2026 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	12.50%
FRDM Freedom 100 Emerging Markets ETF	Emerging Markets Diversified	12.50%
NVDA NVIDIA Corporation	Technology	12.50%
DD DuPont de Nemours, Inc.	Basic Materials	12.50%
ASML ASML Holding N.V.	Technology	12.50%
FSLR First Solar, Inc.	Technology	12.50%
IVZ Invesco Ltd.	Financial Services	12.50%
CFG Citizens Financial Group, Inc.	Financial Services	12.50%

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, 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

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	0.46%	7.33%	27.58%	29.77%	87.97%	41.38%	28.02%	—
Portfolio components:
ASML ASML Holding N.V.	-1.89%	24.09%	74.80%	73.02%	146.81%	37.59%	22.97%	36.00%
CFG Citizens Financial Group, Inc.	1.71%	11.16%	17.47%	17.51%	73.17%	39.70%	11.72%	16.52%
DD DuPont de Nemours, Inc.	3.03%	-1.41%	21.91%	19.73%	77.05%	20.30%	9.17%	—
FRDM Freedom 100 Emerging Markets ETF	0.49%	9.04%	40.13%	46.37%	87.32%	34.29%	18.68%	—
FSLR First Solar, Inc.	-1.42%	14.54%	2.33%	4.91%	52.57%	10.90%	27.42%	18.76%
IVZ Invesco Ltd.	2.23%	6.64%	11.84%	11.89%	106.01%	26.94%	4.41%	5.38%
NVDA NVIDIA Corporation	0.16%	-8.83%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.68%	5.09%	40.22%	45.91%	103.01%	60.80%	31.30%	35.80%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 3, 2019, 2026's average daily return is +0.14%, while the average monthly return is +2.78%. At this rate, an investment would double in approximately 2.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2022 with a return of +21.4%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -14.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.08%	1.96%	-6.64%	9.44%	12.61%	0.62%							27.58%
2025	2.75%	-4.66%	-7.90%	-3.01%	12.32%	10.05%	7.11%	4.74%	10.19%	7.54%	1.55%	3.57%	51.25%
2024	-0.56%	9.56%	8.91%	-4.51%	17.38%	1.62%	2.19%	1.30%	1.12%	-3.64%	2.93%	-3.50%	35.44%
2023	16.25%	-1.12%	5.18%	-3.51%	5.33%	5.00%	6.82%	-5.16%	-8.28%	-5.26%	11.43%	11.76%	41.44%
2022	-4.42%	-2.87%	1.25%	-15.71%	3.05%	-14.52%	15.93%	-2.44%	-10.18%	9.30%	21.36%	-8.32%	-13.78%
2021	6.82%	2.33%	4.30%	2.19%	4.93%	2.99%	-2.53%	5.68%	-4.35%	8.72%	1.35%	-1.55%	34.59%

Benchmark Metrics

2026 has an annualized alpha of 14.41%, beta of 1.29, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.

This portfolio captured 187.75% of S&P 500 Index gains and 113.55% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 14.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 14.41%

Beta: 1.29

R²: 0.75

Upside Capture: 187.75%

Downside Capture: 113.55%

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

Expense Ratio

2026 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FRDM

Freedom 100 Emerging Markets ETF

Return for Risk

Risk / Return Rank

2026 ranks 93 for risk / return — in the top 93% 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 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	3.46	1.86	+1.60
Sortino ratioReturn per unit of downside risk	4.05	2.53	+1.52
Omega ratioGain probability vs. loss probability	1.54	1.34	+0.21
Calmar ratioReturn relative to maximum drawdown	5.77	2.53	+3.24
Martin ratioReturn relative to average drawdown	21.98	11.37	+10.61

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
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
CFG Citizens Financial Group, Inc.	91	2.67	3.32	1.44	3.82	11.76
DD DuPont de Nemours, Inc.	91	2.36	3.24	1.38	4.24	13.16
FRDM Freedom 100 Emerging Markets ETF	91	3.15	3.68	1.54	5.02	19.36
FSLR First Solar, Inc.	72	1.02	1.63	1.22	1.70	3.57
IVZ Invesco Ltd.	93	2.87	3.54	1.47	4.57	12.34
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.71	3.30	1.40	5.48	19.42

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 Sharpe ratio is 3.46 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 1.53 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 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 provided a 13.73% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	13.73%	16.51%	1.90%	2.30%	2.09%	1.50%	1.72%	2.17%	1.93%	0.99%	1.12%	1.15%
Portfolio components:
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
CFG Citizens Financial Group, Inc.	2.66%	2.94%	3.84%	5.07%	4.11%	3.30%	4.36%	3.35%	3.30%	1.52%	1.29%	1.53%
DD DuPont de Nemours, Inc.	101.24%	121.72%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%
FRDM Freedom 100 Emerging Markets ETF	1.56%	2.26%	2.53%	2.66%	2.72%	2.17%	1.11%	1.07%	0.00%	0.00%	0.00%	0.00%
FSLR First Solar, 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%
IVZ Invesco Ltd.	2.92%	3.18%	4.66%	6.15%	4.07%	2.89%	4.45%	6.84%	7.11%	3.15%	3.66%	3.17%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.83%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%

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. 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 was 40.36%, occurring on Mar 18, 2020. Recovery took 81 trading sessions.

The current 2026 drawdown is 2.14%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-40.36%Mar 2020	27d	3mo 28d	4mo 25dFeb 2020 - Jul 2020
Bear market2022	-36.67%Jul 2022	7mo 16d	10mo 24d	1y 6moNov 2021 - May 2023
2025 selloff2025	-27.76%Apr 2025	5mo 25d	2mo 23d	8mo 18dOct 2024 - Jun 2025
2023 correction2023	-18.70%Oct 2023	2mo 28d	1mo 18d	4mo 16dJul 2023 - Dec 2023
2026 correction2026	-14.90%Mar 2026	1mo 3d	1mo 6d	2mo 9dFeb 2026 - May 2026

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 8 assets, with an effective number of assets of 8.00, 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	All Time
Diversification Ratio	1.49	1.46	1.41	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026 correlation to the S&P 500 Index

2026 has a 0.80 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. ASML has the highest benchmark correlation at 0.69, while FSLR has the lowest at 0.42.

FSLR

0.42

CFG

0.57

0.61

0.62

0.64

0.67

0.69

0.69

Portfolio Correlations

Correlation vs. 2026. ASML has the highest portfolio correlation at 0.78, while FSLR has the lowest at 0.62.

FSLR

0.62

CFG

0.62

0.67

0.72

0.72

0.76

0.77

0.78

Asset Correlations Table

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

	FSLR	CFG	DD	NVDA	IVZ	TSM	ASML	FRDM
FSLR	1.00	0.27	0.34	0.33	0.35	0.36	0.40	0.40
CFG	0.27	1.00	0.58	0.26	0.69	0.34	0.33	0.44
DD	0.34	0.58	1.00	0.33	0.60	0.38	0.46	0.53
NVDA	0.33	0.26	0.33	1.00	0.36	0.66	0.65	0.53
IVZ	0.35	0.69	0.60	0.36	1.00	0.40	0.44	0.52
TSM	0.36	0.34	0.38	0.66	0.40	1.00	0.69	0.69
ASML	0.40	0.33	0.46	0.65	0.44	0.69	1.00	0.64
FRDM	0.40	0.44	0.53	0.53	0.52	0.69	0.64	1.00

The correlation results are calculated based on daily price changes starting from Jun 3, 2019

Diversification Analysis

Find what 2026 is missing

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

Analyze Diversification