Asset Allocation
Find the right asset allocation for 2026 Gemini Portfolio
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 Gemini Portfolio, 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 Gemini Portfolio | 0.83% | 1.89% | 14.16% | 15.16% | 36.14% | 22.61% | — | — |
| Portfolio components: | ||||||||
AVUV Avantis US Small Cap Value ETF | 0.96% | 6.47% | 22.73% | 19.51% | 42.12% | 19.24% | 11.57% | — |
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.36% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
COPX Global X Copper Miners ETF | 3.38% | 3.52% | 19.75% | 29.13% | 106.27% | 33.96% | 19.28% | 21.86% |
DBMF iMGP DBi Managed Futures Strategy ETF | 0.26% | -1.31% | 10.27% | 11.24% | 26.94% | 9.64% | 8.01% | — |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.72% | 2.73% | 6.43% | 5.62% | 19.84% | 15.47% | 10.91% | — |
IAU iShares Gold Trust | 0.08% | -7.39% | -2.44% | -2.22% | 22.32% | 29.07% | 17.23% | 12.31% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.62% | 1.08% | 7.85% | 8.80% | 26.60% | 19.91% | — | — |
NEM Newmont Corporation | 2.71% | -7.88% | 0.82% | 2.58% | 74.95% | 36.14% | 10.51% | 13.80% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 1.75% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.47% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2022, 2026 Gemini Portfolio's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +7.8%, while the worst month was Jun 2022 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 Gemini Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.74% | 3.29% | -5.69% | 7.75% | 4.48% | -0.61% | 14.16% | ||||||
| 2025 | 2.94% | -0.47% | -2.17% | -0.82% | 4.14% | 4.76% | 1.06% | 4.10% | 4.59% | 1.71% | 1.97% | 1.85% | 26.06% |
| 2024 | 0.69% | 3.85% | 4.45% | -2.13% | 4.35% | 1.43% | 2.35% | 1.65% | 1.70% | -1.52% | 3.93% | -3.42% | 18.35% |
| 2023 | 6.02% | -2.67% | 2.64% | 0.69% | -0.32% | 5.26% | 3.77% | -1.94% | -3.62% | -2.15% | 6.93% | 4.48% | 19.97% |
| 2022 | -0.59% | -8.18% | 5.78% | -3.78% | -6.85% | 6.32% | 6.87% | -3.97% | -5.56% |
Benchmark Metrics
2026 Gemini Portfolio has an annualized alpha of 4.45%, beta of 0.82, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.07%) than losses (75.17%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.45%
- Beta
- 0.82
- R²
- 0.91
- Upside Capture
- 89.07%
- Downside Capture
- 75.17%
Expense Ratio
2026 Gemini Portfolio has an expense ratio of 0.21%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
2026 Gemini Portfolio ranks 87 for risk / return — in the top 87% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 Gemini Portfolio 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 | 2.78 | 1.86 | +0.92 |
| Sortino ratioReturn per unit of downside risk | 3.61 | 2.53 | +1.08 |
| Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 2.53 | +1.73 |
| Martin ratioReturn relative to average drawdown | 18.14 | 11.37 | +6.77 |
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 |
|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 82 | 2.28 | 3.24 | 1.39 | 5.06 | 15.09 |
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
COPX Global X Copper Miners ETF | 73 | 2.39 | 2.70 | 1.36 | 3.75 | 11.60 |
DBMF iMGP DBi Managed Futures Strategy ETF | 82 | 2.22 | 2.92 | 1.47 | 4.50 | 16.30 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 70 | 2.02 | 2.99 | 1.35 | 3.12 | 11.23 |
IAU iShares Gold Trust | 26 | 0.89 | 1.25 | 1.19 | 0.99 | 2.83 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 71 | 2.03 | 2.69 | 1.40 | 2.91 | 13.84 |
NEM Newmont Corporation | 82 | 1.73 | 2.08 | 1.29 | 2.78 | 7.58 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
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Dividends
Dividend yield
2026 Gemini Portfolio provided a 2.51% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.73% | 2.69% | 2.61% | 2.80% | 1.96% | 1.36% | 2.23% | 1.56% | 1.24% | 1.02% | 1.14% |
| Portfolio components: | ||||||||||||
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COPX Global X Copper Miners ETF | 2.24% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEM Newmont Corporation | 1.02% | 1.00% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 Gemini Portfolio. 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 Gemini Portfolio was 15.35%, occurring on Oct 12, 2022. Recovery took 160 trading sessions.
The current 2026 Gemini Portfolio drawdown is 1.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -15.35%Oct 2022 | 5mo 10d | 7mo 23d | 1y 28dMay 2022 - Jun 2023 |
2025 selloff2025 | -14.54%Apr 2025 | 1mo 18d | 2mo 2d | 3mo 20dFeb 2025 - Jun 2025 |
2023 pullback2023 | -8.43%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 |
2024 pullback2024 | -8.30%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2026 pullback2026 | -8.27%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
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 15 assets, with an effective number of assets of 9.26, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 1.38 | 1.32 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026 Gemini Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SGOV has the lowest at -0.02.
Asset Correlations Table
Find what 2026 Gemini Portfolio is missing
See which holdings overlap, where 2026 Gemini Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification