- Issuer
- F/m Investments
- Inception Date
- Aug 11, 2025
- Region
- North America (U.S.)
- Category
- High Yield Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- Nasdaq Compoundr U.S. High Yield Bond Index
- Distribution Policy
- Accumulating
- Asset Class
- Bond
- Assets Under Management
- $3M
Share Price Chart
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Performance
CPHY Performance Chart
F/m Compoundr High Yield Bond ETF (CPHY) is up 0.6% since the beginning of the year. CPHY is currently trading at $52 per share.
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Returns By Period
F/m Compoundr High Yield Bond ETF
- 1D
- -0.08%
- 1M
- 0.53%
- YTD
- 0.61%
- 6M
- 0.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CPHY Monthly Returns History
Based on dividend-adjusted daily data since Aug 12, 2025, CPHY's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.
Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +1.2%, while the worst month was Mar 2026 at -1.9%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, CPHY closed higher 54% of trading days. The best single day was Aug 22, 2025 with a return of +0.8%, while the worst single day was Mar 20, 2026 at -0.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | -0.05% | -1.87% | 1.16% | 0.66% | 0.12% | 0.61% | ||||||
| 2025 | 0.75% | 0.78% | -0.22% | 0.59% | 0.50% | 2.43% |
Benchmark Metrics
F/m Compoundr High Yield Bond ETF has an annualized alpha of -0.51%, beta of 0.21, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since August 12, 2025.
- This ETF participated in 19.00% of S&P 500 Index downside but only 15.49% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.21 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.51%
- Beta
- 0.21
- R²
- 0.58
- Upside Capture
- 15.49%
- Downside Capture
- 19.00%
Expense Ratio
CPHY has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for F/m Compoundr High Yield Bond ETF (CPHY) and compare them to 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.
| CPHY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
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 F/m Compoundr High Yield Bond ETF. 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 F/m Compoundr High Yield Bond ETF was 2.51%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current F/m Compoundr High Yield Bond ETF drawdown is 0.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.51%Mar 2026 | 1mo 8d | — | 4mo 3dFeb 2026 - now |
2025 pullback2025 | -1.44%Oct 2025 | 17d | 17d | 1mo 4dSep 2025 - Oct 2025 |
2025 pullback2025 | -1.10%Nov 2025 | 20d | 11d | 1mo 1dOct 2025 - Nov 2025 |
2025 pullback2025 | -0.47%Aug 2025 | 7d | 1d | 8dAug 2025 - Aug 2025 |
2026 pullback2026 | -0.33%Feb 2026 | 13d | 4d | 17dJan 2026 - Feb 2026 |
Drawdown Indicators
| CPHY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.51% | -56.78% | +54.27% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.38% | -1.80% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -0.56% | -10.71% | +10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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