See what your fund actually adds

Strategic Advisers® Fidelity® Alternatives Fund FSAOX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FSAOX compared with its replication portfolio
MeasureFSAOXReplication
Annualized growth9.2%4.9%
Annualized volatility1.7%0.5%
Sharpe ratio5.179.57
Maximum drawdown1.1%0.1%
Replication fit (R²)0.09 · Tracking error 1.6%

Replication portfolio

The published portfolio below is the investable basket used to model FSAOX’s historical return behavior.

FSAOX replication basket weights
TickerBuilding blockWeight
BILFI · Ultra-Short93.0%
DBEFIntl · Dev Hedged2.5%
XLESector · Energy2.3%
SPTLFI · Long Gov2.2%