Zacks 2026

Asset Allocation

Position	Category/Sector	Target Weight
ADBE Adobe Inc	Technology	10%
AMKR Amkor Technology, Inc.	Technology	10%
APG APi Group Corporation	Industrials	10%
C Citigroup Inc.	Financial Services	10%
CRS Carpenter Technology Corporation	Industrials	10%
FCFS FirstCash, Inc.	Financial Services	10%
LRN Stride, Inc.	Consumer Defensive	10%
MCK McKesson Corporation	Healthcare	10%
MPWR Monolithic Power Systems, Inc.	Technology	10%
VSEC VSE Corporation	Industrials	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Zacks 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 never rebalanced.

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The earliest data available for this chart is Apr 29, 2020, corresponding to the inception date of APG

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 Zacks 2026	-0.96%	-3.73%	16.04%	21.44%	56.66%	46.99%	29.77%	—
Portfolio components:
ADBE Adobe Inc	0.64%	-10.36%	-30.59%	-30.89%	-37.03%	-13.86%	-12.86%	9.90%
AMKR Amkor Technology, Inc.	0.45%	4.93%	18.51%	58.18%	153.64%	23.86%	15.27%	24.39%
APG APi Group Corporation	1.20%	-2.91%	9.85%	22.04%	73.53%	41.15%	23.89%	—
CRS Carpenter Technology Corporation	-3.17%	-2.39%	24.42%	58.76%	109.69%	107.80%	58.91%	30.03%
C Citigroup Inc.	-0.04%	4.05%	-0.72%	19.73%	64.78%	39.92%	13.43%	13.92%
FCFS FirstCash, Inc.	5.09%	2.23%	25.51%	34.54%	65.28%	29.28%	25.81%	17.53%
MCK McKesson Corporation	1.37%	-11.19%	7.89%	16.76%	28.01%	35.09%	36.27%	19.69%
MPWR Monolithic Power Systems, Inc.	-0.09%	4.31%	23.65%	20.65%	90.80%	32.41%	25.85%	34.35%
LRN Stride, Inc.	0.88%	3.45%	38.06%	-38.28%	-31.68%	31.85%	23.07%	24.59%
VSEC VSE Corporation	-3.53%	-14.55%	7.18%	11.83%	49.31%	60.85%	36.49%	19.30%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 30, 2020, Zacks 2026's average daily return is +0.14%, while the average monthly return is +2.72%. At this rate, your investment would double in approximately 2.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 2023 with a return of +17.6%, while the worst month was Sep 2022 at -11.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Zacks 2026 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Jun 11, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	11.26%	10.03%	-6.52%	1.39%									16.04%
2025	10.64%	4.00%	-5.94%	4.55%	11.52%	7.06%	-1.20%	5.35%	2.72%	3.36%	1.60%	-0.90%	50.32%
2024	-2.16%	6.12%	5.05%	0.98%	6.19%	6.36%	5.55%	1.04%	-2.62%	-1.42%	12.41%	-8.31%	31.25%
2023	17.56%	-1.11%	-3.48%	0.22%	1.86%	11.93%	1.79%	0.15%	-3.72%	2.11%	14.45%	5.77%	55.53%
2022	-7.65%	1.75%	1.40%	-7.05%	1.40%	-9.44%	13.00%	-2.32%	-11.33%	12.71%	9.46%	-6.93%	-8.60%
2021	-1.77%	12.23%	5.47%	-0.98%	5.34%	2.31%	4.08%	4.36%	-4.73%	3.34%	-1.71%	3.38%	34.83%

Benchmark Metrics

Zacks 2026 has an annualized alpha of 17.08%, beta of 1.21, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since April 30, 2020.

This portfolio captured 161.32% of S&P 500 Index gains but only 79.81% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 17.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 17.08%

Beta: 1.21

R²: 0.65

Upside Capture: 161.32%

Downside Capture: 79.81%

Expense Ratio

Zacks 2026 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

Zacks 2026 ranks 88 for risk / return — in the top 88% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.97	0.88	+1.09
Sortino ratio Return per unit of downside risk	2.73	1.37	+1.36
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.15
Calmar ratio Return relative to maximum drawdown	4.55	1.39	+3.16
Martin ratio Return relative to average drawdown	14.46	6.43	+8.03
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
ADBE Adobe Inc	5	-1.20	-1.69	0.79	-0.83	-1.69
AMKR Amkor Technology, Inc.	92	2.31	2.87	1.38	6.09	16.55
APG APi Group Corporation	93	2.46	3.30	1.43	5.54	19.08
CRS Carpenter Technology Corporation	91	2.15	2.89	1.39	5.98	13.90
C Citigroup Inc.	87	1.97	2.38	1.36	3.56	11.59
FCFS FirstCash, Inc.	92	2.30	3.02	1.41	5.23	19.20
MCK McKesson Corporation	73	0.97	1.65	1.22	2.33	6.05
MPWR Monolithic Power Systems, Inc.	85	1.63	2.30	1.31	4.09	10.41
LRN Stride, Inc.	24	-0.47	-0.10	0.97	-0.48	-0.81
VSEC VSE Corporation	73	1.05	1.68	1.21	1.91	6.93

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.

Zacks 2026 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.97
5-Year: 1.19
All Time: 1.40

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, 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 Zacks 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

Zacks 2026 provided a 0.50% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.50%	0.54%	0.95%	0.93%	1.13%	1.02%	1.03%	0.82%	0.97%	0.59%	0.62%	0.51%
Portfolio components:
ADBE Adobe 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%
AMKR Amkor Technology, Inc.	0.71%	0.84%	2.82%	0.91%	0.94%	0.69%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%
APG APi Group Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CRS Carpenter Technology Corporation	0.20%	0.25%	0.47%	1.13%	2.17%	2.74%	2.75%	1.61%	2.13%	1.41%	1.99%	2.38%
C Citigroup Inc.	2.05%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
FCFS FirstCash, Inc.	0.82%	1.00%	1.41%	1.25%	1.45%	1.56%	1.54%	1.27%	1.26%	1.14%	1.20%	0.00%
MCK McKesson Corporation	0.36%	0.37%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%
MPWR Monolithic Power Systems, Inc.	0.60%	0.69%	0.85%	0.63%	0.85%	0.49%	0.55%	0.90%	1.03%	0.71%	0.98%	1.26%
LRN Stride, 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%
VSEC VSE Corporation	0.22%	0.23%	0.42%	0.77%	0.85%	0.59%	0.94%	0.89%	1.00%	0.54%	0.51%	0.68%

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 Zacks 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 Zacks 2026 was 26.37%, occurring on Jun 16, 2022. Recovery took 153 trading sessions.

The current Zacks 2026 drawdown is 5.85%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.37%	Nov 15, 2021	148	Jun 16, 2022	153	Jan 26, 2023	301
-16.3%	Feb 20, 2025	34	Apr 8, 2025	16	May 1, 2025	50
-14.92%	Aug 6, 2020	35	Sep 24, 2020	43	Nov 24, 2020	78
-12.6%	Feb 3, 2023	30	Mar 17, 2023	56	Jun 7, 2023	86
-12.46%	Mar 3, 2026	20	Mar 30, 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 10 assets, with an effective number of assets of 10.00, 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

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

	Benchmark	MCK	LRN	FCFS	ADBE	VSEC	C	CRS	MPWR	APG	AMKR	Portfolio
Benchmark	1.00	0.28	0.30	0.40	0.63	0.49	0.59	0.52	0.68	0.61	0.64	0.78
MCK	0.28	1.00	0.10	0.19	0.09	0.16	0.18	0.21	0.04	0.19	0.08	0.29
LRN	0.30	0.10	1.00	0.18	0.24	0.20	0.21	0.21	0.25	0.24	0.23	0.44
FCFS	0.40	0.19	0.18	1.00	0.21	0.34	0.41	0.36	0.25	0.31	0.32	0.47
ADBE	0.63	0.09	0.24	0.21	1.00	0.22	0.22	0.18	0.50	0.33	0.40	0.46
VSEC	0.49	0.16	0.20	0.34	0.22	1.00	0.44	0.50	0.34	0.46	0.40	0.68
C	0.59	0.18	0.21	0.41	0.22	0.44	1.00	0.52	0.35	0.43	0.44	0.60
CRS	0.52	0.21	0.21	0.36	0.18	0.50	0.52	1.00	0.36	0.45	0.43	0.73
MPWR	0.68	0.04	0.25	0.25	0.50	0.34	0.35	0.36	1.00	0.48	0.69	0.70
APG	0.61	0.19	0.24	0.31	0.33	0.46	0.43	0.45	0.48	1.00	0.51	0.68
AMKR	0.64	0.08	0.23	0.32	0.40	0.40	0.44	0.43	0.69	0.51	1.00	0.73
Portfolio	0.78	0.29	0.44	0.47	0.46	0.68	0.60	0.73	0.70	0.68	0.73	1.00

The correlation results are calculated based on daily price changes starting from Apr 30, 2020

Zacks 2026

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table