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FIRE

Last updated Sep 21, 2024

Asset Allocation

JEPI 16.5%JEPQ 16.5%NUSI 10%SCHD 5.1%SPYD 4.95%VYM 4.95%BST 3.75%QYLD 3.75%KNG 3.75%DIVO 17%SWAN 10%XYLD 3.75%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BST
BlackRock Science and Technology Trust		Financial Services
3.75%
DIVO
Amplify CWP Enhanced Dividend Income ETF		Large Cap Blend Equities, Actively Managed, Dividend
17%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
16.50%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
16.50%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		Dividend, Derivative Income
3.75%
NUSI
Nationwide Risk-Managed Income ETF		Large Cap Growth Equities, Actively Managed
10%
QYLD
Global X NASDAQ 100 Covered Call ETF		Derivative Income
3.75%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
5.10%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF		All Cap Equities, Dividend
4.95%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF		Diversified Portfolio
10%
VYM
Vanguard High Dividend Yield ETF		Dividend, Large Cap Value Equities
4.95%
XYLD
Global X S&P 500 Covered Call ETF		Long-Short
3.75%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIRE, 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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.87%
8.95%
FIRE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
FIRE15.28%2.69%7.86%24.65%N/AN/A
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		12.73%2.92%6.72%17.76%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		16.26%2.77%5.51%28.08%N/AN/A
DIVO
Amplify CWP Enhanced Dividend Income ETF		15.53%3.07%8.24%21.91%12.07%N/A
NUSI
Nationwide Risk-Managed Income ETF		20.08%2.61%11.81%35.72%N/AN/A
SWAN
Amplify BlackSwan Growth & Treasury Core ETF		15.99%2.46%9.65%28.58%4.58%N/A
BST
BlackRock Science and Technology Trust		9.97%0.64%-1.83%22.13%10.41%N/A
XYLD
Global X S&P 500 Covered Call ETF		12.26%1.49%6.45%16.10%6.54%6.56%
QYLD
Global X NASDAQ 100 Covered Call ETF		12.85%1.97%6.01%20.40%7.39%7.75%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		10.93%2.50%6.07%17.01%9.57%N/A
SCHD
Schwab US Dividend Equity ETF		13.02%2.60%7.55%21.93%12.91%11.59%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF		18.94%3.70%16.30%33.38%8.70%N/A
VYM
Vanguard High Dividend Yield ETF		16.16%2.93%8.29%25.13%10.93%10.06%

Monthly Returns

The table below presents the monthly returns of FIRE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.75%2.69%2.92%-3.34%3.35%2.05%1.49%2.39%15.28%
20233.99%-2.07%2.89%1.50%-0.68%4.14%2.48%-1.44%-3.85%-1.71%6.66%3.81%16.28%
2022-2.64%-6.76%5.84%-3.12%-7.44%6.45%4.70%-3.78%-7.61%

Expense Ratio

FIRE features an expense ratio of 0.41%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
Expense ratio chart for KNG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
NUSI
Nationwide Risk-Managed Income ETF
Expense ratio chart for NUSI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
XYLD
Global X S&P 500 Covered Call ETF
Expense ratio chart for XYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
QYLD
Global X NASDAQ 100 Covered Call ETF
Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
Expense ratio chart for SWAN: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
Expense ratio chart for SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIRE is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FIRE is 7474
FIRE
The Sharpe Ratio Rank of FIRE is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of FIRE is 7474Sortino Ratio Rank
The Omega Ratio Rank of FIRE is 8181Omega Ratio Rank
The Calmar Ratio Rank of FIRE is 7070Calmar Ratio Rank
The Martin Ratio Rank of FIRE is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

FIRE
Sharpe ratio
The chart of Sharpe ratio for FIRE, currently valued at 2.47, compared to the broader market-1.000.001.002.003.004.002.47
Sortino ratio
The chart of Sortino ratio for FIRE, currently valued at 3.40, compared to the broader market-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for FIRE, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for FIRE, currently valued at 2.72, compared to the broader market0.002.004.006.008.0010.002.72
Martin ratio
The chart of Martin ratio for FIRE, currently valued at 15.39, compared to the broader market0.0010.0020.0030.0040.0015.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF		2.002.751.382.3913.45
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		1.992.601.392.4210.12
DIVO
Amplify CWP Enhanced Dividend Income ETF		2.363.321.422.7514.48
NUSI
Nationwide Risk-Managed Income ETF		2.583.681.493.3814.20
SWAN
Amplify BlackSwan Growth & Treasury Core ETF		2.213.131.391.5113.07
BST
BlackRock Science and Technology Trust		1.091.531.201.394.00
XYLD
Global X S&P 500 Covered Call ETF		1.922.571.451.8313.72
QYLD
Global X NASDAQ 100 Covered Call ETF		1.762.401.402.4512.15
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		1.512.141.271.256.59
SCHD
Schwab US Dividend Equity ETF		1.682.451.291.628.79
SPYD
SPDR Portfolio S&P 500 High Dividend ETF		2.012.871.361.4112.38
VYM
Vanguard High Dividend Yield ETF		2.102.941.372.3312.05

Sharpe Ratio

The current FIRE Sharpe ratio is 2.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of FIRE with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.47
2.32
FIRE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FIRE granted a 6.16% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
FIRE6.16%6.80%7.53%4.91%4.26%3.46%2.58%1.79%1.21%1.15%0.85%0.36%
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		7.09%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.34%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF		4.41%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
NUSI
Nationwide Risk-Managed Income ETF		6.54%7.18%9.05%7.77%7.48%0.65%0.00%0.00%0.00%0.00%0.00%0.00%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF		2.58%2.98%2.12%5.04%1.64%3.69%0.29%0.00%0.00%0.00%0.00%0.00%
BST
BlackRock Science and Technology Trust		8.63%8.91%10.57%8.45%3.72%10.19%6.20%4.64%6.47%6.71%0.55%0.00%
XYLD
Global X S&P 500 Covered Call ETF		8.39%10.51%13.44%9.08%7.93%5.76%7.12%4.67%3.23%4.65%4.14%2.49%
QYLD
Global X NASDAQ 100 Covered Call ETF		10.44%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%0.00%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF		7.61%5.91%4.00%3.45%3.62%4.09%3.46%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		2.58%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF		4.10%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.86%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.19%
-0.19%
FIRE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FIRE. 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 FIRE was 13.89%, occurring on Oct 12, 2022. Recovery took 167 trading sessions.

The current FIRE drawdown is 0.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.89%May 5, 2022111Oct 12, 2022167Jun 13, 2023278
-8.35%Aug 1, 202363Oct 27, 202329Dec 8, 202392
-5.79%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-4.43%Apr 1, 202415Apr 19, 202418May 15, 202433
-2.62%Sep 3, 20244Sep 6, 20245Sep 13, 20249

Volatility

Volatility Chart

The current FIRE volatility is 2.80%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.80%
4.31%
FIRE
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SWANBSTNUSIQYLDSPYDXYLDJEPQKNGDIVOSCHDJEPIVYM
SWAN1.000.600.670.610.540.590.680.600.580.570.610.58
BST0.601.000.730.740.480.670.780.520.530.520.550.53
NUSI0.670.731.000.770.450.700.870.530.550.530.590.53
QYLD0.610.740.771.000.490.860.910.560.620.570.670.58
SPYD0.540.480.450.491.000.610.530.890.800.920.770.91
XYLD0.590.670.700.860.611.000.820.660.710.670.760.69
JEPQ0.680.780.870.910.530.821.000.620.660.620.710.63
KNG0.600.520.530.560.890.660.621.000.860.920.880.92
DIVO0.580.530.550.620.800.710.660.861.000.890.870.92
SCHD0.570.520.530.570.920.670.620.920.891.000.850.96
JEPI0.610.550.590.670.770.760.710.880.870.851.000.87
VYM0.580.530.530.580.910.690.630.920.920.960.871.00
The correlation results are calculated based on daily price changes starting from May 5, 2022