FCM G2 ETFs

The chart shows the growth of an initial investment of $10,000 in FCM G2 ETFs, 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 never rebalanced.

Based on dividend-adjusted daily data since Jun 22, 2023, FCM G2 ETFs's average daily return is +0.10%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +9.7%, while the worst month was Apr 2024 at -3.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FCM G2 ETFs closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -6.1%.

FCM G2 ETFs has an annualized alpha of 8.49%, beta of 0.89, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 22, 2023.

• This portfolio captured 106.00% of S&P 500 Index gains but only 58.34% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 8.49% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.89 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

FCM G2 ETFs has an expense ratio of 0.38%, 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.

FCM G2 ETFs ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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. Learn how to interpret the Sharpe ratio.

The current FCM G2 ETFs Sharpe ratio is 2.72 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of FCM G2 ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FCM G2 ETFs provided a 2.36% 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 FCM G2 ETFs. 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 FCM G2 ETFs was 16.97%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current FCM G2 ETFs drawdown is 0.21%.

The chart below shows the rolling one-month volatility.