FIRE 01 (Now)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

FIRE 01 (Now)

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	8%
CROX Crocs, Inc.	Consumer Cyclical	5%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	4%
GOOG Alphabet Inc.	Communication Services	8%
MSFT Microsoft Corporation	Technology	8%
NVDA NVIDIA Corporation	Technology	8%
TSLA Tesla, Inc.	Consumer Cyclical	8%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	8%
VGT Vanguard Information Technology ETF	Technology Equities	15%
VNQ Vanguard Real Estate ETF	REIT	8%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	15%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIRE 01 (Now), 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

FIRE 01 (Now)

Benchmark (^GSPC)

Portfolio components

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

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
FIRE 01 (Now)	22.93%	-2.24%	19.61%	29.93%	32.79%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	14.04%	-1.30%	11.13%	20.75%	14.14%	12.62%
VGT Vanguard Information Technology ETF	15.09%	-3.59%	10.66%	25.31%	21.09%	20.16%
VNQ Vanguard Real Estate ETF	1.73%	6.97%	5.82%	8.37%	3.80%	5.59%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	1.47%	1.16%	2.55%	7.21%	1.11%	2.65%
GOOG Alphabet Inc.	20.17%	-8.74%	10.12%	30.40%	22.11%	19.16%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.36%
NVDA NVIDIA Corporation	126.76%	-11.17%	84.00%	144.69%	91.87%	74.99%
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.86%
TSLA Tesla, Inc.	-11.36%	12.16%	20.19%	-13.87%	70.90%	30.90%
TSM Taiwan Semiconductor Manufacturing Company Limited	55.23%	-6.85%	37.67%	64.13%	32.65%	26.10%
CROX Crocs, Inc.	33.97%	-15.81%	21.54%	22.33%	39.63%	22.67%
GLDM SPDR Gold MiniShares Trust	14.42%	2.70%	16.91%	21.33%	10.62%	N/A

Monthly Returns

The table below presents the monthly returns of FIRE 01 (Now), 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
2024	1.12%	6.79%	3.95%	-2.80%	8.11%	6.27%							22.93%
2023	13.76%	1.65%	8.05%	-0.92%	7.89%	6.56%	2.75%	-1.72%	-6.00%	-2.63%	11.54%	3.42%	51.76%
2022	-7.24%	-4.11%	4.56%	-12.17%	-2.86%	-8.41%	14.02%	-5.68%	-10.26%	2.62%	8.85%	-8.09%	-28.00%
2021	2.36%	0.67%	1.08%	7.58%	-0.33%	6.96%	3.56%	4.65%	-4.37%	11.75%	3.61%	-0.11%	43.20%
2020	6.33%	-4.42%	-11.53%	16.70%	6.78%	9.47%	9.87%	16.12%	-5.27%	-1.33%	11.68%	6.21%	73.49%
2019	5.58%	3.21%	3.75%	2.62%	-9.89%	7.79%	4.76%	-0.72%	4.01%	8.10%	3.75%	7.55%	47.04%
2018						-0.22%	2.54%	6.42%	-0.97%	-5.17%	0.06%	-6.69%	-4.53%

Expense Ratio

FIRE 01 (Now) has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VNQ

Vanguard Real Estate ETF

VGT

Vanguard Information Technology ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

VOO

Vanguard S&P 500 ETF

GLDM

SPDR Gold MiniShares Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIRE 01 (Now) is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

FIRE 01 (Now)

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

FIRE 01 (Now)

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	1.73	2.43	1.30	1.72	6.83
VGT Vanguard Information Technology ETF	1.24	1.72	1.22	1.79	5.44
VNQ Vanguard Real Estate ETF	0.35	0.64	1.08	0.19	0.90
VCIT Vanguard Intermediate-Term Corporate Bond ETF	1.00	1.52	1.17	0.38	3.19
GOOG Alphabet Inc.	1.36	1.85	1.26	2.09	8.19
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20
NVDA NVIDIA Corporation	3.13	3.59	1.45	7.37	20.15
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
TSLA Tesla, Inc.	-0.32	-0.13	0.99	-0.26	-0.67
TSM Taiwan Semiconductor Manufacturing Company Limited	1.86	2.59	1.32	1.65	9.23
CROX Crocs, Inc.	0.06	0.46	1.05	0.05	0.16
GLDM SPDR Gold MiniShares Trust	1.47	2.10	1.27	1.65	7.16

Sharpe Ratio

The current FIRE 01 (Now) Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of FIRE 01 (Now) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

FIRE 01 (Now)

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

FIRE 01 (Now) granted a 1.12% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
FIRE 01 (Now)	1.12%	1.12%	1.22%	0.89%	1.10%	1.36%	1.66%	1.42%	1.66%	1.65%	1.56%	1.75%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.34%	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	0.67%	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	4.04%	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	4.12%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%	3.34%	4.00%
GOOG Alphabet Inc.	0.12%	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	0.70%	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%	0.30%	0.46%	1.19%	1.68%	1.95%
AAPL Apple Inc	0.45%	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	1.28%	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%
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%

Drawdowns

Drawdowns Chart

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

FIRE 01 (Now)

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FIRE 01 (Now). 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 01 (Now) was 34.09%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current FIRE 01 (Now) drawdown is 7.38%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.09%	Feb 20, 2020	22	Mar 20, 2020	54	Jun 8, 2020	76
-33.53%	Nov 22, 2021	226	Oct 14, 2022	167	Jun 15, 2023	393
-18.13%	Oct 2, 2018	58	Dec 24, 2018	68	Apr 3, 2019	126
-12.68%	Jul 19, 2023	71	Oct 26, 2023	33	Dec 13, 2023	104
-12.22%	Apr 25, 2019	27	Jun 3, 2019	29	Jul 15, 2019	56

Volatility

Volatility Chart

The current FIRE 01 (Now) volatility is 6.60%, 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.

FIRE 01 (Now)

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	GLDM	VCIT	CROX	TSLA	VNQ	TSM	NVDA	GOOG	AAPL	MSFT	VOO	VGT
GLDM	1.00	0.39	0.04	0.03	0.14	0.07	0.02	0.07	0.03	0.04	0.07	0.05
VCIT	0.39	1.00	0.13	0.13	0.34	0.11	0.15	0.18	0.20	0.20	0.22	0.23
CROX	0.04	0.13	1.00	0.34	0.38	0.42	0.40	0.34	0.35	0.37	0.52	0.49
TSLA	0.03	0.13	0.34	1.00	0.29	0.40	0.45	0.38	0.46	0.41	0.48	0.51
VNQ	0.14	0.34	0.38	0.29	1.00	0.31	0.30	0.39	0.41	0.42	0.66	0.51
TSM	0.07	0.11	0.42	0.40	0.31	1.00	0.66	0.49	0.52	0.53	0.62	0.68
NVDA	0.02	0.15	0.40	0.45	0.30	0.66	1.00	0.58	0.59	0.65	0.67	0.80
GOOG	0.07	0.18	0.34	0.38	0.39	0.49	0.58	1.00	0.65	0.74	0.73	0.73
AAPL	0.03	0.20	0.35	0.46	0.41	0.52	0.59	0.65	1.00	0.69	0.74	0.82
MSFT	0.04	0.20	0.37	0.41	0.42	0.53	0.65	0.74	0.69	1.00	0.77	0.86
VOO	0.07	0.22	0.52	0.48	0.66	0.62	0.67	0.73	0.74	0.77	1.00	0.91
VGT	0.05	0.23	0.49	0.51	0.51	0.68	0.80	0.73	0.82	0.86	0.91	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018