Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BHK BlackRock Core Bond Trust | Financial Services | 14.29% |
DEC.L Diversified Energy Company plc | Energy | 14.29% |
IDV iShares International Select Dividend ETF | Global Equities, Dividend | 14.29% |
ING ING Groep N.V. | Financial Services | 14.29% |
MFIC MidCap Financial Investment Corporation | Financial Services | 14.29% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | Materials | 14.29% |
TEF Telefónica, S.A. | Communication Services | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USD Retire, 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 Feb 3, 2017, corresponding to the inception date of DEC.L
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio USD Retire | -0.18% | 8.35% | 8.02% | 12.73% | 36.00% | 16.04% | 10.91% | — |
| Portfolio components: | ||||||||
BHK BlackRock Core Bond Trust | 0.48% | 1.69% | -0.44% | -1.85% | 2.29% | 4.06% | -1.83% | 3.45% |
DEC.L Diversified Energy Company plc | -1.31% | 8.48% | 10.29% | 24.99% | 45.15% | -2.99% | -3.33% | — |
IDV iShares International Select Dividend ETF | -0.61% | 4.81% | 12.14% | 22.86% | 51.48% | 22.95% | 12.91% | 10.27% |
ING ING Groep N.V. | 0.51% | 13.80% | 6.19% | 22.26% | 69.69% | 40.24% | 26.96% | 14.84% |
MFIC MidCap Financial Investment Corporation | 0.00% | 12.38% | 5.53% | 5.61% | 15.28% | 13.85% | 8.07% | 8.20% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | -0.54% | 10.81% | 21.95% | 37.13% | 91.53% | 17.21% | 11.45% | 16.11% |
TEF Telefónica, S.A. | 0.00% | 0.00% | -5.93% | -22.20% | -12.26% | 2.46% | 5.95% | -2.40% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2017, USD Retire's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +22.8%, while the worst month was Mar 2020 at -23.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, USD Retire closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.06% | 1.80% | 2.31% | 2.63% | 8.02% | ||||||||
| 2025 | 2.03% | 0.91% | 3.32% | -0.34% | 6.55% | 2.21% | 1.20% | 5.11% | -0.45% | -1.00% | 1.70% | 2.08% | 25.64% |
| 2024 | -3.41% | 0.64% | 6.72% | 2.60% | 6.56% | -5.18% | 5.90% | -3.56% | 2.66% | -2.84% | 4.48% | -3.08% | 10.95% |
| 2023 | 9.22% | -2.89% | -2.67% | 2.17% | -4.49% | 5.97% | 6.23% | -2.95% | -3.54% | -6.81% | 8.89% | 2.21% | 10.10% |
| 2022 | 1.20% | -0.03% | 0.15% | -4.87% | 5.60% | -9.42% | 2.69% | -1.28% | -11.53% | 5.66% | 14.51% | -2.53% | -2.49% |
| 2021 | 2.15% | 9.02% | 2.20% | 5.33% | 1.82% | -1.22% | 0.14% | 2.17% | -1.27% | 1.37% | -4.47% | 3.30% | 21.82% |
Benchmark Metrics
USD Retire has an annualized alpha of 1.92%, beta of 0.70, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since February 06, 2017.
- This portfolio participated in 80.26% of S&P 500 Index downside but only 75.04% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.92%
- Beta
- 0.70
- R²
- 0.52
- Upside Capture
- 75.04%
- Downside Capture
- 80.26%
Expense Ratio
USD Retire has an expense ratio of 0.13%, 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
USD Retire ranks 81 for risk / return — in the top 81% 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 | 3.19 | 2.30 | +0.89 |
Sortino ratioReturn per unit of downside risk | 4.48 | 3.18 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.43 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 5.92 | 3.40 | +2.51 |
Martin ratioReturn relative to average drawdown | 17.53 | 15.35 | +2.17 |
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 | |
|---|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | 38 | 0.23 | 0.37 | 1.05 | 0.61 | 1.25 |
DEC.L Diversified Energy Company plc | 64 | 1.19 | 1.79 | 1.23 | 1.94 | 4.03 |
IDV iShares International Select Dividend ETF | 94 | 4.23 | 5.36 | 1.79 | 6.41 | 25.17 |
ING ING Groep N.V. | 87 | 2.79 | 3.58 | 1.46 | 3.66 | 12.40 |
MFIC MidCap Financial Investment Corporation | 50 | 0.67 | 1.06 | 1.14 | 0.83 | 2.43 |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 86 | 3.58 | 4.08 | 1.59 | 4.79 | 20.30 |
TEF Telefónica, S.A. | 16 | -0.55 | -0.56 | 0.91 | -0.40 | -0.67 |
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Dividends
Dividend yield
USD Retire provided a 6.87% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.87% | 7.12% | 7.96% | 10.14% | 8.58% | 7.44% | 7.03% | 7.33% | 6.24% | 4.87% | 5.29% | 7.96% |
| Portfolio components: | ||||||||||||
BHK BlackRock Core Bond Trust | 9.66% | 9.25% | 8.56% | 8.21% | 7.91% | 6.36% | 5.06% | 5.32% | 6.39% | 5.56% | 6.23% | 7.03% |
DEC.L Diversified Energy Company plc | 5.57% | 6.20% | 9.08% | 26.78% | 9.58% | 8.03% | 9.97% | 12.73% | 3.93% | 2.94% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 4.46% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
ING ING Groep N.V. | 4.65% | 4.78% | 7.65% | 5.86% | 7.16% | 5.09% | 0.00% | 5.92% | 2.63% | 3.28% | 4.24% | 2.58% |
MFIC MidCap Financial Investment Corporation | 12.38% | 13.29% | 12.75% | 11.11% | 12.37% | 11.26% | 15.25% | 10.31% | 14.52% | 10.60% | 11.95% | 15.33% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 2.36% | 2.88% | 3.26% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% |
TEF Telefónica, S.A. | 9.02% | 8.48% | 7.97% | 8.30% | 8.77% | 9.65% | 11.21% | 6.39% | 5.52% | 4.77% | 8.76% | 9.98% |
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 USD Retire. 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 USD Retire was 43.20%, occurring on Mar 23, 2020. Recovery took 203 trading sessions.
The current USD Retire drawdown is 0.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.2% | Jan 3, 2020 | 57 | Mar 23, 2020 | 203 | Jan 6, 2021 | 260 |
| -22.82% | Feb 10, 2022 | 162 | Sep 26, 2022 | 83 | Jan 23, 2023 | 245 |
| -16.7% | Jan 25, 2018 | 236 | Dec 24, 2018 | 250 | Dec 13, 2019 | 486 |
| -14.46% | Mar 19, 2025 | 15 | Apr 8, 2025 | 23 | May 12, 2025 | 38 |
| -13.39% | Jul 27, 2023 | 66 | Oct 26, 2023 | 108 | Mar 28, 2024 | 174 |
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 7 assets, with an effective number of assets of 7.00, 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 | BHK | DEC.L | TEF | MFIC | ING | PICK | IDV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.17 | 0.18 | 0.32 | 0.49 | 0.51 | 0.61 | 0.66 | 0.62 |
| BHK | 0.17 | 1.00 | 0.03 | 0.09 | 0.11 | 0.05 | 0.10 | 0.16 | 0.20 |
| DEC.L | 0.18 | 0.03 | 1.00 | 0.14 | 0.17 | 0.18 | 0.28 | 0.30 | 0.54 |
| TEF | 0.32 | 0.09 | 0.14 | 1.00 | 0.28 | 0.43 | 0.33 | 0.53 | 0.58 |
| MFIC | 0.49 | 0.11 | 0.17 | 0.28 | 1.00 | 0.41 | 0.40 | 0.47 | 0.60 |
| ING | 0.51 | 0.05 | 0.18 | 0.43 | 0.41 | 1.00 | 0.55 | 0.68 | 0.74 |
| PICK | 0.61 | 0.10 | 0.28 | 0.33 | 0.40 | 0.55 | 1.00 | 0.76 | 0.75 |
| IDV | 0.66 | 0.16 | 0.30 | 0.53 | 0.47 | 0.68 | 0.76 | 1.00 | 0.84 |
| Portfolio | 0.62 | 0.20 | 0.54 | 0.58 | 0.60 | 0.74 | 0.75 | 0.84 | 1.00 |