Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FI Analysis, 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.
Loading graphics...
The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of Apr 3, 2026, the FI Analysis returned -0.69% Year-To-Date and 3.01% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio FI Analysis | 0.02% | -1.19% | -0.69% | 0.02% | 3.80% | 4.19% | 1.15% | 3.01% |
| Portfolio components: | ||||||||
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | -0.10% | -1.68% | -0.56% | 0.32% | 3.62% | 3.13% | 0.29% | 1.38% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | -0.36% | -0.61% | -0.07% | 0.89% | 3.36% | 3.99% | 1.77% | 1.71% |
OPTAX Invesco AMT-Free Municipal Fund | 0.30% | -1.33% | -0.74% | -0.25% | 1.65% | 2.38% | 0.21% | 3.45% |
ACCBX Invesco Corporate Bond Fund | 0.16% | -1.90% | -1.10% | -0.81% | 3.82% | 4.43% | -0.03% | 3.04% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.28% | -1.14% | -0.28% | 0.34% | 6.53% | 7.48% | 3.37% | 6.74% |
HFAAX Janus Henderson Developed World Bond Fund | 0.39% | -1.15% | -1.17% | -0.32% | 4.07% | 2.64% | -0.93% | 2.12% |
RFRAX Columbia Floating Rate Fund | 0.06% | 0.62% | -0.91% | 0.22% | 4.75% | 6.56% | 4.35% | 4.37% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 12, 2012, FI Analysis's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, your investment would double in approximately 21.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Mar 2020 at -5.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FI Analysis closed higher 55% of trading days. The best single day was Mar 26, 2020 with a return of +1.5%, while the worst single day was Mar 18, 2020 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.09% | 0.94% | -1.80% | 0.10% | -0.69% | ||||||||
| 2025 | 0.54% | 1.34% | -0.24% | 0.18% | 0.06% | 1.28% | -0.04% | 1.06% | 1.13% | 0.44% | 0.49% | 0.02% | 6.42% |
| 2024 | 0.24% | -0.71% | 0.54% | -1.50% | 1.18% | 0.69% | 1.85% | 1.17% | 1.21% | -1.46% | 1.12% | -0.94% | 3.37% |
| 2023 | 3.15% | -1.99% | 1.70% | 0.47% | -0.93% | 0.27% | 0.47% | -0.40% | -1.70% | -1.37% | 4.26% | 2.84% | 6.75% |
| 2022 | -1.99% | -1.12% | -2.15% | -3.04% | 0.31% | -2.61% | 2.60% | -2.00% | -3.74% | -0.43% | 3.28% | -0.36% | -10.92% |
| 2021 | -0.05% | -0.69% | -0.45% | 0.82% | 0.51% | 0.69% | 0.84% | -0.04% | -0.57% | -0.26% | -0.05% | 0.24% | 0.97% |
Benchmark Metrics
FI Analysis has an annualized alpha of 2.77%, beta of 0.04, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since April 12, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (17.21%) than losses (16.30%) — typical of diversified or defensive assets.
- Beta of 0.04 may look defensive, but with R² of 0.04 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 0.04 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.
- Alpha
- 2.77%
- Beta
- 0.04
- R²
- 0.04
- Upside Capture
- 17.21%
- Downside Capture
- 16.30%
Expense Ratio
FI Analysis has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
FI Analysis ranks 40 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.88 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.37 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.39 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.65 | 6.43 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 29 | 0.83 | 1.25 | 1.15 | 1.30 | 3.94 |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 95 | 2.23 | 3.40 | 1.47 | 4.02 | 15.11 |
OPTAX Invesco AMT-Free Municipal Fund | 7 | 0.29 | 0.43 | 1.08 | 0.17 | 0.44 |
ACCBX Invesco Corporate Bond Fund | 31 | 0.86 | 1.21 | 1.16 | 1.37 | 4.41 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 50 | 1.00 | 1.40 | 1.24 | 1.29 | 5.29 |
HFAAX Janus Henderson Developed World Bond Fund | 75 | 1.58 | 2.22 | 1.35 | 2.05 | 7.96 |
RFRAX Columbia Floating Rate Fund | 83 | 1.75 | 2.91 | 1.50 | 2.17 | 7.82 |
Loading graphics...
Dividends
Dividend yield
FI Analysis provided a 4.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.29% | 4.76% | 4.75% | 4.01% | 3.25% | 2.75% | 4.36% | 3.42% | 3.58% | 3.16% | 3.37% | 3.50% |
| Portfolio components: | ||||||||||||
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 3.68% | 3.99% | 4.16% | 3.25% | 2.07% | 1.07% | 4.94% | 2.40% | 2.44% | 1.86% | 2.87% | 2.60% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.58% | 3.98% | 4.50% | 3.29% | 1.12% | 0.63% | 1.72% | 2.26% | 1.80% | 1.10% | 0.76% | 0.71% |
OPTAX Invesco AMT-Free Municipal Fund | 2.63% | 4.23% | 4.16% | 3.02% | 2.99% | 3.43% | 3.80% | 3.75% | 3.82% | 4.71% | 5.77% | 6.05% |
ACCBX Invesco Corporate Bond Fund | 4.62% | 4.95% | 4.63% | 3.78% | 3.84% | 4.91% | 5.98% | 3.67% | 4.22% | 4.13% | 3.64% | 3.88% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.41% | 6.20% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.34% | 5.81% |
HFAAX Janus Henderson Developed World Bond Fund | 3.38% | 3.51% | 2.90% | 2.32% | 8.76% | 1.33% | 4.31% | 3.44% | 4.86% | 2.69% | 2.44% | 3.34% |
RFRAX Columbia Floating Rate Fund | 6.18% | 6.81% | 6.62% | 7.60% | 4.44% | 3.08% | 3.44% | 4.82% | 4.41% | 3.52% | 3.85% | 4.10% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the FI Analysis. 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 FI Analysis was 15.02%, occurring on Oct 24, 2022. Recovery took 669 trading sessions.
The current FI Analysis drawdown is 1.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.02% | Sep 15, 2021 | 280 | Oct 24, 2022 | 669 | Jun 26, 2025 | 949 |
| -10.52% | Mar 6, 2020 | 10 | Mar 19, 2020 | 73 | Jul 2, 2020 | 83 |
| -5% | May 3, 2013 | 87 | Sep 5, 2013 | 121 | Feb 28, 2014 | 208 |
| -2.44% | Oct 3, 2016 | 53 | Dec 15, 2016 | 70 | Mar 29, 2017 | 123 |
| -2.42% | Apr 20, 2015 | 177 | Dec 29, 2015 | 55 | Mar 18, 2016 | 232 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.55, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | RFRAX | ANGL | OPTAX | VSBSX | HFAAX | VFIUX | ACCBX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.31 | 0.53 | -0.02 | -0.12 | 0.07 | -0.16 | 0.02 | 0.05 |
| RFRAX | 0.31 | 1.00 | 0.29 | 0.09 | -0.06 | 0.16 | -0.02 | 0.23 | 0.25 |
| ANGL | 0.53 | 0.29 | 1.00 | 0.13 | 0.11 | 0.31 | 0.14 | 0.31 | 0.43 |
| OPTAX | -0.02 | 0.09 | 0.13 | 1.00 | 0.31 | 0.41 | 0.43 | 0.43 | 0.54 |
| VSBSX | -0.12 | -0.06 | 0.11 | 0.31 | 1.00 | 0.49 | 0.80 | 0.57 | 0.66 |
| HFAAX | 0.07 | 0.16 | 0.31 | 0.41 | 0.49 | 1.00 | 0.60 | 0.68 | 0.72 |
| VFIUX | -0.16 | -0.02 | 0.14 | 0.43 | 0.80 | 0.60 | 1.00 | 0.79 | 0.85 |
| ACCBX | 0.02 | 0.23 | 0.31 | 0.43 | 0.57 | 0.68 | 0.79 | 1.00 | 0.93 |
| Portfolio | 0.05 | 0.25 | 0.43 | 0.54 | 0.66 | 0.72 | 0.85 | 0.93 | 1.00 |