Forward-Looking Retirement

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	25.10%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	13.20%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	12.50%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	7%
USFR WisdomTree Floating Rate Treasury Fund	Government Bonds, Ultrashort Bond	5.80%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	5.70%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	5.70%
IAUM iShares Gold Trust Micro	Gold, Precious Metals	4.80%
USD=X USD Cash		4.50%
PLD Prologis, Inc.	Real Estate	2.20%
VMBS Vanguard Mortgage-Backed Securities ETF	Mortgage Backed Securities	2%
O Realty Income Corporation	Real Estate	1.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Forward-Looking Retirement, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio Forward-Looking Retirement	0.00%	-0.44%	5.20%	5.91%	15.98%	12.96%	—	—
Portfolio components:
DGRO iShares Core Dividend Growth ETF	-0.78%	2.97%	8.79%	9.12%	22.26%	17.09%	10.54%	13.23%
IAUM iShares Gold Trust Micro	-3.63%	-8.60%	0.07%	2.72%	30.28%	29.97%	—	—
O Realty Income Corporation	1.82%	-1.31%	10.29%	6.82%	14.70%	6.20%	2.85%	4.76%
PLD Prologis, Inc.	0.52%	0.31%	14.13%	14.74%	37.48%	8.12%	6.36%	14.64%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USFR WisdomTree Floating Rate Treasury Fund	0.06%	0.29%	1.66%	2.00%	4.03%	4.77%	3.67%	2.48%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	-0.56%	-0.77%	-0.25%	-0.07%	5.99%	5.87%	1.13%	2.89%
VEA Vanguard FTSE Developed Markets ETF	-3.72%	-2.34%	10.91%	13.57%	26.79%	18.26%	8.83%	9.63%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.41%	-0.82%	-0.73%	-0.51%	3.61%	3.31%	-0.01%	1.21%
VGSH Vanguard Short-Term Treasury ETF	-0.17%	-0.20%	0.36%	0.74%	3.41%	4.11%	1.79%	1.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2021, Forward-Looking Retirement's average daily return is +0.02%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Sep 2022 at -6.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Forward-Looking Retirement closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -3.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.30%	1.99%	-3.99%	4.37%	2.04%	-1.40%							5.20%
2025	2.47%	0.84%	-1.34%	0.23%	2.49%	2.52%	0.54%	2.35%	2.28%	1.23%	1.08%	0.43%	16.13%
2024	0.32%	1.77%	2.41%	-2.60%	2.79%	1.13%	2.52%	1.95%	1.53%	-1.55%	2.33%	-2.18%	10.69%
2023	4.27%	-2.39%	2.58%	1.14%	-1.14%	2.54%	1.86%	-1.33%	-3.10%	-1.34%	5.69%	3.72%	12.73%
2022	-2.85%	-1.34%	0.88%	-4.36%	0.03%	-4.41%	4.61%	-3.28%	-6.22%	4.14%	4.93%	-2.33%	-10.45%
2021						-0.03%	1.70%	1.28%	-2.78%	3.31%	-0.76%	3.03%	5.75%

Benchmark Metrics

Forward-Looking Retirement has an annualized alpha of 1.98%, beta of 0.47, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since June 30, 2021.

This portfolio participated in 58.57% of S&P 500 Index downside but only 52.94% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.47 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.98%

Beta: 0.47

R²: 0.88

Upside Capture: 52.94%

Downside Capture: 58.57%

Expense Ratio

Forward-Looking Retirement 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.

USFR

WisdomTree Floating Rate Treasury Fund

IAUM

iShares Gold Trust Micro

DGRO

iShares Core Dividend Growth ETF

VMBS

Vanguard Mortgage-Backed Securities ETF

VOO

Vanguard S&P 500 ETF

VEA

Vanguard FTSE Developed Markets ETF

VGSH

Vanguard Short-Term Treasury ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

Forward-Looking Retirement ranks 58 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for Forward-Looking Retirement and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.38	2.01	+0.38
Sortino ratioReturn per unit of downside risk	3.38	2.71	+0.67
Omega ratioGain probability vs. loss probability	1.45	1.36	+0.09
Calmar ratioReturn relative to maximum drawdown	2.88	2.69	+0.19
Martin ratioReturn relative to average drawdown	12.47	12.34	+0.12
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DGRO iShares Core Dividend Growth ETF	82	2.45	3.55	1.44	3.60	13.91
IAUM iShares Gold Trust Micro	32	1.08	1.46	1.22	1.44	3.64
O Realty Income Corporation	67	0.94	1.32	1.16	1.36	3.39
PLD Prologis, Inc.	87	1.84	2.64	1.32	4.06	13.38
USD=X USD Cash	—	—	—	—	—	—
USFR WisdomTree Floating Rate Treasury Fund	100	15.07	51.15	13.56	205.50	795.91
VCIT Vanguard Intermediate-Term Corporate Bond ETF	42	1.35	1.98	1.24	1.87	6.19
VEA Vanguard FTSE Developed Markets ETF	55	1.70	2.33	1.31	2.35	9.12
VGIT Vanguard Intermediate-Term Treasury ETF	26	0.90	1.35	1.15	1.07	3.14
VGSH Vanguard Short-Term Treasury ETF	86	2.53	4.11	1.53	3.68	14.60

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.

Forward-Looking Retirement Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.38
All Time: 0.91

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 1.64 to 2.53, 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 Forward-Looking Retirement 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

Forward-Looking Retirement provided a 2.48% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.48%	2.60%	2.62%	2.45%	2.24%	1.74%	1.70%	2.09%	2.20%	1.78%	1.80%	1.78%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
IAUM iShares Gold Trust Micro	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
O Realty Income Corporation	5.32%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
PLD Prologis, Inc.	2.84%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USFR WisdomTree Floating Rate Treasury Fund	3.91%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%	0.00%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.82%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%
VEA Vanguard FTSE Developed Markets ETF	2.71%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VGIT Vanguard Intermediate-Term Treasury ETF	3.88%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VGSH Vanguard Short-Term Treasury ETF	3.88%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%

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 Forward-Looking Retirement. 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 Forward-Looking Retirement was 16.38%, occurring on Oct 14, 2022. Recovery took 426 trading sessions.

The current Forward-Looking Retirement drawdown is 1.51%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-16.38%Oct 2022	9mo 12d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-7.84%Apr 2025	1mo 17d	1mo 5d	2mo 22dFeb 2025 - May 2025
2026 pullback2026	-5.55%Mar 2026	25d	21d	1mo 16dMar 2026 - Apr 2026
2021 pullback2021	-3.21%Sep 2021	23d	28d	1mo 21dSep 2021 - Oct 2021
2024 pullback2024	-2.96%Aug 2024	21d	9d	1moJul 2024 - Aug 2024

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 13 assets, with an effective number of assets of 7.92, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.33	1.32	1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Forward-Looking Retirement correlation to the S&P 500 Index

Forward-Looking Retirement has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while USFR has the lowest at -0.02.

-0.02

0.00

0.06

0.08

0.12

0.14

0.19

0.30

0.32

0.51

0.78

0.85

1.00

Portfolio Correlations

Correlation vs. Forward-Looking Retirement. VOO has the highest portfolio correlation at 0.88, while USD=X has the lowest at 0.00.

0.00

0.03

0.26

0.29

0.30

0.30

0.36

0.43

0.46

0.56

0.82

0.83

0.88

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	USD=X	USFR	IAUM	O	VTIP	PLD	VGSH	VGIT	VOO	VMBS	DGRO	VEA	VCIT
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
USFR	0.00	1.00	0.07	0.03	0.06	0.00	0.07	0.03	0.02	0.02	0.01	0.01	0.02
IAUM	0.00	0.07	1.00	0.14	0.34	0.09	0.36	0.33	0.11	0.31	0.12	0.31	0.32
O	0.00	0.03	0.14	1.00	0.23	0.54	0.20	0.24	0.28	0.25	0.46	0.30	0.29
VTIP	0.00	0.06	0.34	0.23	1.00	0.14	0.64	0.62	0.15	0.57	0.16	0.19	0.57
PLD	0.00	0.00	0.09	0.54	0.14	1.00	0.14	0.18	0.46	0.22	0.55	0.44	0.28
VGSH	0.00	0.07	0.36	0.20	0.64	0.14	1.00	0.85	0.06	0.76	0.07	0.15	0.73
VGIT	0.00	0.03	0.33	0.24	0.62	0.18	0.85	1.00	0.08	0.89	0.09	0.16	0.89
VOO	0.00	0.02	0.11	0.28	0.15	0.46	0.06	0.08	1.00	0.17	0.79	0.73	0.27
VMBS	0.00	0.02	0.31	0.25	0.57	0.22	0.76	0.89	0.17	1.00	0.17	0.25	0.87
DGRO	0.00	0.01	0.12	0.46	0.16	0.55	0.07	0.09	0.79	0.17	1.00	0.69	0.27
VEA	0.00	0.01	0.31	0.30	0.19	0.44	0.15	0.16	0.73	0.25	0.69	1.00	0.33
VCIT	0.00	0.02	0.32	0.29	0.57	0.28	0.73	0.89	0.27	0.87	0.27	0.33	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2021

Diversification Analysis

Find what Forward-Looking Retirement is missing

See which holdings overlap, where Forward-Looking Retirement is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification