Retirement Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement Portfolio, 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.
The earliest data available for this chart is Jun 30, 2022, corresponding to the inception date of FGDL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Retirement Portfolio | -2.27% | -3.74% | -6.18% | 10.24% | N/A | N/A |
| Portfolio components: | ||||||
JBBB Janus Henderson B-BBB CLO ETF | -1.44% | -1.19% | 0.25% | 5.15% | N/A | N/A |
JAAA Janus Henderson AAA CLO ETF | 0.50% | -0.06% | 1.91% | 5.39% | N/A | N/A |
EDV Vanguard Extended Duration Treasury ETF | -0.98% | -5.40% | -8.89% | -0.93% | -14.75% | -2.69% |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.70% | -16.19% | 0.87% | 19.12% | 17.75% |
XLRE Real Estate Select Sector SPDR Fund | 0.09% | -1.93% | -8.03% | 16.65% | 7.88% | N/A |
FGDL Franklin Responsibly Sourced Gold ETF | 26.70% | 9.91% | 22.16% | 39.44% | N/A | N/A |
KMLM KFA Mount Lucas Index Strategy ETF | -6.65% | -4.10% | -7.53% | -14.97% | N/A | N/A |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 12.72% | 3.89% | 10.61% | 11.93% | -2.30% | 2.05% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | -5.88% | -6.76% | -9.18% | 8.30% | 16.28% | N/A |
TPL Texas Pacific Land Corporation | 17.55% | 2.00% | 22.94% | 127.22% | 55.78% | 39.77% |
NEM Newmont Goldcorp Corporation | 48.86% | 16.30% | -3.27% | 44.40% | 1.79% | 11.55% |
PFE Pfizer Inc. | -15.17% | -15.75% | -21.78% | -9.51% | -3.96% | -0.12% |
RSP Invesco S&P 500® Equal Weight ETF | -6.73% | -5.98% | -9.82% | 3.45% | 14.91% | 8.87% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 0.49% | -3.09% | -4.59% | 11.04% | 13.82% | 4.00% |
SRET Global X SuperDividend REIT ETF | 1.96% | -5.11% | -5.63% | 13.02% | 8.08% | -0.47% |
Monthly Returns
The table below presents the monthly returns of Retirement Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.25% | 1.43% | -2.19% | -3.66% | -2.27% | ||||||||
| 2024 | -1.54% | 1.56% | 2.66% | -3.12% | 3.63% | 1.90% | 3.52% | 2.77% | 2.31% | -1.16% | 3.54% | -4.84% | 11.30% |
| 2023 | 6.97% | -3.42% | 0.00% | 0.29% | -1.68% | 4.21% | 2.73% | -1.17% | -4.07% | -2.42% | 7.26% | 4.94% | 13.58% |
| 2022 | 5.27% | -3.53% | -9.01% | 4.05% | 5.70% | -3.63% | -2.07% |
Expense Ratio
Retirement Portfolio has an expense ratio of 0.45%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 82, Retirement Portfolio is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
JBBB Janus Henderson B-BBB CLO ETF | 1.16 | 1.52 | 1.35 | 1.18 | 6.23 |
JAAA Janus Henderson AAA CLO ETF | 3.19 | 4.03 | 2.25 | 3.79 | 26.75 |
EDV Vanguard Extended Duration Treasury ETF | 0.02 | 0.16 | 1.02 | 0.01 | 0.03 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
XLRE Real Estate Select Sector SPDR Fund | 0.90 | 1.31 | 1.17 | 0.96 | 3.23 |
FGDL Franklin Responsibly Sourced Gold ETF | 2.38 | 3.16 | 1.41 | 4.85 | 12.99 |
KMLM KFA Mount Lucas Index Strategy ETF | -1.42 | -1.91 | 0.78 | -0.54 | -1.72 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.74 | 1.23 | 1.14 | 1.12 | 2.33 |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 0.96 | 1.30 | 1.20 | 0.82 | 3.73 |
TPL Texas Pacific Land Corporation | 2.24 | 2.76 | 1.41 | 3.35 | 7.98 |
NEM Newmont Goldcorp Corporation | 1.26 | 1.75 | 1.26 | 1.31 | 2.67 |
PFE Pfizer Inc. | -0.35 | -0.34 | 0.96 | -0.15 | -0.71 |
RSP Invesco S&P 500® Equal Weight ETF | 0.21 | 0.42 | 1.06 | 0.20 | 0.83 |
EDIV SPDR S&P Emerging Markets Dividend ETF | 0.93 | 1.36 | 1.19 | 0.93 | 2.54 |
SRET Global X SuperDividend REIT ETF | 0.95 | 1.33 | 1.18 | 0.86 | 3.10 |
Dividends
Dividend yield
Retirement Portfolio provided a 4.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.74% | 4.57% | 4.48% | 4.46% | 2.86% | 3.32% | 3.29% | 3.04% | 2.28% | 2.48% | 2.05% | 0.74% |
| Portfolio components: | ||||||||||||
JBBB Janus Henderson B-BBB CLO ETF | 7.93% | 7.65% | 8.10% | 5.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JAAA Janus Henderson AAA CLO ETF | 6.13% | 6.35% | 6.11% | 2.77% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.79% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLRE Real Estate Select Sector SPDR Fund | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
FGDL Franklin Responsibly Sourced Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.88% | 0.82% | 0.00% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.10% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 10.02% | 9.18% | 9.56% | 10.75% | 7.64% | 8.54% | 10.02% | 5.15% | 0.00% | 0.00% | 0.00% | 0.00% |
TPL Texas Pacific Land Corporation | 1.20% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
NEM Newmont Goldcorp Corporation | 1.82% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% |
PFE Pfizer Inc. | 7.63% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
RSP Invesco S&P 500® Equal Weight ETF | 1.73% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.26% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.93% | 5.33% | 4.84% |
SRET Global X SuperDividend REIT ETF | 8.91% | 8.72% | 7.21% | 8.30% | 6.33% | 8.88% | 7.77% | 8.54% | 8.20% | 8.08% | 7.74% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement Portfolio. 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 Retirement Portfolio was 14.79%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Retirement Portfolio drawdown is 5.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.79% | Aug 16, 2022 | 43 | Oct 14, 2022 | 292 | Dec 13, 2023 | 335 |
| -12.26% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -4.26% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -3.99% | Apr 1, 2024 | 14 | Apr 18, 2024 | 18 | May 14, 2024 | 32 |
| -2.75% | Oct 21, 2024 | 10 | Nov 1, 2024 | 5 | Nov 8, 2024 | 15 |
Volatility
Volatility Chart
The current Retirement Portfolio volatility is 8.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| JBBB | JAAA | KMLM | EDV | TPL | PFE | FGDL | NEM | BTAL | EDIV | XLK | PFFA | XLRE | SRET | RSP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBBB | 1.00 | 0.20 | -0.04 | -0.00 | 0.04 | 0.09 | 0.04 | 0.05 | -0.09 | 0.07 | 0.12 | 0.10 | 0.09 | 0.06 | 0.12 |
| JAAA | 0.20 | 1.00 | 0.07 | -0.06 | 0.08 | 0.04 | 0.05 | 0.08 | -0.08 | 0.14 | 0.10 | 0.10 | 0.14 | 0.15 | 0.16 |
| KMLM | -0.04 | 0.07 | 1.00 | -0.35 | -0.02 | -0.13 | -0.17 | -0.17 | 0.17 | -0.12 | -0.13 | -0.24 | -0.24 | -0.22 | -0.20 |
| EDV | -0.00 | -0.06 | -0.35 | 1.00 | -0.07 | 0.12 | 0.26 | 0.19 | -0.16 | 0.09 | 0.07 | 0.33 | 0.31 | 0.26 | 0.17 |
| TPL | 0.04 | 0.08 | -0.02 | -0.07 | 1.00 | 0.11 | 0.16 | 0.24 | -0.23 | 0.21 | 0.23 | 0.21 | 0.21 | 0.32 | 0.40 |
| PFE | 0.09 | 0.04 | -0.13 | 0.12 | 0.11 | 1.00 | 0.11 | 0.23 | -0.09 | 0.21 | 0.18 | 0.23 | 0.41 | 0.39 | 0.39 |
| FGDL | 0.04 | 0.05 | -0.17 | 0.26 | 0.16 | 0.11 | 1.00 | 0.66 | -0.19 | 0.38 | 0.16 | 0.21 | 0.21 | 0.23 | 0.21 |
| NEM | 0.05 | 0.08 | -0.17 | 0.19 | 0.24 | 0.23 | 0.66 | 1.00 | -0.25 | 0.41 | 0.24 | 0.29 | 0.38 | 0.38 | 0.39 |
| BTAL | -0.09 | -0.08 | 0.17 | -0.16 | -0.23 | -0.09 | -0.19 | -0.25 | 1.00 | -0.39 | -0.61 | -0.42 | -0.38 | -0.43 | -0.59 |
| EDIV | 0.07 | 0.14 | -0.12 | 0.09 | 0.21 | 0.21 | 0.38 | 0.41 | -0.39 | 1.00 | 0.44 | 0.34 | 0.37 | 0.48 | 0.49 |
| XLK | 0.12 | 0.10 | -0.13 | 0.07 | 0.23 | 0.18 | 0.16 | 0.24 | -0.61 | 0.44 | 1.00 | 0.40 | 0.43 | 0.43 | 0.69 |
| PFFA | 0.10 | 0.10 | -0.24 | 0.33 | 0.21 | 0.23 | 0.21 | 0.29 | -0.42 | 0.34 | 0.40 | 1.00 | 0.53 | 0.59 | 0.58 |
| XLRE | 0.09 | 0.14 | -0.24 | 0.31 | 0.21 | 0.41 | 0.21 | 0.38 | -0.38 | 0.37 | 0.43 | 0.53 | 1.00 | 0.78 | 0.76 |
| SRET | 0.06 | 0.15 | -0.22 | 0.26 | 0.32 | 0.39 | 0.23 | 0.38 | -0.43 | 0.48 | 0.43 | 0.59 | 0.78 | 1.00 | 0.76 |
| RSP | 0.12 | 0.16 | -0.20 | 0.17 | 0.40 | 0.39 | 0.21 | 0.39 | -0.59 | 0.49 | 0.69 | 0.58 | 0.76 | 0.76 | 1.00 |