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6th May 2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BSX 33.33%KTOS 33.33%AXON 33.33%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6th May 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 13, 2026, the 6th May 2026 returned -32.60% Year-To-Date and 28.39% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
6th May 2026
-1.13%4.46%-32.60%-31.74%-21.56%33.26%18.32%28.39%
AXON
Axon Enterprise, Inc.
-1.00%12.72%-22.22%-21.72%-43.41%30.96%22.92%34.58%
BSX
Boston Scientific Corporation
-0.55%-10.95%-50.80%-49.33%-52.97%-2.85%1.80%7.42%
KTOS
Kratos Defense & Security Solutions, Inc.
-1.75%10.87%-23.92%-23.97%38.29%60.38%17.13%30.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 7, 2001, 6th May 2026's average daily return is +0.09%, while the average monthly return is +1.99%. At this rate, an investment would double in approximately 2.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2003 with a return of +63.0%, while the worst month was Oct 2008 at -27.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 6th May 2026 closed higher 52% of trading days. The best single day was Mar 10, 2009 with a return of +15.0%, while the worst single day was Apr 20, 2004 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.37%-9.21%-19.69%-8.10%-0.64%-4.83%-32.60%
202516.97%-12.99%2.90%10.68%11.62%13.02%5.12%4.74%12.70%1.43%-13.73%-1.03%57.13%
2024-3.39%11.74%2.24%0.69%5.58%-1.14%3.53%11.01%4.64%1.27%27.25%-4.54%71.61%
20239.59%4.79%8.64%-2.17%-2.57%5.26%-1.26%8.31%-5.18%4.45%11.18%7.77%58.83%
2022-7.88%8.94%-1.22%-16.49%-5.59%-7.14%10.61%-2.63%-7.26%15.45%7.07%-1.39%-11.64%
20219.69%4.25%-5.86%5.81%-5.31%12.84%2.53%-3.88%-5.57%-0.62%-8.57%0.77%3.71%

Benchmark Metrics

6th May 2026 has an annualized alpha of 15.26%, beta of 1.04, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since June 07, 2001.

  • This portfolio captured 152.92% of S&P 500 Index gains but only 96.53% of its losses - a favorable profile for investors.
  • R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
15.26%
Beta
1.04
0.33
Upside Capture
152.92%
Downside Capture
96.53%

Expense Ratio

6th May 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

6th May 2026 ranks 2 for risk / return — in the bottom 2% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


6th May 2026 Risk / Return Rank: 22
Overall Rank
6th May 2026 Sharpe Ratio Rank: 22
Sharpe Ratio Rank
6th May 2026 Sortino Ratio Rank: 22
Sortino Ratio Rank
6th May 2026 Omega Ratio Rank: 22
Omega Ratio Rank
6th May 2026 Calmar Ratio Rank: 22
Calmar Ratio Rank
6th May 2026 Martin Ratio Rank: 22
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 6th May 2026 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

1.86

-2.37

Sortino ratioReturn per unit of downside risk

-0.48

2.53

-3.02

Omega ratioGain probability vs. loss probability

0.94

1.34

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.42

2.53

-2.96

Martin ratioReturn relative to average drawdown

-0.88

11.37

-12.25


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
AXON
Axon Enterprise, Inc.
13
-0.78-1.040.87-0.72-1.22
BSX
Boston Scientific Corporation
2
-1.51-2.270.67-0.93-2.00
KTOS
Kratos Defense & Security Solutions, Inc.
59
0.561.251.150.671.34

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 6th May 2026 Sharpe ratio is -0.51 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 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 6th May 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


6th May 2026 doesn't pay dividends

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 6th May 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 6th May 2026 was 85.51%, occurring on Mar 9, 2009. Recovery took 2293 trading sessions.

The current 6th May 2026 drawdown is 46.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-85.51%Mar 2009
4y 10mo9y 1mo
14yApr 2004 - Apr 2018
2026 bear market2026
-49.12%May 2026
3mo 23d
4mo 26dJan 2026 - now
Bear market2022
-45.38%Jun 2022
1y 4mo1y 5mo
2y 9moFeb 2021 - Nov 2023
COVID crash2020
-41.30%Mar 2020
27d6mo 23d
7mo 20dFeb 2020 - Oct 2020
Dot-com crash2000–2002
-36.60%Oct 2002
6mo 15d6mo 21d
1y 1moMar 2002 - Apr 2003

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 3 assets, with an effective number of assets of 3.00, 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

1.38

1.38

1.36

1.36

1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

6th May 2026 correlation to the S&P 500 Index

6th May 2026 has a 0.42 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

0.42

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

0.51

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

0.58

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2001

0.55


Benchmark Correlations

Correlation vs. S&P 500 Index. BSX has the highest benchmark correlation at 0.49, while KTOS has the lowest at 0.40.

KTOS
0.40
AXON
0.41
BSX
0.49

Portfolio Correlations

Correlation vs. 6th May 2026. AXON has the highest portfolio correlation at 0.73, while BSX has the lowest at 0.54.

BSX
0.54
KTOS
0.69
AXON
0.73

Asset Correlations Table

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

BSXKTOSAXON
BSX1.000.220.26
KTOS0.221.000.23
AXON0.260.231.00
The correlation results are calculated based on daily price changes starting from Jun 7, 2001
Diversification Analysis

Find what 6th May 2026 is missing

See which holdings overlap, where 6th May 2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification