Performance analysis of FS Credit Opportunities (FSCO)
Annual Return
Over the past 3 years, FSCO has had an average annual return of +12.64%, underperforming the benchmark SPY, which returned +19.31% annual.
Since Nov 14, 2022, FSCO has had an average annual return of +15.99%, underperforming the benchmark SPY, which returned +20.28% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -15.95% | +3.72% | +34.85% | +36.98% | +7.21% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.61% | -16.96% | +3.56% | +4.14% | -2.68% | +0.02% | -1.00% | -15.95% | |||||
| 2025 | +0.48% | +3.75% | +1.92% | -0.31% | +4.69% | +1.50% | +3.55% | +1.59% | -7.00% | -3.80% | -4.57% | +2.58% | +3.72% |
| 2024 | +2.06% | +1.35% | +4.18% | +0.68% | +7.95% | +1.74% | +3.03% | -2.30% | +1.90% | +5.83% | +3.04% | +1.18% | +34.85% |
| 2023 | +6.58% | -6.89% | -1.93% | -1.35% | +4.87% | +6.93% | +7.33% | +6.89% | +2.84% | +1.63% | +4.91% | +1.16% | +36.98% |
| 2022 | +15.28% | -7.00% | +7.21% |
Drawdown analysis of FS Credit Opportunities (FSCO)
The maximum drawdown for the FSCO was -35.46%, occurring on Mar 9, 2026. This drawdown has not yet recovered.
The current FSCO drawdown is -26.58%.
Since Nov 14, 2022 FSCO has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.46% | Aug 28, 2025 | 131 | Mar 9, 2026 | Ongoing | Ongoing | Ongoing |
| -25.09% | Nov 18, 2022 | 87 | Mar 28, 2023 | 98 | Aug 17, 2023 | 185 |
| -17.89% | Apr 1, 2025 | 4 | Apr 7, 2025 | 18 | May 2, 2025 | 22 |
| -8.80% | Jul 11, 2024 | 17 | Aug 5, 2024 | 41 | Oct 2, 2024 | 58 |
| -6.48% | Aug 25, 2023 | 18 | Sep 21, 2023 | 6 | Sep 29, 2023 | 24 |
| -5.80% | Nov 14, 2022 | 2 | Nov 16, 2022 | 1 | Nov 17, 2022 | 3 |
| -5.13% | Dec 27, 2023 | 9 | Jan 10, 2024 | 16 | Feb 2, 2024 | 25 |
| -3.82% | Nov 29, 2024 | 4 | Dec 5, 2024 | 11 | Dec 20, 2024 | 15 |
| -3.65% | Oct 11, 2023 | 11 | Oct 26, 2023 | 6 | Nov 3, 2023 | 17 |
| -3.52% | Mar 5, 2025 | 4 | Mar 11, 2025 | 7 | Mar 20, 2025 | 11 |
| -3.48% | Jan 22, 2025 | 7 | Jan 31, 2025 | 19 | Feb 28, 2025 | 26 |
| -3.47% | Feb 14, 2024 | 9 | Feb 28, 2024 | 12 | Mar 15, 2024 | 21 |
| -3.40% | Dec 1, 2023 | 7 | Dec 12, 2023 | 10 | Dec 27, 2023 | 17 |
| -2.92% | May 13, 2025 | 2 | May 15, 2025 | 9 | May 29, 2025 | 11 |
| -2.90% | Aug 4, 2025 | 8 | Aug 14, 2025 | 10 | Aug 28, 2025 | 18 |
| -2.55% | Oct 30, 2024 | 11 | Nov 14, 2024 | 8 | Nov 26, 2024 | 19 |
| -2.53% | Mar 28, 2024 | 11 | Apr 15, 2024 | 4 | Apr 19, 2024 | 15 |
| -2.20% | May 22, 2024 | 1 | May 23, 2024 | 6 | Jun 3, 2024 | 7 |
| -2.06% | Dec 23, 2024 | 2 | Dec 26, 2024 | 3 | Dec 31, 2024 | 5 |
| -2.02% | Mar 19, 2024 | 4 | Mar 25, 2024 | 3 | Mar 28, 2024 | 7 |
| -1.95% | Nov 13, 2023 | 5 | Nov 20, 2023 | 8 | Dec 1, 2023 | 13 |
| -1.70% | Jun 25, 2024 | 2 | Jun 27, 2024 | 7 | Jul 9, 2024 | 9 |
| -1.70% | May 2, 2025 | 2 | May 6, 2025 | 1 | May 7, 2025 | 3 |
| -1.69% | Jun 10, 2025 | 10 | Jun 25, 2025 | 2 | Jun 27, 2025 | 12 |
| -1.65% | Jul 1, 2025 | 12 | Jul 18, 2025 | 2 | Jul 22, 2025 | 14 |