2026 Outlook Optimal Allocation

Asset Allocation

Position	Category/Sector	Target Weight
CEF Sprott Physical Gold and Silver Trust	Precious Metals	8.34%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	3.54%
GOOG Alphabet Inc	Communication Services	4.64%
GS The Goldman Sachs Group, Inc.	Financial Services	12.99%
IFRA iShares U.S. Infrastructure ETF	Industrials Equities	3.08%
IXC iShares Global Energy ETF	Energy Equities	2.16%
IXUS iShares Core MSCI Total International Stock ETF	Foreign Large Cap Equities	2.62%
O Realty Income Corporation	Real Estate	4.24%
PRIM Primoris Services Corporation	Industrials	24.53%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	2.97%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	2.93%
VOO Vanguard S&P 500 ETF	S&P 500	3.44%
WPM Wheaton Precious Metals Corp.	Basic Materials	20.88%
XAR SPDR S&P Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	3.64%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

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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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio 2026 Outlook Optimal Allocation	-0.85%	-0.02%	9.63%	14.15%	94.91%	45.26%	26.28%	—
Portfolio components:
CEF Sprott Physical Gold and Silver Trust	-2.67%	-11.43%	2.73%	26.38%	77.41%	35.36%	21.61%	14.94%
IXC iShares Global Energy ETF	1.18%	7.34%	34.70%	37.83%	61.17%	17.03%	22.47%	11.43%
WPM Wheaton Precious Metals Corp.	-0.91%	-7.54%	15.53%	24.01%	92.52%	41.58%	29.21%	25.65%
GOOG Alphabet Inc	-0.15%	-1.22%	-6.10%	19.64%	100.00%	41.44%	22.67%	23.06%
O Realty Income Corporation	0.53%	-3.87%	11.80%	5.82%	19.18%	5.34%	4.90%	5.14%
SGOV iShares 0-3 Month Treasury Bond ETF	0.04%	0.27%	0.92%	1.88%	4.05%	4.81%	3.42%	—
IFRA iShares U.S. Infrastructure ETF	-0.07%	-0.75%	10.08%	9.95%	39.67%	17.94%	12.76%	—
IXUS iShares Core MSCI Total International Stock ETF	-0.59%	-0.59%	2.89%	5.69%	39.56%	15.46%	7.33%	9.00%
XAR SPDR S&P Aerospace & Defense ETF	-0.14%	-7.02%	7.65%	7.96%	79.79%	30.77%	16.06%	18.38%
DIVO Amplify CWP Enhanced Dividend Income ETF	0.16%	-1.50%	2.35%	5.13%	27.48%	13.86%	11.05%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, 2026 Outlook Optimal Allocation's average daily return is +0.11%, while the average monthly return is +2.29%. At this rate, your investment would double in approximately 2.6 years.

Historically, 67% of months were positive and 33% 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 Jun 11, 2020 at -6.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	11.02%	6.47%	-9.09%	2.02%									9.63%
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 16.87%, beta of 0.86, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

This portfolio captured 130.05% of S&P 500 Index gains but only 67.54% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 16.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.52, 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: 16.87%

Beta: 0.86

R²: 0.52

Upside Capture: 130.05%

Downside Capture: 67.54%

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.

DIVO

Amplify CWP Enhanced Dividend Income ETF

CEF

Sprott Physical Gold and Silver Trust

IXC

iShares Global Energy ETF

XAR

SPDR S&P Aerospace & Defense ETF

IFRA

iShares U.S. Infrastructure ETF

SPEM

SPDR Portfolio Emerging Markets ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

IXUS

iShares Core MSCI Total International Stock ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2026 Outlook Optimal Allocation ranks 97 for risk / return — in the top 97% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.15	0.88	+2.27
Sortino ratio Return per unit of downside risk	3.67	1.37	+2.30
Omega ratio Gain probability vs. loss probability	1.55	1.21	+0.34
Calmar ratio Return relative to maximum drawdown	5.37	1.39	+3.99
Martin ratio Return relative to average drawdown	20.90	6.43	+14.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CEF Sprott Physical Gold and Silver Trust	80	1.77	2.07	1.33	2.49	8.98
IXC iShares Global Energy ETF	73	1.72	2.16	1.32	2.15	7.14
WPM Wheaton Precious Metals Corp.	82	1.71	2.01	1.29	2.52	9.35
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67
O Realty Income Corporation	65	0.90	1.29	1.16	1.35	4.03
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.63	286.00	202.83	412.76	4,634.41
IFRA iShares U.S. Infrastructure ETF	81	1.65	2.34	1.30	2.79	11.79
IXUS iShares Core MSCI Total International Stock ETF	79	1.63	2.26	1.34	2.52	9.49
XAR SPDR S&P Aerospace & Defense ETF	88	2.07	2.75	1.35	3.54	12.22
DIVO Amplify CWP Enhanced Dividend Income ETF	70	1.33	1.94	1.29	1.96	9.17

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.

2026 Outlook Optimal Allocation Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 3.15
5-Year: 1.32
All Time: 1.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, 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 Outlook Optimal Allocation 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 Outlook Optimal Allocation provided a 1.30% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.30%	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%
IXC iShares Global Energy ETF	2.73%	3.68%	4.56%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%
WPM Wheaton Precious Metals Corp.	0.51%	0.56%	1.10%	1.22%	1.54%	1.33%	1.01%	1.21%	1.84%	1.49%	1.09%	0.00%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
IFRA iShares U.S. Infrastructure ETF	1.69%	1.84%	1.75%	1.98%	1.98%	1.63%	2.08%	1.68%	2.50%	0.00%	0.00%	0.00%
IXUS iShares Core MSCI Total International Stock ETF	3.15%	3.24%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%
XAR SPDR S&P Aerospace & Defense ETF	0.34%	0.40%	0.66%	0.54%	0.50%	0.83%	0.63%	0.75%	1.19%	0.76%	1.09%	2.31%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.47%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	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 8.50%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.33%	Jun 10, 2021	328	Sep 27, 2022	198	Jul 13, 2023	526
-14.6%	Feb 23, 2026	20	Mar 20, 2026	—	—	—
-14.26%	Feb 11, 2025	40	Apr 8, 2025	18	May 5, 2025	58
-10.14%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47
-9.33%	Mar 15, 2021	8	Mar 24, 2021	37	May 17, 2021	45

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	SGOV	CEF	O	WPM	GOOG	IXC	PRIM	GS	SPEM	XAR	DIVO	IFRA	IXUS	VOO	Portfolio
Benchmark	1.00	-0.02	0.18	0.36	0.28	0.69	0.39	0.52	0.64	0.64	0.67	0.82	0.71	0.78	1.00	0.69
SGOV	-0.02	1.00	-0.00	0.00	0.04	0.01	-0.02	0.00	-0.03	0.01	0.00	-0.03	-0.03	-0.02	-0.02	0.01
CEF	0.18	-0.00	1.00	0.14	0.73	0.15	0.23	0.15	0.10	0.35	0.17	0.18	0.22	0.37	0.18	0.50
O	0.36	0.00	0.14	1.00	0.20	0.17	0.24	0.22	0.28	0.25	0.32	0.43	0.49	0.34	0.36	0.35
WPM	0.28	0.04	0.73	0.20	1.00	0.21	0.23	0.18	0.16	0.37	0.23	0.29	0.30	0.42	0.28	0.62
GOOG	0.69	0.01	0.15	0.17	0.21	1.00	0.19	0.28	0.36	0.48	0.36	0.47	0.35	0.52	0.69	0.44
IXC	0.39	-0.02	0.23	0.24	0.23	0.19	1.00	0.40	0.44	0.39	0.46	0.52	0.56	0.47	0.39	0.51
PRIM	0.52	0.00	0.15	0.22	0.18	0.28	0.40	1.00	0.49	0.38	0.60	0.48	0.67	0.48	0.52	0.80
GS	0.64	-0.03	0.10	0.28	0.16	0.36	0.44	0.49	1.00	0.47	0.58	0.67	0.65	0.59	0.64	0.64
SPEM	0.64	0.01	0.35	0.25	0.37	0.48	0.39	0.38	0.47	1.00	0.47	0.52	0.50	0.88	0.64	0.59
XAR	0.67	0.00	0.17	0.32	0.23	0.36	0.46	0.60	0.58	0.47	1.00	0.63	0.75	0.60	0.68	0.67
DIVO	0.82	-0.03	0.18	0.43	0.29	0.47	0.52	0.48	0.67	0.52	0.63	1.00	0.75	0.69	0.82	0.66
IFRA	0.71	-0.03	0.22	0.49	0.30	0.35	0.56	0.67	0.65	0.50	0.75	0.75	1.00	0.67	0.71	0.76
IXUS	0.78	-0.02	0.37	0.34	0.42	0.52	0.47	0.48	0.59	0.88	0.60	0.69	0.67	1.00	0.78	0.72
VOO	1.00	-0.02	0.18	0.36	0.28	0.69	0.39	0.52	0.64	0.64	0.68	0.82	0.71	0.78	1.00	0.69
Portfolio	0.69	0.01	0.50	0.35	0.62	0.44	0.51	0.80	0.64	0.59	0.67	0.66	0.76	0.72	0.69	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

2026 Outlook Optimal Allocation

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table