Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Forever Portfolio. Balanced Hybrid, 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.
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The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of FNGO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Forever Portfolio. Balanced Hybrid | -0.09% | -2.24% | 5.19% | 10.86% | 40.59% | 35.22% | 24.24% | — |
| Portfolio components: | ||||||||
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 1.03% | -7.56% | -22.13% | -28.12% | 27.26% | 53.81% | 18.41% | — |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.49% | -3.57% | -4.50% | 22.96% | 28.37% | 17.71% | 17.43% |
FDVV Fidelity High Dividend ETF | 0.36% | -3.72% | -1.14% | 1.27% | 15.24% | 16.87% | 12.82% | — |
DBC Invesco DB Commodity Index Tracking Fund | 2.27% | 13.20% | 31.17% | 35.71% | 33.85% | 11.56% | 14.82% | 10.42% |
GLDM SPDR Gold MiniShares Trust | -1.93% | -8.33% | 8.33% | 21.17% | 49.47% | 32.89% | 21.86% | — |
SIVR Aberdeen Standard Physical Silver Shares ETF | -3.44% | -11.89% | 2.17% | 54.82% | 114.49% | 44.22% | 23.47% | 16.79% |
UTES Virtus Reaves Utilities ETF | 0.25% | -2.49% | 2.82% | -3.26% | 23.72% | 23.49% | 16.66% | 13.01% |
WMT Walmart Inc. | 0.84% | -1.46% | 13.14% | 24.19% | 41.38% | 37.98% | 24.34% | 20.62% |
COST Costco Wholesale Corporation | 1.85% | 0.71% | 17.86% | 11.02% | 5.74% | 28.60% | 24.74% | 22.54% |
LLY Eli Lilly and Company | -1.98% | -7.16% | -12.80% | 14.47% | 15.19% | 39.72% | 39.64% | 31.19% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 3, 2018, Forever Portfolio. Balanced Hybrid's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, your investment would double in approximately 3.3 years.
Historically, 74% of months were positive and 26% were negative. The best month was Apr 2020 with a return of +10.1%, while the worst month was Mar 2020 at -7.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Forever Portfolio. Balanced Hybrid closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.31% | 3.28% | -4.56% | 1.34% | 5.19% | ||||||||
| 2025 | 4.85% | 1.21% | -2.90% | 2.27% | 6.08% | 5.95% | 2.23% | 1.61% | 6.68% | 3.32% | 2.69% | -0.33% | 38.79% |
| 2024 | 3.26% | 7.66% | 5.47% | -1.77% | 6.60% | 4.03% | 0.37% | 3.82% | 2.03% | 1.48% | 3.31% | -1.33% | 40.48% |
| 2023 | 5.54% | -3.04% | 6.15% | 1.77% | 1.41% | 4.97% | 3.84% | -0.20% | -3.56% | 0.13% | 7.03% | 4.82% | 32.14% |
| 2022 | -4.67% | 0.67% | 5.10% | -6.29% | -0.12% | -6.17% | 5.42% | -4.38% | -7.16% | 5.97% | 7.74% | -4.04% | -9.18% |
| 2021 | 0.95% | 0.18% | 0.68% | 3.90% | 3.30% | 2.21% | 2.06% | 2.88% | -3.80% | 6.58% | -0.41% | 3.53% | 23.98% |
Benchmark Metrics
Forever Portfolio. Balanced Hybrid has an annualized alpha of 12.98%, beta of 0.75, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 03, 2018.
- This portfolio captured 105.24% of S&P 500 Index gains but only 61.63% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.98%
- Beta
- 0.75
- R²
- 0.82
- Upside Capture
- 105.24%
- Downside Capture
- 61.63%
Expense Ratio
Forever Portfolio. Balanced Hybrid has an expense ratio of 0.27%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Forever Portfolio. Balanced Hybrid ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 0.88 | +1.48 |
Sortino ratioReturn per unit of downside risk | 3.20 | 1.37 | +1.84 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.21 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 4.06 | 1.39 | +2.67 |
Martin ratioReturn relative to average drawdown | 19.49 | 6.43 | +13.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 28 | 0.50 | 1.13 | 1.15 | 0.70 | 1.95 |
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
FDVV Fidelity High Dividend ETF | 50 | 1.00 | 1.45 | 1.23 | 1.26 | 5.44 |
DBC Invesco DB Commodity Index Tracking Fund | 81 | 1.80 | 2.41 | 1.32 | 3.16 | 8.12 |
GLDM SPDR Gold MiniShares Trust | 81 | 1.80 | 2.23 | 1.33 | 2.59 | 9.40 |
SIVR Aberdeen Standard Physical Silver Shares ETF | 81 | 2.02 | 2.14 | 1.38 | 2.72 | 8.27 |
UTES Virtus Reaves Utilities ETF | 52 | 1.05 | 1.47 | 1.20 | 1.84 | 4.55 |
WMT Walmart Inc. | 87 | 1.72 | 2.65 | 1.33 | 3.92 | 10.75 |
COST Costco Wholesale Corporation | 45 | 0.29 | 0.56 | 1.07 | 0.36 | 0.72 |
LLY Eli Lilly and Company | 51 | 0.36 | 0.78 | 1.11 | 0.56 | 1.37 |
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Dividends
Dividend yield
Forever Portfolio. Balanced Hybrid provided a 0.98% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 1.02% | 1.22% | 1.66% | 1.13% | 0.74% | 1.12% | 1.24% | 1.22% | 1.21% | 1.22% | 0.87% |
| Portfolio components: | ||||||||||||
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
FDVV Fidelity High Dividend ETF | 2.98% | 2.89% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.66% | 1.04% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 2.54% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UTES Virtus Reaves Utilities ETF | 1.46% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
COST Costco Wholesale Corporation | 0.51% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
LLY Eli Lilly and Company | 0.67% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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 Forever Portfolio. Balanced Hybrid. 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 Forever Portfolio. Balanced Hybrid was 24.85%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Forever Portfolio. Balanced Hybrid drawdown is 3.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -18.89% | Mar 31, 2022 | 137 | Oct 14, 2022 | 154 | May 26, 2023 | 291 |
| -15.65% | Feb 20, 2025 | 34 | Apr 8, 2025 | 26 | May 15, 2025 | 60 |
| -13.83% | Oct 3, 2018 | 57 | Dec 24, 2018 | 53 | Mar 13, 2019 | 110 |
| -9.06% | Jul 11, 2024 | 20 | Aug 7, 2024 | 12 | Aug 23, 2024 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 7.41, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | GLDM | DBC | SIVR | JNJ | LLY | WMT | UTES | JPM | COST | FNGO | USD | SPMO | DIVO | FDVV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.07 | 0.26 | 0.20 | 0.31 | 0.35 | 0.36 | 0.46 | 0.61 | 0.54 | 0.77 | 0.78 | 0.86 | 0.83 | 0.89 | 0.86 |
| GLDM | 0.07 | 1.00 | 0.27 | 0.76 | 0.07 | 0.02 | 0.05 | 0.15 | -0.03 | 0.06 | 0.05 | 0.05 | 0.08 | 0.08 | 0.10 | 0.36 |
| DBC | 0.26 | 0.27 | 1.00 | 0.32 | 0.04 | 0.04 | 0.07 | 0.12 | 0.21 | 0.09 | 0.20 | 0.20 | 0.25 | 0.30 | 0.35 | 0.41 |
| SIVR | 0.20 | 0.76 | 0.32 | 1.00 | 0.07 | 0.05 | 0.07 | 0.18 | 0.10 | 0.09 | 0.18 | 0.18 | 0.20 | 0.19 | 0.23 | 0.43 |
| JNJ | 0.31 | 0.07 | 0.04 | 0.07 | 1.00 | 0.40 | 0.30 | 0.30 | 0.24 | 0.28 | 0.06 | 0.08 | 0.23 | 0.42 | 0.36 | 0.29 |
| LLY | 0.35 | 0.02 | 0.04 | 0.05 | 0.40 | 1.00 | 0.24 | 0.27 | 0.19 | 0.28 | 0.22 | 0.22 | 0.38 | 0.34 | 0.30 | 0.41 |
| WMT | 0.36 | 0.05 | 0.07 | 0.07 | 0.30 | 0.24 | 1.00 | 0.33 | 0.23 | 0.59 | 0.22 | 0.20 | 0.34 | 0.41 | 0.35 | 0.39 |
| UTES | 0.46 | 0.15 | 0.12 | 0.18 | 0.30 | 0.27 | 0.33 | 1.00 | 0.30 | 0.33 | 0.23 | 0.24 | 0.45 | 0.48 | 0.49 | 0.46 |
| JPM | 0.61 | -0.03 | 0.21 | 0.10 | 0.24 | 0.19 | 0.23 | 0.30 | 1.00 | 0.24 | 0.35 | 0.40 | 0.49 | 0.67 | 0.71 | 0.50 |
| COST | 0.54 | 0.06 | 0.09 | 0.09 | 0.28 | 0.28 | 0.59 | 0.33 | 0.24 | 1.00 | 0.41 | 0.40 | 0.50 | 0.49 | 0.45 | 0.55 |
| FNGO | 0.77 | 0.05 | 0.20 | 0.18 | 0.06 | 0.22 | 0.22 | 0.23 | 0.35 | 0.41 | 1.00 | 0.77 | 0.70 | 0.50 | 0.57 | 0.75 |
| USD | 0.78 | 0.05 | 0.20 | 0.18 | 0.08 | 0.22 | 0.20 | 0.24 | 0.40 | 0.40 | 0.77 | 1.00 | 0.73 | 0.51 | 0.63 | 0.77 |
| SPMO | 0.86 | 0.08 | 0.25 | 0.20 | 0.23 | 0.38 | 0.34 | 0.45 | 0.49 | 0.50 | 0.70 | 0.73 | 1.00 | 0.72 | 0.73 | 0.84 |
| DIVO | 0.83 | 0.08 | 0.30 | 0.19 | 0.42 | 0.34 | 0.41 | 0.48 | 0.67 | 0.49 | 0.50 | 0.51 | 0.72 | 1.00 | 0.86 | 0.71 |
| FDVV | 0.89 | 0.10 | 0.35 | 0.23 | 0.36 | 0.30 | 0.35 | 0.49 | 0.71 | 0.45 | 0.57 | 0.63 | 0.73 | 0.86 | 1.00 | 0.77 |
| Portfolio | 0.86 | 0.36 | 0.41 | 0.43 | 0.29 | 0.41 | 0.39 | 0.46 | 0.50 | 0.55 | 0.75 | 0.77 | 0.84 | 0.71 | 0.77 | 1.00 |