FIRE Backtest
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FIRE Backtest, 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 Dec 20, 2019, corresponding to the inception date of NUSI
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% |
| FIRE Backtest | 3.95% | -4.86% | 2.51% | 16.91% | 12.32% | N/A |
| Portfolio components: | ||||||
DIVO Amplify CWP Enhanced Dividend Income ETF | -2.42% | -3.69% | -4.40% | 7.95% | 13.38% | N/A |
NUSI Nationwide Risk-Managed Income ETF | 83.18% | -4.57% | 90.04% | 124.49% | 21.74% | N/A |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | -4.36% | -3.45% | -7.04% | 9.88% | 1.77% | N/A |
BST BlackRock Science and Technology Trust | -11.39% | -7.83% | -10.79% | 3.81% | 9.04% | 13.53% |
XYLD Global X S&P 500 Covered Call ETF | -7.28% | -4.32% | -2.89% | 7.41% | 10.48% | 6.23% |
QYLD Global X NASDAQ 100 Covered Call ETF | -9.53% | -4.65% | -6.56% | 5.14% | 8.81% | 7.29% |
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | -2.27% | -3.30% | -8.84% | 1.24% | 11.41% | N/A |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.70% | 10.24% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -3.83% | -5.53% | -8.85% | 10.39% | 15.30% | N/A |
VYM Vanguard High Dividend Yield ETF | -4.67% | -5.89% | -6.74% | 7.34% | 13.70% | 9.06% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -5.45% | -5.20% | -7.05% | 4.06% | 11.00% | N/A |
Monthly Returns
The table below presents the monthly returns of FIRE Backtest, 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 | 2.83% | 10.14% | -3.55% | -4.84% | 3.95% | ||||||||
| 2024 | 1.77% | 2.40% | 2.84% | -3.21% | 2.49% | 1.83% | 2.14% | 2.61% | 1.93% | -1.00% | 4.79% | -3.70% | 15.53% |
| 2023 | 3.03% | -2.36% | 1.85% | 1.53% | -1.85% | 4.16% | 2.27% | -1.39% | -3.96% | -1.49% | 5.95% | 3.31% | 11.07% |
| 2022 | -3.70% | -2.05% | 2.70% | -4.98% | 0.30% | -6.32% | 5.16% | -2.71% | -7.16% | 7.33% | 4.76% | -3.06% | -10.45% |
| 2021 | -0.69% | 1.67% | 4.19% | 3.31% | 1.01% | 1.65% | 1.19% | 1.68% | -3.92% | 4.79% | -1.46% | 4.36% | 18.87% |
| 2020 | 0.25% | -6.91% | -10.06% | 8.83% | 3.22% | 0.96% | 4.07% | 3.87% | -2.18% | -1.42% | 8.75% | 2.88% | 11.02% |
| 2019 | 0.27% | 0.27% |
Expense Ratio
FIRE Backtest has an expense ratio of 0.50%, 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 88, FIRE Backtest is among the top 12% 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 | |
|---|---|---|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.58 | 0.92 | 1.13 | 0.66 | 2.77 |
NUSI Nationwide Risk-Managed Income ETF | 1.23 | 10.28 | 2.47 | 7.57 | 30.70 |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 0.85 | 1.26 | 1.15 | 0.49 | 2.98 |
BST BlackRock Science and Technology Trust | 0.16 | 0.38 | 1.05 | 0.12 | 0.52 |
XYLD Global X S&P 500 Covered Call ETF | 0.49 | 0.82 | 1.15 | 0.48 | 2.43 |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.27 | 0.53 | 1.09 | 0.27 | 1.21 |
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | 0.10 | 0.22 | 1.03 | 0.09 | 0.32 |
SCHD Schwab US Dividend Equity ETF | 0.21 | 0.40 | 1.05 | 0.21 | 0.81 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 0.68 | 1.00 | 1.14 | 0.64 | 2.36 |
VYM Vanguard High Dividend Yield ETF | 0.47 | 0.76 | 1.11 | 0.51 | 2.33 |
JEPIX JPMorgan Equity Premium Income Fund Class I | 0.29 | 0.51 | 1.08 | 0.30 | 1.49 |
Dividends
Dividend yield
FIRE Backtest provided a 6.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.74% | 6.27% | 6.55% | 8.10% | 6.33% | 7.13% | 5.83% | 2.59% | 1.82% | 1.22% | 1.15% | 0.85% |
| Portfolio components: | ||||||||||||
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.99% | 4.70% | 4.67% | 4.76% | 4.79% | 4.92% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% |
NUSI Nationwide Risk-Managed Income ETF | 6.40% | 7.52% | 7.18% | 9.05% | 7.77% | 7.48% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.79% | 2.54% | 2.97% | 2.11% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
BST BlackRock Science and Technology Trust | 9.53% | 8.21% | 8.91% | 10.57% | 8.53% | 3.85% | 5.46% | 6.41% | 4.80% | 6.69% | 6.93% | 0.57% |
XYLD Global X S&P 500 Covered Call ETF | 13.11% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% | 4.15% |
QYLD Global X NASDAQ 100 Covered Call ETF | 14.15% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | 9.41% | 9.08% | 5.91% | 4.00% | 3.45% | 3.40% | 4.09% | 3.46% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.64% | 4.31% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 8.03% | 7.20% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 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 Backtest. 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 Backtest was 27.72%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current FIRE Backtest drawdown is 9.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -18.03% | Jan 5, 2022 | 186 | Sep 30, 2022 | 328 | Jan 19, 2024 | 514 |
| -13.72% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -6.24% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -4.64% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current FIRE Backtest volatility is 10.13%, 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
| BST | SWAN | NUSI | QYLD | SPYD | XYLD | JEPIX | KNG | SCHD | DIVO | VYM | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BST | 1.00 | 0.59 | 0.74 | 0.76 | 0.39 | 0.66 | 0.55 | 0.46 | 0.46 | 0.54 | 0.49 |
| SWAN | 0.59 | 1.00 | 0.66 | 0.61 | 0.45 | 0.58 | 0.60 | 0.56 | 0.53 | 0.59 | 0.55 |
| NUSI | 0.74 | 0.66 | 1.00 | 0.79 | 0.36 | 0.68 | 0.56 | 0.47 | 0.47 | 0.55 | 0.50 |
| QYLD | 0.76 | 0.61 | 0.79 | 1.00 | 0.44 | 0.80 | 0.64 | 0.53 | 0.54 | 0.62 | 0.56 |
| SPYD | 0.39 | 0.45 | 0.36 | 0.44 | 1.00 | 0.58 | 0.66 | 0.88 | 0.91 | 0.77 | 0.91 |
| XYLD | 0.66 | 0.58 | 0.68 | 0.80 | 0.58 | 1.00 | 0.69 | 0.65 | 0.66 | 0.71 | 0.69 |
| JEPIX | 0.55 | 0.60 | 0.56 | 0.64 | 0.66 | 0.69 | 1.00 | 0.81 | 0.77 | 0.81 | 0.80 |
| KNG | 0.46 | 0.56 | 0.47 | 0.53 | 0.88 | 0.65 | 0.81 | 1.00 | 0.93 | 0.86 | 0.92 |
| SCHD | 0.46 | 0.53 | 0.47 | 0.54 | 0.91 | 0.66 | 0.77 | 0.93 | 1.00 | 0.86 | 0.96 |
| DIVO | 0.54 | 0.59 | 0.55 | 0.62 | 0.77 | 0.71 | 0.81 | 0.86 | 0.86 | 1.00 | 0.89 |
| VYM | 0.49 | 0.55 | 0.50 | 0.56 | 0.91 | 0.69 | 0.80 | 0.92 | 0.96 | 0.89 | 1.00 |