TECH2

The chart shows the growth of an initial investment of $10,000 in TECH2, 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 Apr 3, 2026, the TECH2 returned -8.35% Year-To-Date and 51.96% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, TECH2's average daily return is +0.17%, while the average monthly return is +3.49%. At this rate, your investment would double in approximately 1.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2013 with a return of +34.6%, while the worst month was Apr 2022 at -21.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TECH2 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +19.0%, while the worst single day was Mar 16, 2020 at -14.9%.

TECH2 has an annualized alpha of 25.95%, beta of 1.48, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 251.85% of S&P 500 Index gains and 107.41% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 25.95% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

TECH2 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.

TECH2 ranks 62 for risk / return — better than 62% 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.

TECH2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.46
• 5-Year: 0.93
• 10-Year: 1.42
• All Time: 1.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, 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 TECH2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TECH2 provided a 0.16% 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 TECH2. 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 TECH2 was 49.77%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current TECH2 drawdown is 17.27%.

The chart below shows the rolling one-month volatility.