Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BSX Boston Scientific Corporation | Healthcare | 33.33% |
KTOS Kratos Defense & Security Solutions, Inc. | Industrials | 33.33% |
AXON Axon Enterprise, Inc. | Industrials | 33.33% |
Find the right asset allocation for 6th May 2026
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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.
| 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 6th May 2026 | -1.13% | 4.46% | -32.60% | -31.74% | -21.56% | 33.26% | 18.32% | 28.39% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.37% | -9.21% | -19.69% | -8.10% | -0.64% | -4.83% | -32.60% | ||||||
| 2025 | 16.97% | -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% |
| 2023 | 9.59% | 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% |
| 2021 | 9.69% | 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
- R²
- 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.
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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AXON Axon Enterprise, Inc. | 13 | -0.78 | -1.04 | 0.87 | -0.72 | -1.22 |
BSX Boston Scientific Corporation | 2 | -1.51 | -2.27 | 0.67 | -0.93 | -2.00 |
KTOS Kratos Defense & Security Solutions, Inc. | 59 | 0.56 | 1.25 | 1.15 | 0.67 | 1.34 |
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Dividends
Dividend yield
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 10mo | 9y 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 4mo | 1y 5mo | 2y 9moFeb 2021 - Nov 2023 |
COVID crash2020 | -41.30%Mar 2020 | 27d | 6mo 23d | 7mo 20dFeb 2020 - Oct 2020 |
Dot-com crash2000–2002 | -36.60%Oct 2002 | 6mo 15d | 6mo 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
| 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.
Asset Correlations Table
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.
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