2026 All

Asset Allocation

Position	Category/Sector	Target Weight
IVV iShares Core S&P 500 ETF	S&P 500	35.60%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	16.80%
FXNAX Fidelity U.S. Bond Index Fund	Total Bond Market	12%
VXUS Vanguard Total International Stock ETF	Global Equities	9.80%
AVUV Avantis US Small Cap Value ETF	Small Cap Value Equities	7.40%
VO Vanguard Mid-Cap ETF	Mid Cap Blend Equities	7.40%
AAPL Apple Inc	Technology	4.30%
AMZN Amazon.com, Inc	Consumer Cyclical	3.70%
FNBGX Fidelity Long-Term Treasury Bond Index Fund	Government Bonds	3%

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 All, 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 year.

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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 All	0.40%	1.27%	10.47%	10.61%	25.85%	18.67%	11.27%	—
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%
AVUV Avantis US Small Cap Value ETF	0.96%	5.11%	22.73%	19.51%	42.12%	19.24%	11.57%	—
FNBGX Fidelity Long-Term Treasury Bond Index Fund	1.10%	2.94%	0.13%	0.69%	4.58%	-0.54%	-5.63%	—
FXNAX Fidelity U.S. Bond Index Fund	0.58%	1.29%	0.50%	1.01%	4.96%	4.05%	-0.02%	1.48%
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
QQQM Invesco NASDAQ 100 ETF	0.67%	0.22%	17.59%	17.91%	37.64%	26.52%	16.94%	—
VO Vanguard Mid-Cap ETF	0.97%	2.97%	10.43%	9.31%	19.60%	15.74%	7.79%	11.77%
VXUS Vanguard Total International Stock ETF	0.40%	0.78%	13.69%	15.52%	30.12%	18.37%	8.32%	10.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2020, 2026 All's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Sep 2022 at -9.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026 All closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -4.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.92%	0.30%	-4.50%	9.50%	4.91%	-1.51%							10.47%
2025	2.25%	-1.16%	-4.64%	-0.41%	5.01%	4.50%	1.60%	2.50%	3.12%	2.40%	0.16%	0.03%	16.03%
2024	0.21%	3.78%	2.47%	-3.82%	4.70%	2.97%	1.81%	1.40%	2.17%	-1.60%	5.36%	-1.96%	18.47%
2023	8.11%	-2.33%	3.91%	0.99%	1.47%	6.03%	3.18%	-1.97%	-4.80%	-2.22%	9.08%	5.35%	28.98%
2022	-5.24%	-2.27%	2.29%	-9.06%	0.05%	-7.90%	9.11%	-3.93%	-9.17%	5.58%	5.36%	-5.68%	-20.72%
2021	-0.23%	1.83%	2.58%	4.57%	0.41%	2.59%	1.40%	2.74%	-3.96%	5.43%	-0.04%	2.96%	21.89%

Benchmark Metrics

2026 All has an annualized alpha of 0.55%, beta of 0.90, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

This portfolio participated in 91.77% of S&P 500 Index downside but only 90.24% of its upside - more exposed to losses than it benefited from rallies.
With beta of 0.90 and R2 of 0.97, 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: 0.55%

Beta: 0.90

R²: 0.97

Upside Capture: 90.24%

Downside Capture: 91.77%

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

Expense Ratio

2026 All has an expense ratio of 0.07%, 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.

AVUV

Avantis US Small Cap Value ETF

QQQM

Invesco NASDAQ 100 ETF

VXUS

Vanguard Total International Stock ETF

IVV

iShares Core S&P 500 ETF

Vanguard Mid-Cap ETF

FNBGX

Fidelity Long-Term Treasury Bond Index Fund

FXNAX

Fidelity U.S. Bond Index Fund

Return for Risk

Risk / Return Rank

2026 All ranks 67 for risk / return — better than 67% 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.

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 All 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	2.13	1.86	+0.27
Sortino ratioReturn per unit of downside risk	2.90	2.53	+0.37
Omega ratioGain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratioReturn relative to maximum drawdown	3.26	2.53	+0.73
Martin ratioReturn relative to average drawdown	14.25	11.37	+2.88

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
AVUV Avantis US Small Cap Value ETF	82	2.28	3.24	1.39	5.06	15.09
FNBGX Fidelity Long-Term Treasury Bond Index Fund	8	0.52	0.80	1.09	0.63	1.62
FXNAX Fidelity U.S. Bond Index Fund	26	1.27	1.93	1.23	1.69	4.97
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
QQQM Invesco NASDAQ 100 ETF	69	2.11	2.74	1.37	3.02	11.23
VO Vanguard Mid-Cap ETF	47	1.43	2.05	1.25	2.23	8.44
VXUS Vanguard Total International Stock ETF	59	1.77	2.44	1.33	2.53	9.72

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 All Sharpe ratio is 2.13 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2026 All 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 All provided a 1.52% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.52%	1.61%	1.66%	1.67%	1.60%	1.28%	1.49%	1.54%	1.73%	1.38%	1.52%	1.58%
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%
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%
FNBGX Fidelity Long-Term Treasury Bond Index Fund	3.99%	3.88%	3.75%	3.20%	2.26%	2.47%	3.96%	2.63%	2.93%	0.70%	0.00%	0.00%
FXNAX Fidelity U.S. Bond Index Fund	3.70%	3.58%	3.40%	3.15%	1.81%	1.74%	2.92%	2.68%	2.74%	2.57%	2.76%	2.52%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	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%
VXUS Vanguard Total International Stock ETF	2.67%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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 All. 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 All was 25.22%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current 2026 All drawdown is 1.93%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-25.22%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-16.61%Apr 2025	1mo 18d	2mo 19d	4mo 7dFeb 2025 - Jun 2025
2024 pullback2024	-7.88%Aug 2024	19d	1mo 15d	2mo 4dJul 2024 - Sep 2024
2026 pullback2026	-7.55%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2020 pullback2020	-6.58%Oct 2020	17d	12d	29dOct 2020 - Nov 2020

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 9 assets, with an effective number of assets of 5.15, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.20	1.18	1.16	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026 All correlation to the S&P 500 Index

2026 All has a 0.98 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	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while FNBGX has the lowest at 0.06.

0.06

0.13

0.68

0.68

0.71

0.77

0.89

QQQM

0.92

IVV

1.00

Portfolio Correlations

Correlation vs. 2026 All. IVV has the highest portfolio correlation at 0.98, while FNBGX has the lowest at 0.13.

0.13

0.20

0.71

0.71

0.73

0.81

0.90

QQQM

0.94

IVV

0.98

Asset Correlations Table

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

	FNBGX	FXNAX	AMZN	AAPL	AVUV	VXUS	VO	QQQM	IVV
FNBGX	1.00	0.92	0.08	0.08	-0.03	0.09	0.09	0.08	0.06
FXNAX	0.92	1.00	0.12	0.13	0.03	0.18	0.16	0.14	0.13
AMZN	0.08	0.12	1.00	0.54	0.37	0.48	0.53	0.75	0.67
AAPL	0.08	0.13	0.54	1.00	0.40	0.49	0.53	0.71	0.68
AVUV	-0.03	0.03	0.37	0.40	1.00	0.68	0.83	0.54	0.71
VXUS	0.09	0.18	0.48	0.49	0.68	1.00	0.77	0.69	0.77
VO	0.09	0.16	0.53	0.53	0.83	0.77	1.00	0.76	0.89
QQQM	0.08	0.14	0.75	0.71	0.54	0.69	0.76	1.00	0.92
IVV	0.06	0.13	0.67	0.68	0.71	0.77	0.89	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2020

Diversification Analysis

Find what 2026 All is missing

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

Analyze Diversification