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FI Analysis
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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.


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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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.09%0.94%-1.80%0.10%-0.69%
20250.54%1.34%-0.24%0.18%0.06%1.28%-0.04%1.06%1.13%0.44%0.49%0.02%6.42%
20240.24%-0.71%0.54%-1.50%1.18%0.69%1.85%1.17%1.21%-1.46%1.12%-0.94%3.37%
20233.15%-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
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.


FI Analysis Risk / Return Rank: 4040
Overall Rank
FI Analysis Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FI Analysis Sortino Ratio Rank: 4848
Sortino Ratio Rank
FI Analysis Omega Ratio Rank: 3838
Omega Ratio Rank
FI Analysis Calmar Ratio Rank: 3434
Calmar Ratio Rank
FI Analysis Martin Ratio Rank: 2727
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.88

+0.40

Sortino ratio

Return per unit of downside risk

1.80

1.37

+0.43

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.61

1.39

+0.22

Martin ratio

Return relative to average drawdown

5.65

6.43

-0.79


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
290.831.251.151.303.94
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
952.233.401.474.0215.11
OPTAX
Invesco AMT-Free Municipal Fund
70.290.431.080.170.44
ACCBX
Invesco Corporate Bond Fund
310.861.211.161.374.41
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
501.001.401.241.295.29
HFAAX
Janus Henderson Developed World Bond Fund
751.582.221.352.057.96
RFRAX
Columbia Floating Rate Fund
831.752.911.502.177.82

Sharpe Ratio

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.

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

  • 1-Year: 1.28
  • 5-Year: 0.29
  • 10-Year: 0.84
  • All Time: 0.98

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 FI Analysis compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

FI Analysis provided a 4.29% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.29%4.76%4.75%4.01%3.25%2.75%4.36%3.42%3.58%3.16%3.37%3.50%
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.


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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, 2021280Oct 24, 2022669Jun 26, 2025949
-10.52%Mar 6, 202010Mar 19, 202073Jul 2, 202083
-5%May 3, 201387Sep 5, 2013121Feb 28, 2014208
-2.44%Oct 3, 201653Dec 15, 201670Mar 29, 2017123
-2.42%Apr 20, 2015177Dec 29, 201555Mar 18, 2016232

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkRFRAXANGLOPTAXVSBSXHFAAXVFIUXACCBXPortfolio
Benchmark1.000.310.53-0.02-0.120.07-0.160.020.05
RFRAX0.311.000.290.09-0.060.16-0.020.230.25
ANGL0.530.291.000.130.110.310.140.310.43
OPTAX-0.020.090.131.000.310.410.430.430.54
VSBSX-0.12-0.060.110.311.000.490.800.570.66
HFAAX0.070.160.310.410.491.000.600.680.72
VFIUX-0.16-0.020.140.430.800.601.000.790.85
ACCBX0.020.230.310.430.570.680.791.000.93
Portfolio0.050.250.430.540.660.720.850.931.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2012