Asset Allocation
Find the right asset allocation for 2026 Portfolio
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, 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 Portfolio | 0.67% | 2.15% | 12.92% | 13.27% | 29.99% | 20.64% | — | — |
| 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% | — |
AVRE Avantis Real Estate ETF | 0.59% | 3.67% | 11.21% | 11.90% | 13.07% | 9.48% | — | — |
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% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 30, 2021, 2026 Portfolio's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +9.0%, while the worst month was Sep 2022 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.83% | 2.73% | -5.82% | 9.02% | 3.56% | -0.44% | 12.92% | ||||||
| 2025 | 2.64% | -0.83% | -3.14% | -0.06% | 6.01% | 4.51% | 1.30% | 3.79% | 2.86% | 1.05% | 1.24% | 0.95% | 21.92% |
| 2024 | -0.50% | 3.80% | 3.86% | -3.84% | 4.91% | 0.76% | 3.40% | 1.56% | 2.08% | -2.15% | 5.04% | -3.63% | 15.79% |
| 2023 | 7.69% | -2.73% | 0.71% | 1.06% | -1.93% | 6.58% | 4.44% | -2.70% | -4.12% | -3.11% | 8.78% | 6.22% | 21.57% |
| 2022 | -4.49% | -1.89% | 2.40% | -7.31% | 1.05% | -9.31% | 7.99% | -3.89% | -9.87% | 8.04% | 7.64% | -4.61% | -15.44% |
| 2021 | -0.98% | 5.27% | -2.25% | 4.63% | 6.60% |
Benchmark Metrics
2026 Portfolio has an annualized alpha of 1.52%, beta of 0.91, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 30, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.32%) than losses (91.57%) - typical of diversified or defensive assets.
- With beta of 0.91 and R2 of 0.92, 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
- 1.52%
- Beta
- 0.91
- R²
- 0.92
- Upside Capture
- 94.32%
- Downside Capture
- 91.57%
Expense Ratio
2026 Portfolio has an expense ratio of 0.14%, 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 ranks 71 for risk / return — better than 71% 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 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 | 2.28 | 1.86 | +0.42 |
| Sortino ratioReturn per unit of downside risk | 3.12 | 2.53 | +0.59 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.53 | +0.70 |
| Martin ratioReturn relative to average drawdown | 13.79 | 11.37 | +2.42 |
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 |
AVRE Avantis Real Estate ETF | 30 | 1.01 | 1.44 | 1.18 | 1.30 | 4.72 |
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 |
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Dividends
Dividend yield
2026 Portfolio provided a 2.04% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.04% | 1.83% | 2.11% | 2.04% | 2.14% | 1.55% | 1.44% | 1.12% | 1.08% | 0.91% | 1.03% | 1.07% |
| 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% |
AVRE Avantis Real Estate ETF | 4.22% | 4.30% | 3.99% | 3.33% | 3.78% | 0.61% | 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% |
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% |
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. 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 was 24.44%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.
The current 2026 Portfolio drawdown is 0.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.44%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -16.55%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 |
2026 pullback2026 | -8.88%Mar 2026 | 1mo 2d | 17d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.98%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
2021 pullback2021 | -5.76%Dec 2021 | 22d | 28d | 1mo 20dNov 2021 - Dec 2021 |
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 3.74, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 1.13 | 1.12 | 1.10 |
The portfolio has a diversification ratio of 1.10, 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 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while AVRE has the lowest at 0.60.
Asset Correlations Table
Find what 2026 Portfolio is missing
See which holdings overlap, where 2026 Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification