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ISIN
US82301Q7262
CUSIP
82301Q726
Inception Date
Jan 18, 2000
Region
North America (U.S.)
Min. Investment
$1,000
Index Tracked
NASDAQ-100 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

NASDX Performance Chart

Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is up 20.4% since the beginning of the year. NASDX is currently trading at $55 per share. Investors who bought $1,000 worth of NASDX shares 5 years ago would now be looking at an investment worth $2,420.


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S&P 500 Index

Returns By Period

Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has returned 20.41% so far this year and 41.12% over the past 12 months. Looking at the last ten years, NASDX has achieved an annualized return of 22.78%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Shelton Capital Management Nasdaq-100 Index Fund Direct Shares

1D
2.48%
1M
3.17%
YTD
20.41%
6M
19.57%
1Y
41.12%
3Y*
30.69%
5Y*
19.33%
10Y*
22.78%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NASDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 18, 2000, NASDX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2002 with a return of +18.3%, while the worst month was Feb 2001 at -26.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NASDX closed higher 52% of trading days. The best single day was Jan 3, 2001 with a return of +17.2%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.15%-2.31%-4.86%15.56%10.53%0.28%20.41%
20252.21%-2.74%-7.50%1.54%9.09%6.31%2.35%0.86%5.53%4.76%-1.55%-0.55%21.00%
20241.86%5.37%1.22%-4.50%6.37%6.23%-1.62%1.13%2.52%-0.87%15.01%0.42%36.91%
202310.63%-0.42%9.53%0.46%7.70%6.64%3.84%-1.56%-5.04%-2.08%10.73%5.56%54.69%
2022-8.49%-4.61%4.21%-13.38%-1.58%-8.97%12.56%-5.15%-10.60%3.98%5.69%-8.94%-32.57%
20210.58%-0.07%1.41%5.88%-1.21%6.35%2.78%4.20%-5.69%7.81%1.91%1.18%27.32%

Benchmark Metrics

Shelton Capital Management Nasdaq-100 Index Fund Direct Shares has an annualized alpha of 2.40%, beta of 1.21, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 18, 2000.

  • This fund captured 142.87% of S&P 500 Index gains and 123.57% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.40%
Beta
1.21
0.75
Upside Capture
142.87%
Downside Capture
123.57%

Expense Ratio

NASDX has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NASDX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


NASDX Risk / Return Rank: 7070
Overall Rank
NASDX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NASDX Omega Ratio Rank: 6363
Omega Ratio Rank
NASDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
NASDX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NASDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.42

2.78

+0.64

Martin ratioReturn relative to average drawdown

12.86

12.44

+0.43

Dividends

Dividend History

Shelton Capital Management Nasdaq-100 Index Fund Direct Shares provided a 3.01% dividend yield over the last twelve months, with an annual payout of $1.64 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.64$1.71$6.60$2.57$0.88$0.94$0.37$1.41$0.38$0.26$0.09$0.10

Dividend yield

3.01%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.02$0.00$1.55$0.02$1.71
2024$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.03$0.00$6.47$0.03$6.60
2023$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.03$0.00$2.40$0.05$2.57
2022$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.77$0.04$0.88
2021$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.88$0.01$0.94

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Shelton Capital Management Nasdaq-100 Index Fund Direct Shares. 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 Shelton Capital Management Nasdaq-100 Index Fund Direct Shares was 83.16%, occurring on Oct 7, 2002. Recovery took 3215 trading sessions.

The current Shelton Capital Management Nasdaq-100 Index Fund Direct Shares drawdown is 0.80%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-83.16%Oct 2002
2y 6mo12y 9mo
15y 3moMar 2000 - Jul 2015
Bear market2022
-35.33%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
COVID crash2020
-27.88%Mar 2020
29d2mo 15d
3mo 14dFeb 2020 - Jun 2020
2025 selloff2025
-22.71%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-21.86%Dec 2018
3mo 26d3mo 10d
7mo 6dAug 2018 - Apr 2019

Drawdown Indicators


NASDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-56.78%

-26.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-9.10%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-22.71%

-18.90%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-25.43%

-9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

-33.92%

-1.41%

Current Drawdown

Current decline from peak

-0.80%

-1.80%

+1.00%

Average Drawdown

Average peak-to-trough decline

-34.31%

-10.71%

-23.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.03%

+1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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