Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
COST Costco Wholesale Corporation | Consumer Defensive | 9.09% |
GOLD Gold.com, Inc | Financial Services | 9.09% |
GS The Goldman Sachs Group, Inc. | Financial Services | 9.09% |
KO The Coca-Cola Company | Consumer Defensive | 9.09% |
MO Altria Group, Inc. | Consumer Defensive | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
NGG National Grid plc | Utilities | 9.09% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 9.09% |
PFE Pfizer Inc. | Healthcare | 9.09% |
T AT&T Inc. | Communication Services | 9.09% |
XOM Exxon Mobil Corporation | Energy | 9.09% |
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.
Loading graphics...
The earliest data available for this chart is Dec 2, 2025, corresponding to the inception date of GOLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% | — | — | — | — | — |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 13.11% | 6.07% | -1.81% | 0.45% | 18.34% | ||||||||
| 2025 | 1.07% | 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
- R²
- 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.
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 35 | -0.06 | 0.11 | 1.01 | -0.05 | -0.12 |
XOM Exxon Mobil Corporation | 80 | 1.58 | 2.06 | 1.28 | 2.51 | 6.57 |
KO The Coca-Cola Company | 58 | 0.64 | 1.06 | 1.12 | 1.00 | 2.03 |
COST Costco Wholesale Corporation | 45 | 0.29 | 0.56 | 1.07 | 0.36 | 0.72 |
PFE Pfizer Inc. | 68 | 0.87 | 1.38 | 1.17 | 1.89 | 4.26 |
MO Altria Group, Inc. | 68 | 1.12 | 1.53 | 1.22 | 1.20 | 3.11 |
T AT&T Inc. | 43 | 0.23 | 0.46 | 1.06 | 0.19 | 0.42 |
NGG National Grid plc | 85 | 1.76 | 2.25 | 1.33 | 3.10 | 10.09 |
GOLD Gold.com, Inc | — | — | — | — | — | — |
GS The Goldman Sachs Group, Inc. | 85 | 1.77 | 2.30 | 1.33 | 3.12 | 9.83 |
Loading graphics...
Dividends
Dividend yield
FIRE 2 provided a 2.99% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.99% | 3.53% | 5.03% | 4.64% | 8.10% | 4.88% | 3.93% | 3.06% | 3.31% | 3.80% | 2.54% | 2.91% |
| Portfolio components: | ||||||||||||
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.
Loading graphics...
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, 2026 | 26 | Mar 20, 2026 | — | — | — |
| -1.34% | Dec 4, 2025 | 9 | Dec 16, 2025 | 6 | Dec 24, 2025 | 15 |
| -0.96% | Feb 5, 2026 | 1 | Feb 5, 2026 | 1 | Feb 6, 2026 | 2 |
| -0.7% | Jan 7, 2026 | 1 | Jan 7, 2026 | 1 | Jan 8, 2026 | 2 |
| -0.62% | Jan 29, 2026 | 1 | Jan 29, 2026 | 3 | Feb 3, 2026 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
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
| Benchmark | PFE | COST | PBR | T | GOLD | MSFT | XOM | MO | KO | NGG | GS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.26 | -0.01 | 0.07 | -0.30 | 0.46 | 0.43 | -0.15 | -0.16 | -0.07 | 0.21 | 0.74 | 0.43 |
| PFE | 0.26 | 1.00 | -0.02 | 0.00 | -0.09 | 0.08 | -0.09 | 0.08 | -0.04 | 0.09 | 0.28 | 0.22 | 0.24 |
| COST | -0.01 | -0.02 | 1.00 | -0.07 | 0.14 | 0.08 | -0.13 | 0.08 | 0.27 | 0.28 | 0.27 | -0.11 | 0.30 |
| PBR | 0.07 | 0.00 | -0.07 | 1.00 | -0.14 | -0.02 | 0.01 | 0.50 | 0.17 | 0.17 | 0.16 | -0.09 | 0.44 |
| T | -0.30 | -0.09 | 0.14 | -0.14 | 1.00 | -0.11 | -0.34 | 0.24 | 0.12 | 0.11 | -0.03 | -0.28 | 0.04 |
| GOLD | 0.46 | 0.08 | 0.08 | -0.02 | -0.11 | 1.00 | 0.20 | 0.02 | -0.16 | -0.05 | 0.24 | 0.37 | 0.65 |
| MSFT | 0.43 | -0.09 | -0.13 | 0.01 | -0.34 | 0.20 | 1.00 | -0.27 | -0.15 | -0.29 | 0.10 | 0.27 | 0.15 |
| XOM | -0.15 | 0.08 | 0.08 | 0.50 | 0.24 | 0.02 | -0.27 | 1.00 | 0.21 | 0.20 | 0.14 | -0.15 | 0.44 |
| MO | -0.16 | -0.04 | 0.27 | 0.17 | 0.12 | -0.16 | -0.15 | 0.21 | 1.00 | 0.46 | 0.26 | -0.30 | 0.23 |
| KO | -0.07 | 0.09 | 0.28 | 0.17 | 0.11 | -0.05 | -0.29 | 0.20 | 0.46 | 1.00 | 0.31 | -0.28 | 0.24 |
| NGG | 0.21 | 0.28 | 0.27 | 0.16 | -0.03 | 0.24 | 0.10 | 0.14 | 0.26 | 0.31 | 1.00 | 0.07 | 0.52 |
| GS | 0.74 | 0.22 | -0.11 | -0.09 | -0.28 | 0.37 | 0.27 | -0.15 | -0.30 | -0.28 | 0.07 | 1.00 | 0.28 |
| Portfolio | 0.43 | 0.24 | 0.30 | 0.44 | 0.04 | 0.65 | 0.15 | 0.44 | 0.23 | 0.24 | 0.52 | 0.28 | 1.00 |