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2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TE 11.11%OSS 11.11%EOSE 11.11%HOOD 11.11%RKLB 11.11%TSLA 11.11%AMZN 11.11%ONDS 11.11%IREN 11.11%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 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


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
2026
-1.52%-1.01%18.53%22.33%257.59%114.54%
AMZN
Amazon.com, Inc
-1.23%-9.69%3.35%5.46%12.47%23.49%7.35%20.83%
EOSE
Eos Energy Enterprises Inc
-2.26%-22.95%-47.12%-59.16%50.37%23.72%-21.15%
HOOD
Robinhood Markets, Inc.
1.04%20.81%-17.60%-22.02%28.36%113.32%
IREN
IREN Limited
5.40%12.90%58.25%48.94%508.04%155.58%
ONDS
Ondas Holdings Inc.
-5.09%-12.15%-4.41%6.63%412.64%104.56%2.67%
OSS
One Stop Systems, Inc.
-1.13%1.09%131.89%119.95%333.59%78.86%22.77%
RKLB
Rocket Lab USA, Inc.
-10.79%-17.94%46.77%66.51%302.95%158.32%
TE
T1 Energy Inc
0.35%49.91%27.25%58.88%539.10%3.48%
TSLA
Tesla, Inc.
1.82%-3.74%-9.63%-11.45%24.94%16.25%14.86%39.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 17, 2021, 2026 's average daily return is +0.19%, while the average monthly return is +4.40%. At this rate, an investment would double in approximately 1.3 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2024 with a return of +49.3%, while the worst month was Feb 2026 at -21.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2026 closed higher 52% of trading days. The best single day was Feb 15, 2023 with a return of +16.1%, while the worst single day was Mar 10, 2025 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.65%-21.59%-10.67%20.14%45.56%-16.33%18.53%
20254.09%-19.68%-15.84%5.81%17.70%30.69%13.46%35.27%31.61%18.21%-4.74%14.38%197.98%
2024-14.20%16.89%-0.19%-10.96%13.06%12.62%13.45%-0.13%8.69%1.56%49.33%26.72%168.61%
202326.28%7.70%-1.83%-7.18%5.94%29.02%15.84%-18.21%-19.99%-13.43%17.09%23.46%60.71%
2022-20.78%-2.60%13.46%-18.51%-14.48%-17.58%32.89%-0.50%-9.93%-0.81%-19.75%-14.68%-59.32%
2021-13.09%-12.34%-23.81%

Benchmark Metrics

2026 has an annualized alpha of 29.22%, beta of 1.99, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since November 17, 2021.

  • This portfolio captured 459.75% of S&P 500 Index gains and 185.90% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.41 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
29.22%
Beta
1.99
0.41
Upside Capture
459.75%
Downside Capture
185.90%

Expense Ratio

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

2026 ranks 90 for risk / return — in the top 90% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


2026 Risk / Return Rank: 9090
Overall Rank
2026 Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
2026 Sortino Ratio Rank: 8888
Sortino Ratio Rank
2026 Omega Ratio Rank: 8484
Omega Ratio Rank
2026 Calmar Ratio Rank: 9595
Calmar Ratio Rank
2026 Martin Ratio Rank: 8484
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 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

4.33

1.86

+2.47

Sortino ratioReturn per unit of downside risk

3.72

2.53

+1.18

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

6.64

2.53

+4.11

Martin ratioReturn relative to average drawdown

17.07

11.37

+5.70


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
AMZN
Amazon.com, Inc
53
0.400.761.090.551.29
EOSE
Eos Energy Enterprises Inc
59
0.401.421.170.601.16
HOOD
Robinhood Markets, Inc.
54
0.381.031.120.460.83
IREN
IREN Limited
95
4.763.661.428.3915.97
ONDS
Ondas Holdings Inc.
94
3.553.431.398.4218.67
OSS
One Stop Systems, Inc.
96
3.433.981.4610.1722.50
RKLB
Rocket Lab USA, Inc.
93
3.123.131.386.7415.44
TE
T1 Energy Inc
95
4.013.711.428.8120.98
TSLA
Tesla, Inc.
61
0.621.131.130.922.10

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 2026 Sharpe ratio is 4.33 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 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


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 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 2026 was 71.85%, occurring on Dec 28, 2022. Recovery took 479 trading sessions.

The current 2026 drawdown is 17.95%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-71.85%Dec 2022
1y 1mo1y 11mo
3y 6dNov 2021 - Nov 2024
2025 selloff2025
-46.47%Apr 2025
2mo 14d2mo 23d
5mo 7dJan 2025 - Jun 2025
2026 bear market2026
-39.41%Mar 2026
2mo 14d1mo 27d
4mo 11dJan 2026 - May 2026
2025 bear market2025
-31.24%Nov 2025
1mo 5d1mo 2d
2mo 7dOct 2025 - Dec 2025
2026 bear market2026
-21.84%Jun 2026
7d
12d 6hJun 2026 - now

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 9 assets, with an effective number of assets of 9.00, 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
All Time
Diversification Ratio

1.58

1.69

1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026 correlation to the S&P 500 Index

2026 has a 0.59 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

0.59

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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.64


Benchmark Correlations

Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.71, while OSS has the lowest at 0.23.

OSS
0.23
ONDS
0.37
EOSE
0.38
TE
0.40
IREN
0.41
RKLB
0.51
HOOD
0.57
TSLA
0.60
AMZN
0.71

Portfolio Correlations

Correlation vs. 2026 . RKLB has the highest portfolio correlation at 0.71, while OSS has the lowest at 0.43.

OSS
0.43
AMZN
0.53
TSLA
0.59
EOSE
0.61
TE
0.63
ONDS
0.64
HOOD
0.68
IREN
0.68
RKLB
0.71

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Nov 17, 2021
Diversification Analysis

Find what 2026 is missing

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

Analyze Diversification