Asset Allocation
Find the right asset allocation for 2026 Portfolio — Optimzed
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026 Portfolio — Optimzed, 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 Portfolio — Optimzed | 0.58% | 1.23% | 12.13% | 12.44% | 30.15% | 21.79% | 12.58% | — |
| Portfolio components: | ||||||||
AVDE Avantis International Equity ETF | 0.59% | 1.98% | 10.87% | 12.42% | 27.50% | 19.56% | 9.98% | — |
AVDV Avantis International Small Cap Value ETF | 0.89% | 0.12% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
AVEM Avantis Emerging Markets Equity ETF | 0.42% | 4.78% | 25.08% | 27.86% | 47.18% | 24.04% | 9.66% | — |
AVUV Avantis US Small Cap Value ETF | 0.96% | 6.47% | 22.73% | 19.51% | 42.12% | 19.24% | 11.57% | — |
VO Vanguard Mid-Cap ETF | 0.97% | 4.30% | 10.43% | 9.31% | 19.60% | 15.74% | 7.79% | 11.77% |
VOO Vanguard S&P 500 ETF | 0.55% | 0.37% | 9.08% | 9.44% | 25.76% | 20.95% | 13.43% | 15.50% |
VUG Vanguard Growth ETF | 0.18% | -2.47% | 4.99% | 5.66% | 22.83% | 23.38% | 13.78% | 17.90% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2019, 2026 Portfolio — Optimzed's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 Portfolio — Optimzed closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.19% | 1.69% | -5.70% | 9.96% | 4.49% | -1.38% | 12.13% | ||||||
| 2025 | 2.55% | -1.43% | -3.89% | 0.29% | 6.87% | 4.98% | 1.87% | 3.42% | 3.20% | 1.55% | 0.75% | 0.82% | 22.58% |
| 2024 | -0.08% | 4.43% | 3.48% | -3.73% | 5.17% | 1.55% | 2.72% | 1.28% | 2.04% | -1.83% | 5.46% | -2.86% | 18.54% |
| 2023 | 8.44% | -2.37% | 1.87% | 0.93% | -0.72% | 6.88% | 4.54% | -2.55% | -4.22% | -3.00% | 9.21% | 6.03% | 26.58% |
| 2022 | -5.24% | -2.18% | 2.27% | -8.40% | 0.67% | -9.40% | 8.85% | -4.00% | -9.97% | 7.29% | 7.50% | -5.15% | -18.48% |
| 2021 | 0.15% | 4.45% | 3.79% | 4.63% | 1.52% | 1.52% | 0.90% | 2.68% | -3.65% | 5.56% | -1.89% | 3.79% | 25.63% |
Benchmark Metrics
2026 Portfolio — Optimzed has an annualized alpha of 1.80%, beta of 0.98, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.
- This portfolio captured 104.24% of S&P 500 Index gains but only 98.13% of its losses - a favorable profile for investors.
- With beta of 0.98 and R2 of 0.96, 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
- 1.80%
- Beta
- 0.98
- R²
- 0.96
- Upside Capture
- 104.24%
- Downside Capture
- 98.13%
Expense Ratio
2026 Portfolio — Optimzed has an expense ratio of 0.13%, 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.
Return for Risk
Risk / Return Rank
2026 Portfolio — Optimzed ranks 65 for risk / return — better than 65% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 Portfolio — Optimzed 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 | 2.15 | 1.86 | +0.29 |
| Sortino ratioReturn per unit of downside risk | 2.93 | 2.53 | +0.40 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.53 | +0.57 |
| Martin ratioReturn relative to average drawdown | 13.37 | 11.37 | +2.00 |
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 |
|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 56 | 1.76 | 2.47 | 1.32 | 2.30 | 9.00 |
AVDV Avantis International Small Cap Value ETF | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
AVEM Avantis Emerging Markets Equity ETF | 75 | 2.15 | 2.78 | 1.40 | 3.46 | 13.15 |
AVUV Avantis US Small Cap Value ETF | 82 | 2.28 | 3.24 | 1.39 | 5.06 | 15.09 |
VO Vanguard Mid-Cap ETF | 47 | 1.43 | 2.05 | 1.25 | 2.23 | 8.44 |
VOO Vanguard S&P 500 ETF | 67 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
VUG Vanguard Growth ETF | 35 | 1.29 | 1.78 | 1.23 | 1.29 | 4.43 |
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Dividends
Dividend yield
2026 Portfolio — Optimzed provided a 1.74% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.52% | 1.81% | 1.77% | 1.83% | 1.42% | 1.33% | 1.01% | 1.02% | 0.87% | 1.00% | 1.01% |
| Portfolio components: | ||||||||||||
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVEM Avantis Emerging Markets Equity ETF | 2.59% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.36% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
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 — Optimzed. 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 — Optimzed was 36.15%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current 2026 Portfolio — Optimzed drawdown is 1.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.15%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -26.11%Sep 2022 | 10mo 25d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2025 selloff2025 | -17.86%Apr 2025 | 1mo 18d | 1mo 25d | 3mo 13dFeb 2025 - Jun 2025 |
2026 pullback2026 | -9.28%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2024 pullback2024 | -9.01%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
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 7 assets, with an effective number of assets of 5.34, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.13 | 1.12 | 1.10 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026 Portfolio — Optimzed correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while AVEM has the lowest at 0.69.
Asset Correlations Table
Find what 2026 Portfolio — Optimzed is missing
See which holdings overlap, where 2026 Portfolio — Optimzed is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification