Solective FANG Innovation Index

The chart shows the growth of an initial investment of $10,000 in Solective FANG Innovation 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.

As of Apr 7, 2026, the Solective FANG Innovation Index returned -5.35% Year-To-Date and 33.80% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 23, 2012, Solective FANG Innovation Index's average daily return is +0.13%, while the average monthly return is +2.69%. At this rate, your investment would double in approximately 2.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Aug 2020 with a return of +18.4%, while the worst month was Apr 2022 at -18.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Solective FANG Innovation Index closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +14.5%, while the worst single day was Mar 16, 2020 at -14.5%.

Solective FANG Innovation Index has an annualized alpha of 17.35%, beta of 1.33, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since July 23, 2012.

• This portfolio captured 194.87% of S&P 500 Index gains but only 96.49% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 17.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Solective FANG Innovation 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.

Solective FANG Innovation Index ranks 66 for risk / return — better than 66% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Solective FANG Innovation Index Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.35
• 5-Year: 0.76
• 10-Year: 1.21
• All Time: 1.32

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 1.81 to 2.68, 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 Solective FANG Innovation Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Solective FANG Innovation Index provided a 0.25% 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 Solective FANG Innovation 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 Solective FANG Innovation Index was 45.04%, occurring on Dec 28, 2022. Recovery took 137 trading sessions.

The current Solective FANG Innovation Index drawdown is 10.12%.

The chart below shows the rolling one-month volatility.