FCPI

The chart shows the growth of an initial investment of $10,000 in FCPI, 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 Nov 7, 2019, FCPI's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FCPI closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.8%.

FCPI has an annualized alpha of 1.29%, beta of 0.93, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since November 07, 2019.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.35%) than losses (92.84%) - typical of diversified or defensive assets.
• With beta of 0.93 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

FCPI has an expense ratio of 0.15%, 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.

FCPI ranks 33 for risk / return — below 33% 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.

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 FCPI Sharpe ratio is 1.82 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.55 to 2.44, 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 FCPI compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FCPI provided a 1.61% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 FCPI. 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 FCPI was 37.26%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current FCPI drawdown is 1.79%.

The chart below shows the rolling one-month volatility.