Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Forever Balanced Middle Ground
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Forever Balanced Middle Ground, 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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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Forever Balanced Middle Ground | 0.01% | -1.38% | 11.83% | 16.35% | 32.47% | 31.91% | 21.36% | — | 20.45% |
| Portfolio components: | |||||||||
COST Costco Wholesale Corporation | -0.24% | 3.11% | 1.55% | 10.87% | 2.04% | 21.34% | 18.51% | 21.10% | 16.98% |
DBC Invesco DB Commodity Index Tracking Fund | 0.44% | 11.34% | 20.55% | 31.71% | 35.60% | 11.07% | 11.66% | 9.54% | 2.04% |
DIVI Franklin International Core Dividend Tilt Index ETF | -0.66% | 2.64% | 7.73% | 13.85% | 28.83% | 17.85% | 13.71% | 11.03% | 11.08% |
FDVV Fidelity High Dividend ETF | -0.35% | 3.10% | 9.39% | 12.19% | 20.46% | 18.35% | 14.17% | — | 13.71% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 3.64% | 1.06% | 20.30% | 12.30% | 16.07% | 47.42% | 23.80% | — | 37.68% |
GLDM SPDR Gold MiniShares Trust | -1.46% | 0.28% | -16.53% | -6.13% | 23.01% | 27.59% | 17.31% | — | 15.36% |
IDMO Invesco S&P International Developed Momentum ETF | 0.10% | 1.32% | 6.43% | 10.66% | 23.95% | 25.15% | 15.47% | 12.52% | 9.05% |
JNJ Johnson & Johnson | 0.21% | 0.93% | 14.06% | 25.25% | 59.50% | 18.33% | 11.37% | 10.44% | 12.28% |
JPM JPMorgan Chase & Co. | 0.27% | 5.78% | 16.11% | 10.73% | 21.02% | 33.72% | 21.31% | 21.80% | 12.44% |
LLY Eli Lilly and Company | -0.53% | -3.60% | 11.14% | 7.26% | 56.33% | 37.33% | 37.67% | 32.12% | 16.04% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 2, 2018, Forever Balanced Middle Ground's average daily return is +0.08%, while the average monthly return is +1.65%. At this rate, an investment would double in approximately 3.5 years.
Historically, 72% of months were positive and 28% were negative. The best month was Apr 2026 with a return of +11.9%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Forever Balanced Middle Ground closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.04% | 1.75% | -5.25% | 11.86% | 7.88% | -1.17% | -2.74% | 16.35% | |||||
| 2025 | 3.50% | 0.55% | -3.05% | 1.37% | 7.26% | 6.63% | 2.03% | 1.96% | 5.46% | 2.74% | 1.37% | 1.66% | 35.90% |
| 2024 | 3.10% | 7.35% | 4.75% | -2.42% | 6.72% | 3.98% | -0.13% | 2.45% | 1.56% | 0.66% | 2.97% | -0.96% | 33.89% |
| 2023 | 5.55% | -2.41% | 5.52% | 1.46% | 0.93% | 4.92% | 3.69% | -0.30% | -3.42% | -1.05% | 8.14% | 4.83% | 30.79% |
| 2022 | -4.55% | -0.39% | 3.49% | -7.09% | 0.41% | -6.75% | 6.01% | -4.57% | -7.03% | 6.10% | 7.77% | -3.43% | -11.10% |
| 2021 | 0.75% | 1.03% | 0.42% | 3.61% | 2.01% | 3.03% | 1.10% | 2.29% | -3.63% | 6.21% | -0.22% | 2.36% | 20.36% |
Benchmark Metrics
Forever Balanced Middle Ground has an annualized alpha of 9.21%, beta of 0.79, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 02, 2018.
- This portfolio captured 100.64% of S&P 500 Index gains but only 70.89% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 9.21%
- Beta
- 0.79
- R²
- 0.85
- Upside Capture
- 100.64%
- Downside Capture
- 70.89%
Expense Ratio
Forever Balanced Middle Ground has an expense ratio of 0.26%, 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
Forever Balanced Middle Ground ranks 69 for risk / return — above 69% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below presents risk-adjusted performance metrics for Forever Balanced Middle Ground and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.85 | 1.42 | +0.44 |
| Sortino ratioReturn per unit of downside risk | 2.45 | 1.98 | +0.47 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.00 | +1.14 |
| Martin ratioReturn relative to average drawdown | 10.70 | 8.49 | +2.21 |
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 |
|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 45 | 0.10 | 0.28 | 1.03 | 0.12 | 0.26 |
DBC Invesco DB Commodity Index Tracking Fund | 71 | 1.83 | 2.44 | 1.31 | 2.16 | 7.20 |
DIVI Franklin International Core Dividend Tilt Index ETF | 80 | 1.88 | 2.62 | 1.33 | 2.75 | 10.77 |
FDVV Fidelity High Dividend ETF | 78 | 1.99 | 2.77 | 1.36 | 2.21 | 9.10 |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 19 | 0.36 | 0.80 | 1.09 | 0.38 | 0.92 |
GLDM SPDR Gold MiniShares Trust | 31 | 0.83 | 1.19 | 1.17 | 0.88 | 1.90 |
IDMO Invesco S&P International Developed Momentum ETF | 55 | 1.25 | 1.88 | 1.23 | 1.95 | 7.47 |
JNJ Johnson & Johnson | 97 | 3.26 | 4.35 | 1.56 | 5.46 | 15.18 |
JPM JPMorgan Chase & Co. | 70 | 0.94 | 1.35 | 1.17 | 1.36 | 3.24 |
LLY Eli Lilly and Company | 83 | 1.48 | 2.10 | 1.28 | 2.44 | 6.60 |
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Dividends
Dividend yield
Forever Balanced Middle Ground provided a 1.81% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.87% | 2.01% | 2.37% | 1.82% | 0.97% | 1.68% | 1.66% | 1.73% | 1.27% | 1.58% | 0.52% |
| Portfolio components: | ||||||||||||
COST Costco Wholesale Corporation | 0.72% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DBC Invesco DB Commodity Index Tracking Fund | 2.53% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
DIVI Franklin International Core Dividend Tilt Index ETF | 3.55% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% | 0.00% |
FDVV Fidelity High Dividend ETF | 2.76% | 2.89% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.66% | 1.04% | 0.00% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.61% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
JNJ Johnson & Johnson | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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 Forever Balanced Middle Ground. 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 Forever Balanced Middle Ground was 27.01%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current Forever Balanced Middle Ground drawdown is 5.54%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-27.01%Mar 2020 | 1mo 2d | 3mo 19d | 4mo 21dFeb 2020 - Jul 2020 | COVID crash2020 |
-20.46%Oct 2022 | 11mo 3d | 7mo 25d | 1y 6moNov 2021 - Jun 2023 | Bear market2022 |
-15.38%Apr 2025 | 1mo 17d | 1mo 5d | 2mo 22dFeb 2025 - May 2025 | 2025 selloff2025 |
-15.01%Dec 2018 | 2mo 21d | 2mo 27d | 5mo 18dOct 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-10.38%Mar 2026 | 1mo 29d | 15d | 2mo 14dJan 2026 - Apr 2026 | — |
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 15 assets, with an effective number of assets of 8.19, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.48 | 1.42 | 1.41 | 1.37 |
The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios.
Forever Balanced Middle Ground correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.90 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FDVV has the highest benchmark correlation at 0.88, while GLDM has the lowest at 0.09.
Asset Correlations Table
Find what Forever Balanced Middle Ground is missing
See which holdings overlap, where Forever Balanced Middle Ground is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification