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Finally Final! 6.14.26
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Finally Final! 6.14.26, 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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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Finally Final! 6.14.26
0.66%3.45%23.21%22.88%39.24%
ELCV
Eventide High Dividend ETF
0.94%5.07%22.21%21.66%32.38%
FNARX
Fidelity Natural Resources Fund
0.68%-5.08%21.32%21.17%36.53%20.60%19.60%10.71%
FSUTX
Fidelity Select Utilities Portfolio
0.51%-3.70%3.35%3.29%13.21%16.47%12.32%11.35%
LVHI
Franklin International Low Volatility High Dividend Index ETF
0.49%1.67%13.78%14.96%32.13%21.52%15.97%
QTUM
Defiance Quantum ETF
1.22%12.73%47.39%45.72%86.28%48.15%28.09%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.47%20.66%19.57%26.72%14.90%8.75%12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2024, Finally Final! 6.14.26's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, an investment would double in approximately 2.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2026 with a return of +7.2%, while the worst month was Apr 2025 at -2.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Finally Final! 6.14.26 closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.28%7.24%-2.18%6.81%2.86%0.59%23.21%
20252.35%0.39%-0.21%-2.90%4.67%3.63%1.84%2.90%3.54%1.84%1.53%-0.49%20.57%
2024-0.12%5.70%-2.50%2.94%

Benchmark Metrics

Finally Final! 6.14.26 has an annualized alpha of 15.67%, beta of 0.71, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 01, 2024.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.99%) than losses (3.01%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 15.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
15.67%
Beta
0.71
0.68
Upside Capture
93.99%
Downside Capture
3.01%

Expense Ratio

Finally Final! 6.14.26 has an expense ratio of 0.48%, 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

Finally Final! 6.14.26 ranks 95 for risk / return — in the top 95% 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.


Finally Final! 6.14.26 Risk / Return Rank: 9595
Overall Rank
Finally Final! 6.14.26 Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
Finally Final! 6.14.26 Sortino Ratio Rank: 9595
Sortino Ratio Rank
Finally Final! 6.14.26 Omega Ratio Rank: 9595
Omega Ratio Rank
Finally Final! 6.14.26 Calmar Ratio Rank: 9696
Calmar Ratio Rank
Finally Final! 6.14.26 Martin Ratio Rank: 9696
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

The table below presents risk-adjusted performance metrics for Finally Final! 6.14.26 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.27

1.86

+1.41

Sortino ratioReturn per unit of downside risk

4.27

2.53

+1.74

Omega ratioGain probability vs. loss probability

1.60

1.34

+0.27

Calmar ratioReturn relative to maximum drawdown

7.37

2.53

+4.83

Martin ratioReturn relative to average drawdown

29.19

11.37

+17.82


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ELCV
Eventide High Dividend ETF
90
2.643.561.466.1821.66
FNARX
Fidelity Natural Resources Fund
81
2.262.971.385.2916.81
FSUTX
Fidelity Select Utilities Portfolio
15
0.861.241.151.523.41
LVHI
Franklin International Low Volatility High Dividend Index ETF
93
3.314.541.635.2321.61
QTUM
Defiance Quantum ETF
90
2.943.451.465.4619.77
SCHD
Schwab U.S. Dividend Equity ETF
86
2.413.721.435.7013.97

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. Learn how to interpret the Sharpe ratio.

The current Finally Final! 6.14.26 Sharpe ratio is 3.27 as of Jun 15, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Finally Final! 6.14.26 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

Finally Final! 6.14.26 provided a 2.88% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.88%3.43%2.76%2.92%3.28%1.92%2.37%2.33%3.91%2.17%1.34%1.37%
ELCV
Eventide High Dividend ETF
1.75%2.34%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNARX
Fidelity Natural Resources Fund
1.81%1.89%1.51%1.60%2.42%1.46%1.79%1.42%1.17%1.38%0.62%0.78%
FSUTX
Fidelity Select Utilities Portfolio
5.08%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.69%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%0.00%
QTUM
Defiance Quantum ETF
0.73%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

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 Finally Final! 6.14.26. 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 Finally Final! 6.14.26 was 13.92%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current Finally Final! 6.14.26 drawdown is 1.15%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.92%Apr 2025
2mo 16d1mo 26d
4mo 12dJan 2025 - Jun 2025
2026 pullback2026
-5.26%Mar 2026
17d19d
1mo 6dMar 2026 - Apr 2026
2024 pullback2024
-4.82%Dec 2024
17d28d
1mo 15dDec 2024 - Jan 2025
2026 pullback2026
-3.87%Jun 2026
5d
10d 9hJun 2026 - now
2025 pullback2025
-3.65%Nov 2025
7d8d
15dNov 2025 - Nov 2025

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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
All Time
Diversification Ratio

1.36

1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Finally Final! 6.14.26 correlation to the S&P 500 Index

Finally Final! 6.14.26 has a 0.70 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2024

0.73


Benchmark Correlations

Correlation vs. S&P 500 Index. QTUM has the highest benchmark correlation at 0.78, while FNARX has the lowest at 0.28.

FNARX
0.28
FSUTX
0.38
LVHI
0.46
SCHD
0.47
ELCV
0.66
QTUM
0.78

Portfolio Correlations

Correlation vs. Finally Final! 6.14.26. ELCV has the highest portfolio correlation at 0.85, while FSUTX has the lowest at 0.62.

FSUTX
0.62
FNARX
0.64
LVHI
0.66
SCHD
0.70
QTUM
0.76
ELCV
0.85

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Oct 1, 2024
Diversification Analysis

Find what Finally Final! 6.14.26 is missing

See which holdings overlap, where Finally Final! 6.14.26 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification