2026 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	6.67%
GOOGL Alphabet Inc. Class A	Communication Services	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
META Meta Platforms, Inc.	Communication Services	6.67%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	6.67%
AAPL Apple Inc	Technology	6.67%
MSFT Microsoft Corporation	Technology	6.67%
AMZN Amazon.com, Inc	Consumer Cyclical	6.67%
CASY Casey's General Stores, Inc.	Consumer Defensive	6.67%
LLY Eli Lilly and Company	Healthcare	6.67%
HWM Howmet Aerospace Inc.	Industrials	6.67%
GS The Goldman Sachs Group, Inc.	Financial Services	6.67%
URI United Rentals, Inc.	Industrials	6.67%
CSCO Cisco Systems, Inc.	Technology	6.67%
MS Morgan Stanley	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026 Portfolio, 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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Returns By Period

As of Jun 13, 2026, the 2026 Portfolio returned 18.70% Year-To-Date and 34.03% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2026 Portfolio	-0.25%	0.16%	18.70%	20.11%	53.15%	46.65%	32.87%	34.03%
Portfolio components:
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
AMZN Amazon.com, Inc	-1.23%	-9.69%	3.35%	5.46%	12.47%	23.49%	7.35%	20.83%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
CASY Casey's General Stores, Inc.	-2.31%	4.97%	62.22%	66.01%	77.53%	60.28%	34.73%	23.37%
CSCO Cisco Systems, Inc.	-0.60%	2.44%	58.91%	57.34%	93.30%	37.33%	20.60%	18.92%
GOOGL Alphabet Inc. Class A	0.53%	-9.30%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
GS The Goldman Sachs Group, Inc.	2.62%	12.54%	22.08%	20.84%	76.70%	49.31%	25.98%	24.48%
HWM Howmet Aerospace Inc.	0.03%	1.66%	29.23%	33.60%	54.95%	79.69%	50.00%	33.28%
LLY Eli Lilly and Company	-2.41%	12.75%	5.78%	10.64%	39.26%	37.45%	39.59%	33.45%
META Meta Platforms, Inc.	-0.26%	-7.69%	-14.03%	-11.84%	-16.71%	28.18%	11.52%	17.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, 2026 Portfolio's average daily return is +0.12%, while the average monthly return is +2.42%. At this rate, an investment would double in approximately 2.4 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2026 with a return of +16.5%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026 Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -12.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.89%	0.00%	-5.41%	16.51%	7.87%	-1.99%							18.70%
2025	5.22%	-3.18%	-8.28%	1.90%	10.42%	10.81%	4.51%	1.17%	6.93%	4.04%	3.15%	-0.35%	40.88%
2024	4.64%	10.49%	4.46%	-2.29%	8.32%	6.94%	1.90%	1.69%	2.83%	1.99%	5.75%	1.29%	59.12%
2023	12.48%	0.56%	7.06%	2.20%	7.94%	7.94%	4.32%	0.52%	-4.56%	-1.96%	9.90%	7.21%	66.71%
2022	-6.33%	-3.34%	4.22%	-10.94%	0.92%	-10.40%	12.86%	-4.60%	-10.47%	4.78%	11.05%	-6.00%	-19.89%
2021	2.39%	5.89%	3.42%	4.72%	2.97%	4.40%	2.21%	5.88%	-6.43%	6.80%	1.09%	4.10%	43.66%

Benchmark Metrics

2026 Portfolio has an annualized alpha of 14.01%, beta of 1.19, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio captured 167.75% of S&P 500 Index gains but only 90.06% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 14.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 14.01%

Beta: 1.19

R²: 0.89

Upside Capture: 167.75%

Downside Capture: 90.06%

See how alpha, beta & R² have trended over time →

Expense Ratio

2026 Portfolio 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

Risk / Return Rank

2026 Portfolio ranks 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026 Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.06	1.86	+1.20
Sortino ratioReturn per unit of downside risk	4.00	2.53	+1.47
Omega ratioGain probability vs. loss probability	1.52	1.34	+0.18
Calmar ratioReturn relative to maximum drawdown	4.68	2.53	+2.14
Martin ratioReturn relative to average drawdown	22.07	11.37	+10.70

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
AMZN Amazon.com, Inc	53	0.40	0.76	1.09	0.55	1.29
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
CASY Casey's General Stores, Inc.	94	2.51	4.18	1.51	4.83	19.15
CSCO Cisco Systems, Inc.	95	2.94	3.47	1.53	6.69	18.37
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
GS The Goldman Sachs Group, Inc.	91	2.59	3.19	1.41	3.80	12.61
HWM Howmet Aerospace Inc.	85	1.75	2.51	1.30	3.46	9.77
LLY Eli Lilly and Company	72	1.07	1.62	1.22	1.72	4.28
META Meta Platforms, Inc.	20	-0.51	-0.54	0.93	-0.54	-1.12

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2026 Portfolio Sharpe ratio is 3.06 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2026 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2026 Portfolio provided a 0.67% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.67%	0.75%	0.92%	1.12%	1.24%	0.88%	1.06%	1.32%	1.50%	1.19%	3.92%	1.30%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CASY Casey's General Stores, Inc.	0.25%	0.39%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	0.89%	0.77%	0.70%
CSCO Cisco Systems, Inc.	1.36%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GS The Goldman Sachs Group, Inc.	1.60%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
HWM Howmet Aerospace Inc.	0.18%	0.21%	0.24%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	40.49%	1.22%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 2026 Portfolio. 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 Portfolio was 33.47%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current 2026 Portfolio drawdown is 3.11%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.47%Mar 2020	1mo 2d	2mo 14d	3mo 16dFeb 2020 - Jun 2020
Bear market2022	-29.07%Oct 2022	9mo 12d	7mo 5d	1y 4moJan 2022 - May 2023
Rate-hike selloffLate 2018	-23.62%Dec 2018	2mo 21d	3mo 19d	6mo 10dOct 2018 - Apr 2019
2025 selloff2025	-23.06%Apr 2025	1mo 19d	1mo 27d	3mo 16dFeb 2025 - Jun 2025
2016 correction2016	-18.80%Feb 2016	2mo 6d	3mo 20d	5mo 26dDec 2015 - May 2016

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.96	1.63	1.53	1.48	1.52

The portfolio has a diversification ratio of 1.52, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026 Portfolio correlation to the S&P 500 Index

2026 Portfolio has a 0.91 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.91

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while CASY has the lowest at 0.40.

CASY

0.40

LLY

0.41

Portfolio Correlations

Correlation vs. 2026 Portfolio. AVGO has the highest portfolio correlation at 0.72, while LLY has the lowest at 0.38.

0.38

0.40

0.59

0.63

Asset Correlations Table

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

	LLY	CASY	HWM	META	URI	TSM	AAPL	CSCO	AMZN	GS	MS	NVDA	AVGO	GOOGL	MSFT
LLY	1.00	0.21	0.19	0.24	0.19	0.18	0.23	0.29	0.24	0.25	0.23	0.21	0.23	0.27	0.29
CASY	0.21	1.00	0.26	0.21	0.29	0.19	0.21	0.29	0.22	0.27	0.28	0.20	0.23	0.24	0.24
HWM	0.19	0.26	1.00	0.29	0.51	0.35	0.30	0.38	0.30	0.49	0.50	0.33	0.38	0.32	0.31
META	0.24	0.21	0.29	1.00	0.31	0.37	0.43	0.34	0.57	0.32	0.33	0.47	0.43	0.58	0.50
URI	0.19	0.29	0.51	0.31	1.00	0.40	0.34	0.40	0.33	0.54	0.55	0.37	0.42	0.35	0.34
TSM	0.18	0.19	0.35	0.37	0.40	1.00	0.43	0.40	0.42	0.41	0.41	0.57	0.57	0.45	0.46
AAPL	0.23	0.21	0.30	0.43	0.34	0.43	1.00	0.44	0.49	0.37	0.36	0.46	0.49	0.52	0.53
CSCO	0.29	0.29	0.38	0.34	0.40	0.40	0.44	1.00	0.41	0.45	0.45	0.43	0.47	0.43	0.50
AMZN	0.24	0.22	0.30	0.57	0.33	0.42	0.49	0.41	1.00	0.36	0.36	0.51	0.46	0.64	0.59
GS	0.25	0.27	0.49	0.32	0.54	0.41	0.37	0.45	0.36	1.00	0.84	0.38	0.41	0.40	0.39
MS	0.23	0.28	0.50	0.33	0.55	0.41	0.36	0.45	0.36	0.84	1.00	0.39	0.42	0.40	0.39
NVDA	0.21	0.20	0.33	0.47	0.37	0.57	0.46	0.43	0.51	0.38	0.39	1.00	0.59	0.49	0.55
AVGO	0.23	0.23	0.38	0.43	0.42	0.57	0.49	0.47	0.46	0.41	0.42	0.59	1.00	0.46	0.51
GOOGL	0.27	0.24	0.32	0.58	0.35	0.45	0.52	0.43	0.64	0.40	0.40	0.49	0.46	1.00	0.61
MSFT	0.29	0.24	0.31	0.50	0.34	0.46	0.53	0.50	0.59	0.39	0.39	0.55	0.51	0.61	1.00

The correlation results are calculated based on daily price changes starting from May 18, 2012

Diversification Analysis

Find what 2026 Portfolio is missing

See which holdings overlap, where 2026 Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification