FINC 699 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	14%
AMD Advanced Micro Devices, Inc.	Technology	14%
AMZN Amazon.com, Inc	Consumer Cyclical	1%
BMO Bank of Montreal	Financial Services	5%
DIS The Walt Disney Company	Communication Services	14%
HD The Home Depot, Inc.	Consumer Cyclical	1%
HSBC HSBC Holdings plc	Financial Services	3%
JPM JPMorgan Chase & Co.	Financial Services	1%
LULU Lululemon Athletica Inc.	Consumer Cyclical	14%
META Meta Platforms, Inc.	Communication Services	8%
MSFT Microsoft Corporation	Technology	1%
NVDA NVIDIA Corporation	Technology	14%
PNC The PNC Financial Services Group, Inc.	Financial Services	1%
SOFI SoFi Technologies, Inc.	Financial Services	7%
TJX The TJX Companies, Inc.	Consumer Cyclical	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FINC 699 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.

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The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio FINC 699 Portfolio	0.31%	-3.33%	-10.40%	-4.19%	24.53%	27.90%	18.32%	—
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
META Meta Platforms, Inc.	-0.82%	-12.23%	-12.90%	-20.86%	-1.31%	39.54%	14.16%	17.80%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
AMD Advanced Micro Devices, Inc.	3.47%	13.90%	1.56%	28.14%	111.25%	31.09%	21.81%	54.37%
SOFI SoFi Technologies, Inc.	1.41%	-14.83%	-39.46%	-38.97%	28.76%	38.01%	-1.70%	—
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
BMO Bank of Montreal	-0.59%	-5.26%	5.89%	6.48%	45.46%	20.19%	13.71%	13.60%
HSBC HSBC Holdings plc	-1.23%	1.52%	10.32%	23.38%	53.26%	44.61%	31.34%	17.17%
PNC The PNC Financial Services Group, Inc.	1.18%	-0.63%	2.20%	8.64%	23.95%	24.06%	7.42%	13.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 1, 2020, FINC 699 Portfolio's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, your investment would double in approximately 3.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2023 with a return of +18.4%, while the worst month was Apr 2022 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FINC 699 Portfolio closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +14.5%, while the worst single day was Apr 3, 2025 at -8.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.73%	-5.11%	-6.52%	1.75%									-10.40%
2025	0.86%	-3.15%	-11.16%	-2.81%	13.29%	9.16%	4.92%	1.82%	1.82%	9.04%	-4.17%	2.79%	21.85%
2024	3.27%	12.71%	0.38%	-6.71%	5.06%	2.57%	-3.08%	2.03%	4.46%	3.44%	10.43%	0.41%	39.17%
2023	18.42%	3.38%	11.50%	1.89%	7.26%	8.05%	5.71%	-4.80%	-4.38%	-2.19%	12.41%	10.43%	88.31%
2022	-10.17%	-3.55%	0.77%	-16.39%	0.18%	-14.94%	14.50%	-4.96%	-14.67%	5.72%	10.13%	-10.98%	-40.12%
2021	3.75%	-2.09%	-0.57%	6.59%	1.17%	8.69%	2.44%	3.99%	-4.52%	11.51%	6.96%	-3.42%	38.69%

Benchmark Metrics

FINC 699 Portfolio has an annualized alpha of 2.39%, beta of 1.49, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since December 01, 2020.

This portfolio captured 152.82% of S&P 500 Index gains and 122.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.39% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.39%

Beta: 1.49

R²: 0.79

Upside Capture: 152.82%

Downside Capture: 122.34%

Expense Ratio

FINC 699 Portfolio 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

FINC 699 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.88	-0.05
Sortino ratio Return per unit of downside risk	1.35	1.37	-0.02
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.38	1.39	-0.01
Martin ratio Return relative to average drawdown	4.23	6.43	-2.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
META Meta Platforms, Inc.	36	-0.03	0.25	1.03	-0.05	-0.12
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17
SOFI SoFi Technologies, Inc.	55	0.48	1.05	1.13	0.62	1.65
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
BMO Bank of Montreal	91	2.25	2.87	1.42	4.06	14.03
HSBC HSBC Holdings plc	85	1.90	2.38	1.34	2.83	10.31
PNC The PNC Financial Services Group, Inc.	67	0.94	1.36	1.19	1.49	3.45

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.

FINC 699 Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.83
5-Year: 0.65
All Time: 0.67

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 FINC 699 Portfolio 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

FINC 699 Portfolio provided a 0.69% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.69%	0.64%	0.79%	0.68%	0.60%	0.48%	0.53%	0.86%	1.09%	0.93%	1.07%	1.21%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
AMD Advanced Micro Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOFI SoFi Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
BMO Bank of Montreal	3.48%	3.55%	4.60%	4.76%	4.62%	3.95%	4.15%	3.96%	4.78%	4.45%	4.73%	5.74%
HSBC HSBC Holdings plc	4.44%	4.19%	8.29%	6.54%	4.33%	3.65%	4.05%	6.52%	6.20%	4.94%	6.35%	6.33%
PNC The PNC Financial Services Group, Inc.	3.16%	3.16%	3.27%	3.94%	3.64%	2.39%	3.09%	2.63%	2.91%	1.80%	1.81%	2.11%

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 FINC 699 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 FINC 699 Portfolio was 47.26%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current FINC 699 Portfolio drawdown is 13.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-47.26%	Nov 22, 2021	226	Oct 14, 2022	289	Dec 8, 2023	515
-30.26%	Dec 9, 2024	82	Apr 8, 2025	58	Jul 2, 2025	140
-18.38%	Oct 29, 2025	104	Mar 30, 2026	—	—	—
-15.69%	Jul 11, 2024	20	Aug 7, 2024	43	Oct 8, 2024	63
-12.55%	Feb 17, 2021	14	Mar 8, 2021	60	Jun 2, 2021	74

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 15 assets, with an effective number of assets of 8.80, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	HSBC	TJX	HD	SOFI	PNC	JPM	LULU	DIS	BMO	AAPL	AMD	META	NVDA	MSFT	AMZN	Portfolio
Benchmark	1.00	0.44	0.52	0.56	0.53	0.56	0.58	0.57	0.58	0.60	0.69	0.63	0.65	0.68	0.73	0.69	0.86
HSBC	0.44	1.00	0.30	0.25	0.23	0.48	0.50	0.24	0.32	0.53	0.23	0.25	0.26	0.25	0.21	0.23	0.37
TJX	0.52	0.30	1.00	0.50	0.26	0.42	0.41	0.39	0.42	0.39	0.33	0.25	0.30	0.26	0.32	0.32	0.41
HD	0.56	0.25	0.50	1.00	0.30	0.43	0.36	0.42	0.39	0.40	0.38	0.28	0.31	0.27	0.35	0.36	0.45
SOFI	0.53	0.23	0.26	0.30	1.00	0.37	0.36	0.38	0.41	0.38	0.35	0.44	0.43	0.42	0.38	0.43	0.66
PNC	0.56	0.48	0.42	0.43	0.37	1.00	0.72	0.30	0.48	0.62	0.30	0.26	0.25	0.24	0.24	0.27	0.43
JPM	0.58	0.50	0.41	0.36	0.36	0.72	1.00	0.30	0.46	0.60	0.30	0.27	0.30	0.30	0.28	0.29	0.45
LULU	0.57	0.24	0.39	0.42	0.38	0.30	0.30	1.00	0.42	0.33	0.40	0.39	0.40	0.40	0.43	0.45	0.64
DIS	0.58	0.32	0.42	0.39	0.41	0.48	0.46	0.42	1.00	0.46	0.37	0.32	0.39	0.33	0.37	0.40	0.58
BMO	0.60	0.53	0.39	0.40	0.38	0.62	0.60	0.33	0.46	1.00	0.32	0.32	0.33	0.33	0.30	0.33	0.51
AAPL	0.69	0.23	0.33	0.38	0.35	0.30	0.30	0.40	0.37	0.32	1.00	0.46	0.47	0.48	0.59	0.54	0.64
AMD	0.63	0.25	0.25	0.28	0.44	0.26	0.27	0.39	0.32	0.32	0.46	1.00	0.49	0.70	0.53	0.51	0.79
META	0.65	0.26	0.30	0.31	0.43	0.25	0.30	0.40	0.39	0.33	0.47	0.49	1.00	0.55	0.60	0.62	0.67
NVDA	0.68	0.25	0.26	0.27	0.42	0.24	0.30	0.40	0.33	0.33	0.48	0.70	0.55	1.00	0.62	0.56	0.80
MSFT	0.73	0.21	0.32	0.35	0.38	0.24	0.28	0.43	0.37	0.30	0.59	0.53	0.60	0.62	1.00	0.65	0.68
AMZN	0.69	0.23	0.32	0.36	0.43	0.27	0.29	0.45	0.40	0.33	0.54	0.51	0.62	0.56	0.65	1.00	0.67
Portfolio	0.86	0.37	0.41	0.45	0.66	0.43	0.45	0.64	0.58	0.51	0.64	0.79	0.67	0.80	0.68	0.67	1.00

The correlation results are calculated based on daily price changes starting from Dec 1, 2020

FINC 699 Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table