16.70%, beta of 0.74, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since November 22, 2010.

• This portfolio captured 128.21% of S&P 500 Index gains and 117.02% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.07 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 100% 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 100% ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 100% Sharpe ratio is 1.58 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 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 IT 100% 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 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 IT 100% was 45.03%, occurring on Aug 22, 2011. Recovery took 820 trading sessions.

The current IT 100% drawdown is 9.35%.

The chart below shows the rolling one-month volatility.