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FynLyt IRA Portfolio
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 FynLyt IRA Portfolio, 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 Oct 1, 2003, corresponding to the inception date of ONEQ

Returns By Period

As of Apr 4, 2026, the FynLyt IRA Portfolio returned -4.26% Year-To-Date and 17.06% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
FynLyt IRA Portfolio
0.12%-4.04%-4.26%-2.27%27.89%21.19%12.66%17.06%
QQQ
Invesco QQQ ETF
0.11%-4.10%-4.65%-2.77%30.43%22.97%13.18%19.05%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.21%-3.74%-5.46%-3.49%33.24%22.54%11.33%17.38%
SWPPX
Schwab S&P 500 Index Fund
0.12%-4.03%-3.53%-1.40%23.51%18.47%11.96%14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2003, FynLyt IRA Portfolio's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FynLyt IRA Portfolio closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.29%-1.80%-4.87%1.17%-4.26%
20252.36%-2.22%-6.85%0.52%8.07%5.90%2.46%1.44%4.69%3.82%-0.86%-0.35%19.69%
20241.68%5.38%2.08%-4.24%5.71%5.31%-0.45%1.61%2.42%-0.85%5.63%-0.68%25.67%
20238.91%-1.23%7.05%0.89%4.74%6.43%3.63%-1.56%-5.01%-2.12%10.14%5.19%42.34%
2022-7.32%-3.78%4.20%-11.63%-0.89%-8.61%11.21%-4.68%-9.99%5.64%5.47%-7.66%-26.98%
2021-0.20%1.12%2.70%5.67%-0.48%4.63%2.55%3.73%-5.24%7.47%0.82%2.42%27.57%

Benchmark Metrics

FynLyt IRA Portfolio has an annualized alpha of 3.92%, beta of 1.03, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 02, 2003.

  • This portfolio captured 121.36% of S&P 500 Index gains and 101.19% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 3.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.92%
Beta
1.03
0.94
Upside Capture
121.36%
Downside Capture
101.19%

Expense Ratio

FynLyt IRA Portfolio has an expense ratio of 0.12%, 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.


Return for Risk

Risk / Return Rank

FynLyt IRA Portfolio ranks 37 for risk / return — below 37% 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.


FynLyt IRA Portfolio Risk / Return Rank: 3737
Overall Rank
FynLyt IRA Portfolio Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FynLyt IRA Portfolio Sortino Ratio Rank: 3333
Sortino Ratio Rank
FynLyt IRA Portfolio Omega Ratio Rank: 3535
Omega Ratio Rank
FynLyt IRA Portfolio Calmar Ratio Rank: 4444
Calmar Ratio Rank
FynLyt IRA Portfolio Martin Ratio Rank: 4141
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

1.02

0.88

+0.14

Sortino ratio

Return per unit of downside risk

1.58

1.37

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.78

1.39

+0.39

Martin ratio

Return relative to average drawdown

7.33

6.43

+0.90


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
QQQ
Invesco QQQ ETF
581.041.621.231.937.00
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
611.091.701.242.027.36
SWPPX
Schwab S&P 500 Index Fund
460.961.471.231.517.13

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.

FynLyt IRA Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.02
  • 5-Year: 0.64
  • 10-Year: 0.85
  • All Time: 0.65

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 0.99 to 1.69, 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 FynLyt IRA Portfolio 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

FynLyt IRA Portfolio provided a 0.77% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.77%0.72%0.83%0.95%1.16%0.77%1.07%1.36%1.63%1.22%1.66%1.87%
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.82%0.54%0.65%0.71%0.97%0.54%0.71%2.51%1.08%0.84%1.12%1.04%
SWPPX
Schwab S&P 500 Index Fund
1.15%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

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 FynLyt IRA Portfolio. 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 FynLyt IRA Portfolio was 53.66%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.

The current FynLyt IRA Portfolio drawdown is 6.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.66%Nov 1, 2007339Mar 9, 2009480Feb 1, 2011819
-30.79%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-30.36%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-21.32%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-21.24%Feb 20, 202534Apr 8, 202552Jun 24, 202586

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 3 assets, with an effective number of assets of 2.28, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkQQQSWPPXONEQPortfolio
Benchmark1.000.891.000.910.95
QQQ0.891.000.890.960.98
SWPPX1.000.891.000.910.95
ONEQ0.910.960.911.000.97
Portfolio0.950.980.950.971.00
The correlation results are calculated based on daily price changes starting from Oct 2, 2003