F-Prime Fintech Index

The chart shows the growth of an initial investment of $10,000 in F-Prime Fintech Index, 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.

Based on dividend-adjusted daily data since Dec 10, 2021, F-Prime Fintech Index's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 45% of months were positive and 55% were negative. The best month was Nov 2024 with a return of +29.7%, while the worst month was Jun 2022 at -20.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, F-Prime Fintech Index closed higher 50% of trading days. The best single day was Sep 11, 2025 with a return of +16.0%, while the worst single day was May 9, 2022 at -9.0%.

F-Prime Fintech Index has an annualized alpha of -9.00%, beta of 1.70, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since December 10, 2021.

• This portfolio participated in 171.61% of S&P 500 Index downside but only 169.82% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -9.00% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 1.70 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

F-Prime Fintech Index 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.

F-Prime Fintech Index ranks 7 for risk / return — in the bottom 7% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for F-Prime Fintech Index and compares them with S&P 500 Index.

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.

F-Prime Fintech Index Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 0.48
• All Time: 0.06

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 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of F-Prime Fintech Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

F-Prime Fintech Index provided a 0.70% 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 F-Prime Fintech Index. 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 F-Prime Fintech Index was 62.98%, occurring on Dec 28, 2022. Recovery took 475 trading sessions.

The current F-Prime Fintech Index drawdown is 26.87%.

The chart below shows the rolling one-month volatility.