See what your fund actually adds
Strategic Advisers Income Opportunities Fund FPIOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FPIOX | Replication |
|---|---|---|
| Annualized growth | 4.0% | 4.0% |
| Annualized volatility | 5.7% | 5.5% |
| Sharpe ratio | 0.72 | 0.73 |
| Maximum drawdown | 13.8% | 13.5% |
| Replication fit (R²) | 0.98 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FPIOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 92.2% |
| BKLN | FI · Senior Bank Loans | 7.8% |