FIRE 01 (Now)
Asset Allocation
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
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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
FIRE 01 (Now) | 21.54% | 3.55% | 10.97% | 31.09% | 32.31% | N/A |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.47% | 4.20% | 6.30% | 23.28% | 14.52% | 12.57% |
VGT Vanguard Information Technology ETF | 10.57% | 3.64% | 2.62% | 23.29% | 20.61% | 19.48% |
VNQ Vanguard Real Estate ETF | 9.72% | 5.75% | 10.51% | 21.00% | 4.19% | 6.28% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 5.58% | 2.64% | 5.74% | 12.46% | 1.41% | 3.06% |
GOOG Alphabet Inc. | 8.07% | -5.36% | 11.75% | 11.82% | 20.42% | 18.09% |
MSFT Microsoft Corporation | 7.41% | 1.00% | -0.76% | 22.67% | 24.81% | 26.01% |
NVDA NVIDIA Corporation | 107.67% | 3.96% | 17.49% | 122.43% | 87.62% | 71.69% |
AAPL Apple Inc | 15.13% | 5.36% | 29.66% | 25.00% | 33.81% | 26.14% |
TSLA Tesla, Inc. | -15.19% | 9.89% | 20.18% | -16.21% | 69.41% | 27.56% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 51.87% | 1.15% | 7.91% | 77.17% | 31.89% | 25.41% |
CROX Crocs, Inc. | 38.98% | 2.88% | 3.82% | 34.84% | 39.62% | 24.10% |
GLDM SPDR Gold MiniShares Trust | 20.92% | 4.61% | 14.57% | 29.98% | 10.51% | 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% | 0.84% | 1.10% | 21.54% | ||||
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FIRE 01 (Now) is 62, 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.
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 | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.81 | 2.47 | 1.33 | 1.97 | 8.80 |
VGT Vanguard Information Technology ETF | 1.04 | 1.46 | 1.19 | 1.41 | 5.04 |
VNQ Vanguard Real Estate ETF | 1.17 | 1.75 | 1.22 | 0.63 | 3.98 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 2.01 | 3.03 | 1.36 | 0.74 | 8.52 |
GOOG Alphabet Inc. | 0.45 | 0.76 | 1.11 | 0.59 | 1.84 |
MSFT Microsoft Corporation | 1.08 | 1.51 | 1.19 | 1.39 | 4.31 |
NVDA NVIDIA Corporation | 2.32 | 2.82 | 1.35 | 4.38 | 14.41 |
AAPL Apple Inc | 0.96 | 1.50 | 1.18 | 1.29 | 3.06 |
TSLA Tesla, Inc. | -0.30 | -0.08 | 0.99 | -0.25 | -0.62 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.98 | 2.65 | 1.34 | 1.92 | 11.10 |
CROX Crocs, Inc. | 0.78 | 1.59 | 1.17 | 0.61 | 3.48 |
GLDM SPDR Gold MiniShares Trust | 2.12 | 2.97 | 1.37 | 2.46 | 12.59 |
Dividends
Dividend yield
FIRE 01 (Now) granted a 1.10% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FIRE 01 (Now) | 1.10% | 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 | 1.33% | 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 | 0.69% | 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 | 3.75% | 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 | 4.09% | 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. | 0.13% | 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 | 0.75% | 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 | 0.44% | 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 | 1.31% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 9.18%.
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 |
-12.39% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current FIRE 01 (Now) volatility is 6.78%, 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
GLDM | VCIT | CROX | TSLA | VNQ | TSM | GOOG | NVDA | AAPL | MSFT | VOO | VGT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDM | 1.00 | 0.39 | 0.05 | 0.04 | 0.14 | 0.08 | 0.07 | 0.03 | 0.04 | 0.04 | 0.07 | 0.06 |
VCIT | 0.39 | 1.00 | 0.13 | 0.13 | 0.34 | 0.11 | 0.18 | 0.15 | 0.20 | 0.19 | 0.22 | 0.23 |
CROX | 0.05 | 0.13 | 1.00 | 0.35 | 0.38 | 0.42 | 0.34 | 0.41 | 0.35 | 0.37 | 0.53 | 0.49 |
TSLA | 0.04 | 0.13 | 0.35 | 1.00 | 0.29 | 0.41 | 0.39 | 0.46 | 0.45 | 0.41 | 0.49 | 0.52 |
VNQ | 0.14 | 0.34 | 0.38 | 0.29 | 1.00 | 0.31 | 0.39 | 0.30 | 0.41 | 0.42 | 0.65 | 0.51 |
TSM | 0.08 | 0.11 | 0.42 | 0.41 | 0.31 | 1.00 | 0.49 | 0.66 | 0.52 | 0.53 | 0.62 | 0.69 |
GOOG | 0.07 | 0.18 | 0.34 | 0.39 | 0.39 | 0.49 | 1.00 | 0.58 | 0.64 | 0.73 | 0.73 | 0.73 |
NVDA | 0.03 | 0.15 | 0.41 | 0.46 | 0.30 | 0.66 | 0.58 | 1.00 | 0.58 | 0.65 | 0.68 | 0.80 |
AAPL | 0.04 | 0.20 | 0.35 | 0.45 | 0.41 | 0.52 | 0.64 | 0.58 | 1.00 | 0.69 | 0.73 | 0.81 |
MSFT | 0.04 | 0.19 | 0.37 | 0.41 | 0.42 | 0.53 | 0.73 | 0.65 | 0.69 | 1.00 | 0.77 | 0.86 |
VOO | 0.07 | 0.22 | 0.53 | 0.49 | 0.65 | 0.62 | 0.73 | 0.68 | 0.73 | 0.77 | 1.00 | 0.91 |
VGT | 0.06 | 0.23 | 0.49 | 0.52 | 0.51 | 0.69 | 0.73 | 0.80 | 0.81 | 0.86 | 0.91 | 1.00 |