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Trump 2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JPM 25.00%GS 25.00%MS 25.00%AMP 25.00%EquityEquity

S&P 500 Index

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Trump 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

As of Jun 6, 2026, the Trump 2026 returned 7.56% Year-To-Date and 23.21% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
Trump 2026
-0.14%5.67%7.56%9.36%33.22%34.20%19.84%23.21%
AMP
Ameriprise Financial, Inc.
-1.16%-3.48%-7.75%-5.11%-12.20%14.20%13.17%18.65%
GS
The Goldman Sachs Group, Inc.
0.61%12.08%20.04%21.74%73.62%49.42%25.24%23.96%
JPM
JPMorgan Chase & Co.
-0.40%2.98%-2.52%-0.35%19.35%33.18%16.72%20.32%
MS
Morgan Stanley
0.15%9.92%20.86%21.34%64.89%39.40%21.89%27.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 4, 2005, Trump 2026's average daily return is +0.08%, while the average monthly return is +1.41%. At this rate, an investment would double in approximately 4.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2016 with a return of +22.9%, while the worst month was Oct 2008 at -26.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Trump 2026 closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +26.9%, while the worst single day was Dec 1, 2008 at -18.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.20%-7.49%-2.45%9.89%2.74%2.29%7.56%
20259.20%-2.03%-10.43%-0.60%9.39%10.68%0.96%2.68%3.30%-1.44%2.47%5.48%31.55%
2024-0.25%3.37%7.98%-2.57%6.87%-0.99%6.57%2.86%-1.13%7.88%13.98%-5.29%44.89%
20239.87%-1.02%-8.80%3.70%-4.42%5.61%8.20%-6.10%-2.13%-6.60%12.64%11.59%21.19%
2022-1.70%-5.35%-2.43%-9.46%7.46%-12.33%10.27%0.02%-8.34%16.70%10.81%-7.19%-6.05%
20211.25%14.81%3.08%6.54%6.19%-1.62%1.46%7.87%-4.20%8.61%-6.43%2.12%45.12%

Benchmark Metrics

Trump 2026 has an annualized alpha of 3.59%, beta of 1.50, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 04, 2005.

  • This portfolio captured 162.10% of S&P 500 Index gains and 131.22% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 3.59% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 1.50 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
3.59%
Beta
1.50
0.68
Upside Capture
162.10%
Downside Capture
131.22%

Expense Ratio

Trump 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

Trump 2026 ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Trump 2026 Risk / Return Rank: 2222
Overall Rank
Trump 2026 Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
Trump 2026 Sortino Ratio Rank: 2020
Sortino Ratio Rank
Trump 2026 Omega Ratio Rank: 2121
Omega Ratio Rank
Trump 2026 Calmar Ratio Rank: 2525
Calmar Ratio Rank
Trump 2026 Martin Ratio Rank: 2222
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 Trump 2026 and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.56

1.94

-0.38

Sortino ratioReturn per unit of downside risk

2.08

2.63

-0.55

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.10

2.59

-0.48

Martin ratioReturn relative to average drawdown

6.53

11.84

-5.32


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMP
Ameriprise Financial, Inc.
21-0.49-0.520.93-0.59-1.04
GS
The Goldman Sachs Group, Inc.
912.643.241.433.8112.74
JPM
JPMorgan Chase & Co.
660.901.301.171.262.98
MS
Morgan Stanley
902.553.161.433.4611.46

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.

Trump 2026 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 1.56
  • 5-Year: 0.81
  • 10-Year: 0.83
  • All Time: 0.41

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 1.63 to 2.51, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Trump 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

Trump 2026 provided a 1.71% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.71%1.69%1.96%2.50%2.66%1.91%2.22%2.25%2.65%1.67%1.88%2.03%
AMP
Ameriprise Financial, Inc.
1.45%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%
GS
The Goldman Sachs Group, Inc.
1.63%1.59%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%
JPM
JPMorgan Chase & Co.
1.90%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
MS
Morgan Stanley
1.88%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%

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 Trump 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 Trump 2026 was 75.33%, occurring on Nov 20, 2008. Recovery took 1172 trading sessions.

The current Trump 2026 drawdown is 2.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-75.33%Nov 2008
1y 5mo4y 8mo
6y 1moJun 2007 - Jul 2013
COVID crash2020
-47.93%Mar 2020
2mo 2d8mo 6d
10mo 8dJan 2020 - Nov 2020
2016 bear market2016
-36.01%Feb 2016
7mo 22d9mo 7d
1y 4moJun 2015 - Nov 2016
Rate-hike selloffLate 2018
-34.96%Dec 2018
10mo 29d11mo 23d
1y 10moJan 2018 - Dec 2019
Bear market2022
-30.56%Jul 2022
6mo 3d1y 5mo
1y 11moJan 2022 - Dec 2023

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 4 assets, with an effective number of assets of 4.00, 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

1.17

1.12

1.11

1.08

1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Trump 2026 correlation to the S&P 500 Index

Trump 2026 has a 0.70 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2005

0.77


Benchmark Correlations

Correlation vs. S&P 500 Index. AMP has the highest benchmark correlation at 0.73, while GS has the lowest at 0.68.

GS
0.68
JPM
0.68
MS
0.68
AMP
0.73

Portfolio Correlations

Correlation vs. Trump 2026. MS has the highest portfolio correlation at 0.91, while AMP has the lowest at 0.85.

AMP
0.85
JPM
0.87
GS
0.89
MS
0.91

Asset Correlations Table

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

AMPJPMGSMS
AMP1.000.690.660.68
JPM0.691.000.750.74
GS0.660.751.000.80
MS0.680.740.801.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2005
Diversification Analysis

Find what Trump 2026 is missing

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

Analyze Diversification