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FIRE 3 (Target)

Last updated Mar 2, 2024

Asset Allocation


VCIT 8%GLDM 4%VOO 15%VGT 15%GOOG 8%MSFT 8%NVDA 8%AAPL 8%TSLA 8%TSM 5%CROX 5%VNQ 8%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Corporate Bonds

8%

GLDM
SPDR Gold MiniShares Trust
Precious Metals, Gold

4%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

15%

VGT
Vanguard Information Technology ETF
Technology Equities

15%

GOOG
Alphabet Inc.
Communication Services

8%

MSFT
Microsoft Corporation
Technology

8%

NVDA
NVIDIA Corporation
Technology

8%

AAPL
Apple Inc.
Technology

8%

TSLA
Tesla, Inc.
Consumer Cyclical

8%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

5%

CROX
Crocs, Inc.
Consumer Cyclical

5%

VNQ
Vanguard Real Estate ETF
REIT

8%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FIRE 3 (Target), 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 Quarterly


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
315.56%
88.65%
FIRE 3 (Target)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FIRE 3 (Target)9.21%6.00%15.68%41.01%32.15%N/A
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.70%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.32%6.04%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.99%-0.60%5.02%6.83%2.04%2.72%
GLDM
SPDR Gold MiniShares Trust
0.95%2.30%7.24%12.14%9.94%N/A
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%18.95%N/A
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.07%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%68.95%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.18%
TSM
Taiwan Semiconductor Manufacturing Company Limited
28.75%15.68%44.81%51.40%30.68%25.04%
CROX
Crocs, Inc.
33.62%27.12%24.98%-0.58%37.76%23.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%6.73%
2023-1.72%-6.01%-2.63%11.54%3.41%

Sharpe Ratio

The current FIRE 3 (Target) Sharpe ratio is 2.66. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.66

The Sharpe ratio of FIRE 3 (Target) lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.66
2.44
FIRE 3 (Target)
Benchmark (^GSPC)
Portfolio components

Dividend yield

FIRE 3 (Target) granted a 1.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FIRE 3 (Target)1.10%1.12%1.22%0.89%1.10%1.36%1.66%1.42%1.66%1.65%1.56%1.75%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VNQ
Vanguard Real Estate ETF
4.03%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
3.92%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%
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%
GOOG
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.38%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
CROX
Crocs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The FIRE 3 (Target) has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
FIRE 3 (Target)
2.66
VOO
Vanguard S&P 500 ETF
2.61
VGT
Vanguard Information Technology ETF
2.89
VNQ
Vanguard Real Estate ETF
0.35
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
1.04
GLDM
SPDR Gold MiniShares Trust
1.03
GOOG
Alphabet Inc.
1.88
MSFT
Microsoft Corporation
3.10
NVDA
NVIDIA Corporation
5.65
AAPL
Apple Inc.
1.27
TSLA
Tesla, Inc.
-0.00
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.73
CROX
Crocs, Inc.
0.01

Asset Correlations Table

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

GLDMVCITCROXTSLAVNQTSMGOOGNVDAAAPLMSFTVOOVGT
GLDM1.000.410.030.040.130.070.050.020.030.030.060.05
VCIT0.411.000.130.120.320.110.180.160.190.200.210.23
CROX0.030.131.000.360.390.440.350.410.360.380.530.50
TSLA0.040.120.361.000.290.410.390.470.450.420.490.52
VNQ0.130.320.390.291.000.330.410.330.420.430.670.53
TSM0.070.110.440.410.331.000.520.660.550.540.620.68
GOOG0.050.180.350.390.410.521.000.610.660.740.740.75
NVDA0.020.160.410.470.330.660.611.000.620.660.680.80
AAPL0.030.190.360.450.420.550.660.621.000.710.750.83
MSFT0.030.200.380.420.430.540.740.660.711.000.780.87
VOO0.060.210.530.490.670.620.740.680.750.781.000.91
VGT0.050.230.500.520.530.680.750.800.830.870.911.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FIRE 3 (Target)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FIRE 3 (Target). 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 FIRE 3 (Target) was 34.10%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.1%Feb 20, 202022Mar 20, 202054Jun 8, 202076
-33.54%Nov 22, 2021226Oct 14, 2022167Jun 15, 2023393
-18.13%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-12.69%Jul 19, 202371Oct 26, 202333Dec 13, 2023104
-12.22%Apr 25, 201927Jun 3, 201929Jul 15, 201956

Volatility Chart

The current FIRE 3 (Target) volatility is 4.76%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.76%
3.47%
FIRE 3 (Target)
Benchmark (^GSPC)
Portfolio components
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