Asset Allocation
Find the right asset allocation for 2026 Outlook Optimal Allocation
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 Outlook Optimal Allocation, 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
| 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 Outlook Optimal Allocation | 2.02% | -3.68% | 2.75% | 2.95% | 44.33% | 40.28% | 22.47% | — |
| Portfolio components: | ||||||||
CEF Sprott Physical Gold and Silver Trust | 0.62% | -9.04% | -4.91% | 0.53% | 40.89% | 33.17% | 16.96% | 12.56% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.72% | 2.73% | 6.43% | 5.62% | 19.84% | 15.47% | 10.91% | — |
GOOG Alphabet Inc | 0.45% | -8.88% | 14.29% | 15.49% | 104.22% | 42.67% | 23.51% | 25.97% |
GS The Goldman Sachs Group, Inc. | 2.62% | 12.54% | 22.08% | 20.84% | 76.70% | 49.31% | 25.98% | 24.48% |
IFRA iShares U.S. Infrastructure ETF | 1.29% | 2.41% | 18.48% | 17.32% | 31.06% | 19.49% | 13.16% | — |
IXC iShares Global Energy ETF | 0.28% | -3.42% | 29.17% | 28.84% | 36.66% | 17.43% | 19.14% | 10.05% |
IXUS iShares Core MSCI Total International Stock ETF | 0.43% | 3.19% | 13.86% | 15.66% | 30.13% | 18.44% | 8.24% | 10.23% |
O Realty Income Corporation | 1.31% | 3.07% | 13.70% | 11.57% | 14.88% | 6.59% | 3.49% | 4.89% |
PRIM Primoris Services Corporation | 4.39% | -12.95% | -20.49% | -21.78% | 33.24% | 49.59% | 25.74% | 18.47% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.02% | 0.26% | 1.61% | 1.78% | 3.91% | 4.71% | 3.56% | — |
Monthly Returns
Based on dividend-adjusted daily data since May 28, 2020, 2026 Outlook Optimal Allocation's average daily return is +0.11%, while the average monthly return is +2.16%. At this rate, an investment would double in approximately 2.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2023 with a return of +12.0%, while the worst month was Mar 2026 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2026 Outlook Optimal Allocation closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was May 6, 2026 at -13.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.02% | 6.47% | -9.09% | 10.07% | -6.07% | -7.53% | 2.75% | ||||||
| 2025 | 5.92% | -0.24% | -2.71% | 3.07% | 8.71% | 7.04% | 6.33% | 11.29% | 10.42% | -1.11% | 2.04% | 2.96% | 67.36% |
| 2024 | -2.15% | 3.52% | 7.94% | 5.13% | 8.27% | -3.46% | 9.03% | 1.57% | 1.23% | 4.13% | 10.52% | -6.12% | 45.53% |
| 2023 | 12.03% | -3.35% | 1.28% | 2.30% | -1.35% | 3.93% | 4.88% | 0.47% | -5.40% | -2.20% | 8.37% | 5.42% | 28.10% |
| 2022 | -1.32% | 2.57% | 0.30% | -5.40% | 0.39% | -8.54% | 4.44% | -6.99% | -8.90% | 10.58% | 9.93% | -1.51% | -6.59% |
| 2021 | 1.17% | 5.03% | 2.37% | 4.30% | 5.22% | -3.60% | 1.53% | -2.20% | -7.63% | 7.60% | -5.64% | 3.83% | 11.28% |
Benchmark Metrics
2026 Outlook Optimal Allocation has an annualized alpha of 13.41%, beta of 0.87, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.
- This portfolio captured 119.39% of S&P 500 Index gains but only 73.79% of its losses - a favorable profile for investors.
- R2 of 0.47 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
- 13.41%
- Beta
- 0.87
- R²
- 0.47
- Upside Capture
- 119.39%
- Downside Capture
- 73.79%
Expense Ratio
2026 Outlook Optimal Allocation has an expense ratio of 0.10%, 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 Outlook Optimal Allocation 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 Outlook Optimal Allocation 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 | 1.58 | 1.86 | -0.29 |
| Sortino ratioReturn per unit of downside risk | 1.91 | 2.53 | -0.62 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.53 | -0.24 |
| Martin ratioReturn relative to average drawdown | 8.13 | 11.37 | -3.24 |
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 |
|---|---|---|---|---|---|---|
CEF Sprott Physical Gold and Silver Trust | 19 | 1.09 | 1.45 | 1.22 | 1.41 | 3.72 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 70 | 2.02 | 2.99 | 1.35 | 3.12 | 11.23 |
GOOG Alphabet Inc | 96 | 3.60 | 4.96 | 1.59 | 4.99 | 17.56 |
GS The Goldman Sachs Group, Inc. | 91 | 2.59 | 3.19 | 1.41 | 3.80 | 12.61 |
IFRA iShares U.S. Infrastructure ETF | 70 | 1.97 | 2.89 | 1.33 | 3.55 | 12.99 |
IXC iShares Global Energy ETF | 71 | 2.08 | 2.70 | 1.34 | 4.05 | 11.55 |
IXUS iShares Core MSCI Total International Stock ETF | 58 | 1.75 | 2.43 | 1.33 | 2.51 | 9.67 |
O Realty Income Corporation | 66 | 0.88 | 1.26 | 1.15 | 1.29 | 3.12 |
PRIM Primoris Services Corporation | 61 | 0.47 | 1.04 | 1.21 | 0.64 | 2.08 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.28 | 275.69 | 195.55 | 398.20 | 4,461.98 |
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Dividends
Dividend yield
2026 Outlook Optimal Allocation provided a 1.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.37% | 1.52% | 1.69% | 1.74% | 1.46% | 1.39% | 1.66% | 1.72% | 1.24% | 1.07% | 0.99% |
| Portfolio components: | ||||||||||||
CEF Sprott Physical Gold and Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.07% | 0.09% | 0.10% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.36% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 1.60% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
IFRA iShares U.S. Infrastructure ETF | 1.57% | 1.84% | 1.75% | 1.98% | 1.98% | 1.63% | 2.08% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% |
IXC iShares Global Energy ETF | 2.85% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
IXUS iShares Core MSCI Total International Stock ETF | 2.84% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
PRIM Primoris Services Corporation | 0.32% | 0.26% | 0.34% | 0.72% | 1.09% | 1.00% | 0.87% | 1.08% | 1.25% | 0.83% | 0.97% | 0.93% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Outlook Optimal Allocation. 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 Outlook Optimal Allocation was 29.33%, occurring on Sep 27, 2022. Recovery took 198 trading sessions.
The current 2026 Outlook Optimal Allocation drawdown is 15.75%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -29.33%Sep 2022 | 1y 3mo | 9mo 19d | 2y 1moJun 2021 - Jul 2023 |
2026 correction2026 | -19.54%Jun 2026 | 1mo 5d | — | 1mo 10dMay 2026 - now |
2026 correction2026 | -14.60%Mar 2026 | 25d | 1mo 16d | 2mo 11dFeb 2026 - May 2026 |
2025 selloff2025 | -14.26%Apr 2025 | 1mo 26d | 27d | 2mo 23dFeb 2025 - May 2025 |
2020 correction2020 | -10.14%Sep 2020 | 20d | 1mo 17d | 2mo 7dSep 2020 - Nov 2020 |
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 14 assets, with an effective number of assets of 7.19, 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 | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.50 | 1.50 | 1.48 | 1.49 |
The portfolio has a diversification ratio of 1.49, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026 Outlook Optimal Allocation correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.69 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.02.
Asset Correlations Table
Find what 2026 Outlook Optimal Allocation is missing
See which holdings overlap, where 2026 Outlook Optimal Allocation is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification