FOCPX

The chart shows the growth of an initial investment of $10,000 in FOCPX, 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 Aug 1, 2026, the FOCPX returned 18.16% Year-To-Date and 20.98% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 31, 1984, FOCPX's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 1999 with a return of +20.9%, while the worst month was Oct 1987 at -30.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FOCPX closed higher 55% of trading days. The best single day was Dec 11, 1987 with a return of +15.7%, while the worst single day was Oct 19, 1987 at -15.5%.

FOCPX has an annualized alpha of 4.92%, beta of 1.08, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since December 31, 1984.

• This portfolio captured 134.98% of S&P 500 Index gains and 110.81% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.08 and R2 of 0.73, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

FOCPX has an expense ratio of 0.73%, 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.

FOCPX ranks 58 for risk / return — above 58% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.

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 FOCPX Sharpe ratio is 1.65 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 FOCPX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FOCPX provided a 6.58% 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 FOCPX. 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 FOCPX was 70.25%, occurring on Oct 7, 2002. Recovery took 2666 trading sessions.

The current FOCPX drawdown is 8.83%.

The chart below shows the rolling one-month volatility.