Forward-Looking Retirement

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Jun 29, 2021, corresponding to the inception date of IAUM

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 Forward-Looking Retirement	0.00%	-2.36%	0.61%	3.04%	14.18%	11.65%	—	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
DGRO iShares Core Dividend Growth ETF	0.16%	-3.33%	1.76%	4.21%	15.91%	14.42%	10.17%	12.88%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%
PLD Prologis, Inc.	0.33%	-4.36%	5.63%	17.03%	23.21%	5.95%	7.28%	14.89%
IAUM iShares Gold Trust Micro	-1.96%	-8.31%	8.33%	21.18%	49.41%	32.93%	—	—
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.23%	0.34%	1.33%	3.82%	3.98%	1.80%	1.74%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	0.04%	0.29%	0.97%	2.06%	4.12%	4.89%	3.53%	2.41%
VGIT Vanguard Intermediate-Term Treasury ETF	0.13%	-1.05%	0.03%	0.77%	4.08%	3.19%	0.33%	1.32%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.27%	-1.21%	-0.05%	0.65%	6.13%	5.48%	1.50%	3.09%

*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 +0.58%. At this rate, your investment would double in approximately 10.0 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%	0.43%									0.61%
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 2.29%, 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 58.63% of S&P 500 Index downside but only 55.26% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
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: 2.29%

Beta: 0.47

R²: 0.88

Upside Capture: 55.26%

Downside Capture: 58.63%

Expense Ratio

Forward-Looking Retirement has an expense ratio of 0.05%, 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 Bloomberg Floating Rate Treasury Fund

IAUM

iShares Gold Trust Micro

DGRO

iShares Core Dividend Growth ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VCIT

Vanguard Intermediate-Term Corporate Bond 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

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

Forward-Looking Retirement ranks 68 for risk / return — better than 68% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.94	0.88	+1.06
Sortino ratio Return per unit of downside risk	2.85	1.37	+1.49
Omega ratio Gain probability vs. loss probability	1.43	1.21	+0.22
Calmar ratio Return relative to maximum drawdown	1.92	1.39	+0.53
Martin ratio Return relative to average drawdown	7.50	6.43	+1.07
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
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
DGRO iShares Core Dividend Growth ETF	58	1.11	1.61	1.24	1.52	6.97
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03
PLD Prologis, Inc.	67	0.88	1.34	1.19	1.20	5.12
IAUM iShares Gold Trust Micro	81	1.80	2.23	1.33	2.60	9.38
VGSH Vanguard Short-Term Treasury ETF	96	2.67	4.30	1.58	4.26	16.01
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	100	14.40	42.98	10.69	104.25	665.20
VGIT Vanguard Intermediate-Term Treasury ETF	52	1.08	1.61	1.19	1.64	5.01
VCIT Vanguard Intermediate-Term Corporate Bond ETF	65	1.27	1.77	1.24	2.10	7.27

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.94
All Time: 0.82

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 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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 2.55% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.55%	2.60%	2.62%	2.45%	2.24%	1.74%	1.70%	2.09%	2.20%	1.78%	1.80%	1.78%
Portfolio components:
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%
DGRO iShares Core Dividend Growth ETF	2.09%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
O Realty Income Corporation	5.20%	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.	3.06%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%
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%
VGSH Vanguard Short-Term Treasury ETF	3.92%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	4.00%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.82%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.75%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%

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 3.52%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-16.38%	Jan 5, 2022	283	Oct 14, 2022	426	Dec 14, 2023	709
-7.84%	Feb 20, 2025	48	Apr 8, 2025	35	May 13, 2025	83
-5.55%	Mar 2, 2026	26	Mar 27, 2026	—	—	—
-3.21%	Sep 7, 2021	24	Sep 30, 2021	28	Oct 28, 2021	52
-2.96%	Jul 17, 2024	22	Aug 7, 2024	9	Aug 16, 2024	31

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. 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

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

	Benchmark	USD=X	USFR	IAUM	O	PLD	VTIP	VGSH	VGIT	VOO	VMBS	DGRO	VEA	VCIT	Portfolio
Benchmark	1.00	0.00	-0.01	0.10	0.32	0.51	0.14	0.04	0.06	1.00	0.17	0.85	0.78	0.29	0.92
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	0.00	0.00
USFR	-0.01	0.00	1.00	0.08	0.03	0.00	0.06	0.08	0.03	0.02	0.02	0.02	0.01	0.02	0.03
IAUM	0.10	0.00	0.08	1.00	0.14	0.08	0.35	0.34	0.31	0.10	0.30	0.11	0.30	0.31	0.29
O	0.32	0.00	0.03	0.14	1.00	0.53	0.23	0.20	0.24	0.29	0.26	0.46	0.30	0.29	0.44
PLD	0.51	0.00	0.00	0.08	0.53	1.00	0.15	0.13	0.17	0.46	0.21	0.55	0.45	0.28	0.57
VTIP	0.14	0.00	0.06	0.35	0.23	0.15	1.00	0.65	0.63	0.14	0.58	0.17	0.19	0.58	0.30
VGSH	0.04	0.00	0.08	0.34	0.20	0.13	0.65	1.00	0.85	0.04	0.75	0.06	0.13	0.72	0.24
VGIT	0.06	0.00	0.03	0.31	0.24	0.17	0.63	0.85	1.00	0.06	0.89	0.09	0.14	0.89	0.27
VOO	1.00	0.00	0.02	0.10	0.29	0.46	0.14	0.04	0.06	1.00	0.16	0.80	0.73	0.25	0.88
VMBS	0.17	0.00	0.02	0.30	0.26	0.21	0.58	0.75	0.89	0.16	1.00	0.17	0.23	0.87	0.35
DGRO	0.85	0.00	0.02	0.11	0.46	0.55	0.17	0.06	0.09	0.80	0.17	1.00	0.70	0.26	0.84
VEA	0.78	0.00	0.01	0.30	0.30	0.45	0.19	0.13	0.14	0.73	0.23	0.70	1.00	0.31	0.83
VCIT	0.29	0.00	0.02	0.31	0.29	0.28	0.58	0.72	0.89	0.25	0.87	0.26	0.31	1.00	0.45
Portfolio	0.92	0.00	0.03	0.29	0.44	0.57	0.30	0.24	0.27	0.88	0.35	0.84	0.83	0.45	1.00

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

Forward-Looking Retirement

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table