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FCM Stocks
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


KRYS 23.58%ANET 20.70%HWM 19.35%APH 18.90%EME 17.47%EquityEquity

S&P 500 Index

Transactions


DateTypeSymbolQuantityPrice
Jul 7, 2026SellApplied Materials, Inc.11.08$546.46
Jun 26, 2026BuyHowmet Aerospace Inc.18.61$268.68
Jun 17, 2026BuyAmphenol Corporation30.94$161.58
Jun 2, 2026BuyArista Networks, Inc.28.83$173.42
Jun 1, 2026BuyApplied Materials, Inc.11.08$451.38
May 28, 2026BuyEMCOR Group, Inc.5.82$858.70
May 8, 2026BuyKrystal Biotech, Inc.16.79$297.83

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Portfolio Optimizer

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Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FCM Stocks, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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Returns By Period


Position1D1M6MYTD1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.42%2.45%8.74%10.66%21.02%19.50%11.63%13.41%
Portfolio
FCM Stocks
-0.72%6.12%
AMAT
Applied Materials, Inc.
2.35%9.02%100.54%135.03%206.63%64.96%36.03%38.75%
ANET
Arista Networks, Inc.
1.23%19.54%52.14%42.68%72.20%67.14%51.24%45.55%
APH
Amphenol Corporation
-1.96%4.49%13.88%18.11%62.15%56.61%36.54%28.38%
EME
EMCOR Group, Inc.
-0.21%-3.67%21.10%27.93%41.33%61.72%45.34%31.75%
HWM
Howmet Aerospace Inc.
-1.07%2.36%24.22%32.24%51.08%75.31%51.93%31.46%
KRYS
Krystal Biotech, Inc.
-1.46%13.77%39.94%48.38%146.89%43.91%39.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 8, 2026, FCM Stocks's average daily return is +0.29%, while the average monthly return is +4.26%. At this rate, an investment would double in approximately 1.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jun 2026 with a return of +18.5%, while the worst month was Jul 2026 at -7.2%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FCM Stocks closed higher 63% of trading days. The best single day was Jun 11, 2026 with a return of +5.6%, while the worst single day was Jun 5, 2026 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.48%18.53%-7.23%11.59%

Expense Ratio

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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for FCM Stocks 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

1.65

Sortino ratioReturn per unit of downside risk

2.28

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

9.88


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
AMAT
Applied Materials, Inc.
97
3.763.531.508.9225.57
ANET
Arista Networks, Inc.
82
1.401.991.252.695.57
APH
Amphenol Corporation
81
1.471.921.262.245.73
EME
EMCOR Group, Inc.
75
1.081.521.221.723.98
HWM
Howmet Aerospace Inc.
87
1.692.471.283.299.25
KRYS
Krystal Biotech, Inc.
97
3.743.891.549.1123.76

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for FCM Stocks. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

FCM Stocks provided a 0.03% dividend yield over the last twelve months.


PositionTTM
Portfolio0.03%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$7.74$0.00$7.74

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 FCM Stocks. 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 FCM Stocks was 9.19%, occurring on Jul 7, 2026. The portfolio has not yet recovered.

The current FCM Stocks drawdown is 7.23%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-9.19%Jul 2026
6d
11d 11hJul 2026 - now
2026 pullback2026
-8.03%Jun 2026
21d7d
28dMay 2026 - Jun 2026
2026 pullback2026
-5.00%Jun 2026
0s2d
2dJun 2026 - Jun 2026
2026 pullback2026
-2.67%Jun 2026
0s3d
3dJun 2026 - Jun 2026
2026 pullback2026
-1.35%Jun 2026
0s1d
1dJun 2026 - Jun 2026

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 4.95, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
All Time
Diversification Ratio

1.48

The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

FCM Stocks correlation to the S&P 500 Index

FCM Stocks has a 0.58 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since May 8, 2026

0.58


Benchmark Correlations

Correlation vs. S&P 500 Index. EME has the highest benchmark correlation at 0.60, while KRYS has the lowest at 0.20.

KRYS
0.20
HWM
0.32
APH
0.46
ANET
0.48
AMAT
0.55
EME
0.60

Portfolio Correlations

Correlation vs. FCM Stocks. AMAT has the highest portfolio correlation at 0.85, while HWM has the lowest at 0.26.

HWM
0.26
APH
0.45
ANET
0.46
KRYS
0.52
EME
0.79
AMAT
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 May 8, 2026
Diversification Analysis

Find what FCM Stocks is missing

See which holdings overlap, where FCM Stocks is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification