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FIRE 2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIRE 2, 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.


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The earliest data available for this chart is Dec 2, 2025, corresponding to the inception date of GOLD

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
FIRE 2
0.54%-0.82%18.34%
MSFT
Microsoft Corporation
1.11%-7.54%-22.60%-27.29%-1.52%10.00%9.94%22.58%
XOM
Exxon Mobil Corporation
-0.06%5.84%34.42%46.62%40.06%15.29%27.66%11.56%
KO
The Coca-Cola Company
0.84%-2.64%10.50%17.69%10.67%10.37%11.14%8.39%
COST
Costco Wholesale Corporation
1.85%0.71%17.86%11.02%5.74%28.60%24.74%22.54%
PFE
Pfizer Inc.
-0.81%6.55%15.64%8.20%22.98%-6.37%0.03%4.18%
MO
Altria Group, Inc.
0.43%-2.94%15.96%3.55%23.23%22.72%13.73%7.41%
T
AT&T Inc.
0.07%-1.19%15.38%7.25%5.08%19.93%10.68%5.53%
NGG
National Grid plc
1.32%-3.03%13.76%23.04%39.62%17.21%15.12%8.13%
GOLD
Gold.com, Inc
-1.29%-26.80%21.62%
GS
The Goldman Sachs Group, Inc.
0.33%0.05%-1.30%11.87%56.44%41.69%24.33%20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 3, 2025, FIRE 2's average daily return is +0.22%, while the average monthly return is +3.78%. At this rate, your investment would double in approximately 1.6 years.

Historically, 80% of months were positive and 20% were negative. The best month was Jan 2026 with a return of +13.1%, while the worst month was Mar 2026 at -1.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FIRE 2 closed higher 60% of trading days. The best single day was Jan 27, 2026 with a return of +2.9%, while the worst single day was Feb 12, 2026 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.11%6.07%-1.81%0.45%18.34%
20251.07%1.07%

Benchmark Metrics

FIRE 2 has an annualized alpha of 82.22%, beta of 0.47, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.

  • This portfolio captured 727.74% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -90.18%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.47 may look defensive, but with R² of 0.24 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.24 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
82.22%
Beta
0.47
0.24
Upside Capture
727.74%
Downside Capture
-90.18%

Expense Ratio

FIRE 2 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
35-0.060.111.01-0.05-0.12
XOM
Exxon Mobil Corporation
801.582.061.282.516.57
KO
The Coca-Cola Company
580.641.061.121.002.03
COST
Costco Wholesale Corporation
450.290.561.070.360.72
PFE
Pfizer Inc.
680.871.381.171.894.26
MO
Altria Group, Inc.
681.121.531.221.203.11
T
AT&T Inc.
430.230.461.060.190.42
NGG
National Grid plc
851.762.251.333.1010.09
GOLD
Gold.com, Inc
GS
The Goldman Sachs Group, Inc.
851.772.301.333.129.83

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for FIRE 2. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

FIRE 2 provided a 2.99% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.99%3.53%5.03%4.64%8.10%4.88%3.93%3.06%3.31%3.80%2.54%2.91%
MSFT
Microsoft Corporation
0.93%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
XOM
Exxon Mobil Corporation
2.51%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%
KO
The Coca-Cola Company
2.69%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
COST
Costco Wholesale Corporation
0.51%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
PFE
Pfizer Inc.
6.07%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%
MO
Altria Group, Inc.
6.39%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
T
AT&T Inc.
3.92%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
NGG
National Grid plc
3.55%4.03%11.81%5.20%5.18%4.75%5.32%4.94%6.51%14.95%5.07%4.73%
GOLD
Gold.com, Inc
0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
The Goldman Sachs Group, Inc.
1.80%1.59%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FIRE 2. 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 2 was 5.54%, occurring on Mar 20, 2026. The portfolio has not yet recovered.

The current FIRE 2 drawdown is 2.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.54%Feb 12, 202626Mar 20, 2026
-1.34%Dec 4, 20259Dec 16, 20256Dec 24, 202515
-0.96%Feb 5, 20261Feb 5, 20261Feb 6, 20262
-0.7%Jan 7, 20261Jan 7, 20261Jan 8, 20262
-0.62%Jan 29, 20261Jan 29, 20263Feb 3, 20264

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

BenchmarkPFECOSTPBRTGOLDMSFTXOMMOKONGGGSPortfolio
Benchmark1.000.26-0.010.07-0.300.460.43-0.15-0.16-0.070.210.740.43
PFE0.261.00-0.020.00-0.090.08-0.090.08-0.040.090.280.220.24
COST-0.01-0.021.00-0.070.140.08-0.130.080.270.280.27-0.110.30
PBR0.070.00-0.071.00-0.14-0.020.010.500.170.170.16-0.090.44
T-0.30-0.090.14-0.141.00-0.11-0.340.240.120.11-0.03-0.280.04
GOLD0.460.080.08-0.02-0.111.000.200.02-0.16-0.050.240.370.65
MSFT0.43-0.09-0.130.01-0.340.201.00-0.27-0.15-0.290.100.270.15
XOM-0.150.080.080.500.240.02-0.271.000.210.200.14-0.150.44
MO-0.16-0.040.270.170.12-0.16-0.150.211.000.460.26-0.300.23
KO-0.070.090.280.170.11-0.05-0.290.200.461.000.31-0.280.24
NGG0.210.280.270.16-0.030.240.100.140.260.311.000.070.52
GS0.740.22-0.11-0.09-0.280.370.27-0.15-0.30-0.280.071.000.28
Portfolio0.430.240.300.440.040.650.150.440.230.240.520.281.00
The correlation results are calculated based on daily price changes starting from Dec 3, 2025