Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc | Consumer Cyclical | 16.67% |
CAT Caterpillar Inc. | Industrials | 16.67% |
DE Deere & Company | Industrials | 16.67% |
HD The Home Depot, Inc. | Consumer Cyclical | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026 Stock to Bet On, 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 May 15, 1997, corresponding to the inception date of AMZN
Returns By Period
As of Apr 4, 2026, the 2026 Stock to Bet On returned 0.90% Year-To-Date and 24.83% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2026 Stock to Bet On | -0.42% | -2.63% | 0.90% | 2.48% | 37.46% | 21.71% | 14.86% | 24.83% |
| Portfolio components: | ||||||||
AMZN Amazon.com, Inc | -0.38% | -1.61% | -9.12% | -4.44% | 22.67% | 27.00% | 5.83% | 21.61% |
HD The Home Depot, Inc. | -2.41% | -9.54% | -5.91% | -17.51% | -6.82% | 5.23% | 3.38% | 11.72% |
AAPL Apple Inc | 0.11% | -0.60% | -5.78% | -0.62% | 36.45% | 16.04% | 16.39% | 26.10% |
MSFT Microsoft Corporation | 1.11% | -8.68% | -22.60% | -27.51% | 4.58% | 10.00% | 9.94% | 22.58% |
CAT Caterpillar Inc. | -1.79% | 5.33% | 25.49% | 44.82% | 152.39% | 48.52% | 27.57% | 28.19% |
DE Deere & Company | 0.88% | -2.10% | 24.02% | 25.17% | 35.68% | 13.09% | 10.56% | 24.46% |
Monthly Returns
Based on dividend-adjusted daily data since May 16, 1997, 2026 Stock to Bet On's average daily return is +0.10%, while the average monthly return is +2.07%. At this rate, your investment would double in approximately 2.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Jun 1998 with a return of +28.2%, while the worst month was Oct 2008 at -18.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2026 Stock to Bet On closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.23% | 3.22% | -6.80% | 0.62% | 0.90% | ||||||||
| 2025 | 3.71% | -3.82% | -6.11% | -1.81% | 7.78% | 5.14% | 5.29% | 0.25% | 3.19% | 5.59% | -1.84% | -1.30% | 16.12% |
| 2024 | 1.00% | 4.80% | 3.72% | -6.18% | 3.15% | 5.07% | 1.15% | 1.06% | 6.38% | -2.99% | 8.97% | -3.04% | 24.42% |
| 2023 | 7.38% | -3.40% | 5.73% | 0.17% | 1.35% | 10.72% | 4.03% | -0.28% | -6.54% | -2.31% | 9.22% | 6.61% | 35.94% |
| 2022 | -3.86% | -5.28% | 7.88% | -9.55% | -1.96% | -11.33% | 15.17% | -3.28% | -9.59% | 10.00% | 5.76% | -5.00% | -14.01% |
| 2021 | 2.09% | 4.16% | 6.29% | 5.14% | -2.04% | 2.46% | 1.55% | 3.46% | -6.33% | 8.09% | 2.99% | 2.51% | 33.97% |
Benchmark Metrics
2026 Stock to Bet On has an annualized alpha of 16.57%, beta of 1.12, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since May 16, 1997.
- This portfolio captured 180.27% of S&P 500 Index gains but only 98.22% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 16.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.12 and R² of 0.71, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 16.57%
- Beta
- 1.12
- R²
- 0.71
- Upside Capture
- 180.27%
- Downside Capture
- 98.22%
Expense Ratio
2026 Stock to Bet On 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
Risk / Return Rank
2026 Stock to Bet On ranks 40 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.88 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.37 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.39 | +0.34 |
Martin ratioReturn relative to average drawdown | 7.23 | 6.43 | +0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | |
|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 46 | 0.20 | 0.55 | 1.07 | 0.42 | 1.00 |
HD The Home Depot, Inc. | 21 | -0.48 | -0.56 | 0.94 | -0.42 | -0.94 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
MSFT Microsoft Corporation | 34 | -0.06 | 0.11 | 1.01 | -0.05 | -0.12 |
CAT Caterpillar Inc. | 96 | 3.39 | 4.01 | 1.54 | 6.61 | 23.24 |
DE Deere & Company | 64 | 0.80 | 1.42 | 1.17 | 1.30 | 2.65 |
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Dividends
Dividend yield
2026 Stock to Bet On provided a 1.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.03% | 1.03% | 1.06% | 1.11% | 1.19% | 0.99% | 1.20% | 1.51% | 1.72% | 1.45% | 2.00% | 2.25% |
| Portfolio components: | ||||||||||||
AMZN Amazon.com, 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% |
HD The Home Depot, Inc. | 2.87% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
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% |
CAT Caterpillar Inc. | 0.83% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
DE Deere & Company | 1.13% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
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 2026 Stock to Bet On. 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 2026 Stock to Bet On was 53.79%, occurring on Nov 20, 2008. Recovery took 245 trading sessions.
The current 2026 Stock to Bet On drawdown is 7.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.79% | Dec 27, 2007 | 229 | Nov 20, 2008 | 245 | Nov 11, 2009 | 474 |
| -49.76% | Jan 4, 2000 | 200 | Oct 17, 2000 | 731 | Sep 18, 2003 | 931 |
| -28.51% | Feb 13, 2020 | 26 | Mar 20, 2020 | 51 | Jun 3, 2020 | 77 |
| -25.07% | Jul 21, 1998 | 57 | Oct 8, 1998 | 29 | Nov 18, 1998 | 86 |
| -24.36% | Jan 5, 2022 | 122 | Jun 30, 2022 | 238 | Jun 12, 2023 | 360 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | AMZN | DE | HD | AAPL | MSFT | CAT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.54 | 0.53 | 0.61 | 0.57 | 0.68 | 0.61 | 0.81 |
| AMZN | 0.54 | 1.00 | 0.25 | 0.36 | 0.40 | 0.47 | 0.31 | 0.70 |
| DE | 0.53 | 0.25 | 1.00 | 0.37 | 0.31 | 0.30 | 0.65 | 0.63 |
| HD | 0.61 | 0.36 | 0.37 | 1.00 | 0.33 | 0.39 | 0.41 | 0.61 |
| AAPL | 0.57 | 0.40 | 0.31 | 0.33 | 1.00 | 0.48 | 0.33 | 0.67 |
| MSFT | 0.68 | 0.47 | 0.30 | 0.39 | 0.48 | 1.00 | 0.36 | 0.67 |
| CAT | 0.61 | 0.31 | 0.65 | 0.41 | 0.33 | 0.36 | 1.00 | 0.68 |
| Portfolio | 0.81 | 0.70 | 0.63 | 0.61 | 0.67 | 0.67 | 0.68 | 1.00 |