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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

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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The earliest data available for this chart is Oct 3, 2005, corresponding to the inception date of AMP

Returns By Period

As of Apr 3, 2026, the Trump 2026 returned -6.72% Year-To-Date and 21.87% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Trump 2026
-0.19%-2.19%-6.72%1.15%25.66%29.63%19.46%21.87%
JPM
JPMorgan Chase & Co.
-0.26%-1.89%-8.16%-3.31%22.30%34.44%16.83%20.51%
GS
The Goldman Sachs Group, Inc.
0.33%0.05%-1.30%11.87%56.44%41.69%24.33%20.98%
MS
Morgan Stanley
-0.22%-0.08%-6.09%8.01%42.75%28.06%19.99%24.27%
AMP
Ameriprise Financial, Inc.
-0.63%-6.82%-11.24%-10.99%-11.08%13.90%14.71%19.07%
*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 +0.07%, while the average monthly return is +1.36%. At this rate, your investment would double in approximately 4.3 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%0.16%-6.72%
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 3.78%, beta of 1.51, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 04, 2005.

  • This portfolio captured 164.25% of S&P 500 Index gains and 132.24% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 3.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 1.51 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
3.78%
Beta
1.51
0.69
Upside Capture
164.25%
Downside Capture
132.24%

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 28 for risk / return — below 28% 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: 2828
Overall Rank
Trump 2026 Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
Trump 2026 Sortino Ratio Rank: 2222
Sortino Ratio Rank
Trump 2026 Omega Ratio Rank: 2323
Omega Ratio Rank
Trump 2026 Calmar Ratio Rank: 4343
Calmar Ratio Rank
Trump 2026 Martin Ratio Rank: 2525
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.88

+0.08

Sortino ratio

Return per unit of downside risk

1.39

1.37

+0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.77

1.39

+0.38

Martin ratio

Return relative to average drawdown

5.31

6.43

-1.12


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JPM
JPMorgan Chase & Co.
670.891.281.181.514.05
GS
The Goldman Sachs Group, Inc.
851.772.301.333.129.83
MS
Morgan Stanley
791.411.901.282.507.71
AMP
Ameriprise Financial, Inc.
22-0.38-0.340.95-0.49-1.01

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 Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.96
  • 5-Year: 0.80
  • 10-Year: 0.78
  • All Time: 0.39

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 0.99 to 1.67, 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 1.90% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.90%1.69%1.96%2.50%2.66%1.91%2.22%2.25%2.65%1.67%1.88%2.03%
JPM
JPMorgan Chase & Co.
1.97%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
GS
The Goldman Sachs Group, Inc.
1.80%1.59%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%
MS
Morgan Stanley
2.37%2.17%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%
AMP
Ameriprise Financial, Inc.
1.47%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%

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 11.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.33%Jun 20, 2007361Nov 20, 20081172Jul 22, 20131533
-47.93%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-36.01%Jun 24, 2015161Feb 11, 2016192Nov 14, 2016353
-34.96%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-30.56%Jan 12, 2022126Jul 14, 2022357Dec 13, 2023483

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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkAMPJPMGSMSPortfolio
Benchmark1.000.730.690.680.680.77
AMP0.731.000.690.670.680.85
JPM0.690.691.000.750.750.88
GS0.680.670.751.000.800.89
MS0.680.680.750.801.000.91
Portfolio0.770.850.880.890.911.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2005