Fynn Portfolio

The chart shows the growth of an initial investment of $10,000 in Fynn Portfolio, 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 2, 2026, the Fynn Portfolio returned -6.58% Year-To-Date and 18.33% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 31, 2007, Fynn Portfolio's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +20.0%, while the worst month was Oct 2008 at -28.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Fynn Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +15.9%, while the worst single day was Mar 16, 2020 at -17.0%.

Fynn Portfolio has an annualized alpha of 1.07%, beta of 1.50, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.

• This portfolio captured 180.72% of S&P 500 Index gains and 144.43% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• Beta of 1.50 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Fynn Portfolio has an expense ratio of 0.72%, 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.

Fynn Portfolio ranks 21 for risk / return — below 21% 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.

Fynn Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.78
• 5-Year: 0.52
• 10-Year: 0.66
• All Time: 0.39

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 0.98 to 1.66, 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 Fynn Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fynn Portfolio provided a 1.44% 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 Fynn Portfolio. 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 Fynn Portfolio was 75.89%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.

The current Fynn Portfolio drawdown is 9.43%.

The chart below shows the rolling one-month volatility.