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Diverse Retirement Aggressive
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diverse Retirement Aggressive, 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 Oct 24, 2013, corresponding to the inception date of FENY

Returns By Period

As of Apr 2, 2026, the Diverse Retirement Aggressive returned -1.31% Year-To-Date and 14.16% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Diverse Retirement Aggressive
0.19%-2.59%-1.31%0.80%18.62%18.02%12.41%14.16%
VOO
Vanguard S&P 500 ETF
0.11%-3.33%-3.55%-1.41%17.60%18.47%11.96%14.19%
ILCG
iShares Morningstar Growth ETF
0.07%-3.35%-6.89%-7.50%17.96%21.10%11.18%15.78%
XLK
State Street Technology Select Sector SPDR ETF
0.80%-0.98%-5.43%-4.69%30.55%22.58%15.84%21.15%
FENY
Fidelity MSCI Energy Index ETF
0.73%6.06%34.15%36.66%32.24%15.46%23.47%10.77%
FHLC
Fidelity MSCI Health Care Index ETF
-0.52%-5.31%-4.72%3.49%5.93%5.91%5.12%9.53%
USRT
iShares Core U.S. REIT ETF
1.11%-4.13%6.05%4.50%7.14%9.58%5.47%5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2013, Diverse Retirement Aggressive's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Diverse Retirement Aggressive closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.96%0.12%-4.12%0.83%-1.31%
20252.60%-0.92%-5.11%-1.43%5.74%5.09%2.03%2.20%3.41%2.33%0.47%-0.14%16.98%
20241.32%4.93%3.32%-4.16%4.78%3.54%1.22%2.38%1.81%-1.11%5.76%-2.92%22.34%
20236.26%-2.71%3.59%1.54%0.17%6.38%3.34%-1.45%-4.52%-2.40%8.88%4.65%25.31%
2022-4.61%-2.36%4.40%-8.42%0.58%-8.52%9.40%-4.07%-9.24%8.59%5.25%-5.65%-15.85%
2021-0.48%3.42%4.01%5.22%0.78%2.90%2.18%2.73%-4.21%7.19%-0.86%4.61%30.57%

Benchmark Metrics

Diverse Retirement Aggressive has an annualized alpha of 1.77%, beta of 0.99, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since October 25, 2013.

  • This portfolio captured 104.92% of S&P 500 Index gains but only 96.44% of its losses — a favorable profile for investors.
  • With beta of 0.99 and R² of 0.99, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.77%
Beta
0.99
0.99
Upside Capture
104.92%
Downside Capture
96.44%

Expense Ratio

Diverse Retirement Aggressive has an expense ratio of 0.04%, 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

Diverse Retirement Aggressive ranks 40 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Diverse Retirement Aggressive Risk / Return Rank: 4040
Overall Rank
Diverse Retirement Aggressive Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
Diverse Retirement Aggressive Sortino Ratio Rank: 3636
Sortino Ratio Rank
Diverse Retirement Aggressive Omega Ratio Rank: 4545
Omega Ratio Rank
Diverse Retirement Aggressive Calmar Ratio Rank: 3535
Calmar Ratio Rank
Diverse Retirement Aggressive Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.88

+0.17

Sortino ratio

Return per unit of downside risk

1.58

1.37

+0.22

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.39

+0.18

Martin ratio

Return relative to average drawdown

8.00

6.43

+1.57


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
540.981.491.231.537.13
ILCG
iShares Morningstar Growth ETF
400.801.281.181.214.12
XLK
State Street Technology Select Sector SPDR ETF
611.131.711.241.986.27
FENY
Fidelity MSCI Energy Index ETF
591.281.681.251.704.88
FHLC
Fidelity MSCI Health Care Index ETF
200.340.591.070.651.50
USRT
iShares Core U.S. REIT ETF
230.430.691.090.592.44

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Diverse Retirement Aggressive Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.05
  • 5-Year: 0.75
  • 10-Year: 0.79
  • All Time: 0.76

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Diverse Retirement Aggressive compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Diverse Retirement Aggressive provided a 1.27% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.27%1.28%1.36%1.56%1.76%1.34%1.68%2.04%2.18%1.84%2.03%2.15%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
ILCG
iShares Morningstar Growth ETF
0.50%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%
XLK
State Street Technology Select Sector SPDR ETF
0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
FENY
Fidelity MSCI Energy Index ETF
2.38%3.18%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%
FHLC
Fidelity MSCI Health Care Index ETF
1.44%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%
USRT
iShares Core U.S. REIT ETF
2.84%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

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 Diverse Retirement Aggressive. 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 Diverse Retirement Aggressive was 34.89%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Diverse Retirement Aggressive drawdown is 4.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.89%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-22.45%Jan 4, 2022187Sep 30, 2022207Jul 31, 2023394
-19.63%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-18.49%Feb 20, 202534Apr 8, 202554Jun 26, 202588
-13.73%May 22, 2015183Feb 11, 201674May 27, 2016257

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 6 assets, with an effective number of assets of 1.74, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

BenchmarkFENYUSRTFHLCXLKILCGVOOPortfolio
Benchmark1.000.510.560.730.890.931.000.99
FENY0.511.000.310.340.340.350.500.55
USRT0.560.311.000.500.410.460.560.59
FHLC0.730.340.501.000.580.670.730.74
XLK0.890.340.410.581.000.930.890.88
ILCG0.930.350.460.670.931.000.920.92
VOO1.000.500.560.730.890.921.001.00
Portfolio0.990.550.590.740.880.921.001.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2013