Consensus Kings 2026

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	25%
NVDA NVIDIA Corporation	Technology	20%
LLY Eli Lilly and Company	Healthcare	20%
CEG Constellation Energy Corp	Utilities	15%
CRWD CrowdStrike Holdings, Inc.	Technology	10%
CCJ Cameco Corporation	Energy	10%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consensus Kings 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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Benchmark

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio Consensus Kings 2026	1.44%	5.46%	9.83%	6.43%	17.77%	44.35%	—	—	43.81%
Portfolio components:
CCJ Cameco Corporation	-2.10%	-11.31%	-29.99%	-5.59%	15.51%	36.00%	37.49%	25.91%	9.28%
CEG Constellation Energy Corp	-0.31%	11.10%	-6.12%	-25.41%	-24.07%	40.69%	—	—	45.86%
CRWD CrowdStrike Holdings, Inc.	3.05%	-1.20%	72.96%	62.86%	67.95%	66.31%	24.66%	—	41.70%
LLY Eli Lilly and Company	-0.53%	-3.60%	11.14%	7.26%	56.33%	37.33%	37.67%	32.12%	16.04%
MSFT Microsoft Corporation	3.02%	20.93%	8.48%	-3.48%	-12.20%	12.25%	11.19%	24.97%	25.16%
NVDA NVIDIA Corporation	2.93%	1.60%	5.16%	7.77%	13.01%	62.93%	59.52%	64.62%	36.28%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 2, 2022, Consensus Kings 2026's average daily return is +0.16%, while the average monthly return is +3.32%. At this rate, an investment would double in approximately 1.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Feb 2024 with a return of +15.7%, while the worst month was Mar 2025 at -10.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Consensus Kings 2026 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.1%, while the worst single day was Jan 27, 2025 at -8.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-3.09%	-3.12%	-7.29%	10.30%	12.00%	-5.56%	4.81%						6.43%
2025	4.89%	-1.94%	-10.83%	7.94%	14.69%	11.11%	3.47%	-3.90%	6.20%	9.75%	-0.88%	-0.33%	44.46%
2024	11.62%	15.65%	6.61%	-2.90%	13.69%	5.82%	-10.39%	5.22%	5.82%	0.86%	4.05%	-4.72%	60.40%
2023	8.68%	2.66%	12.33%	3.65%	15.06%	6.92%	4.24%	6.64%	-2.12%	2.55%	13.22%	0.54%	102.98%
2022		0.95%	12.87%	-10.11%	-0.20%	-5.98%	12.03%	-1.68%	-6.50%	5.35%	6.42%	-7.99%	2.10%

Benchmark Metrics

Consensus Kings 2026 has an annualized alpha of 26.79%, beta of 1.31, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since February 02, 2022.

This portfolio captured 196.99% of S&P 500 Index gains but only 67.40% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 26.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 26.79%

Beta: 1.31

R²: 0.67

Upside Capture: 196.99%

Downside Capture: 67.40%

See how alpha, beta & R² have trended over time →

Expense Ratio

Consensus Kings 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

Consensus Kings 2026 ranks 15 for risk / return — above 15% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Consensus Kings 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	0.80	1.42	-0.62
Sortino ratioReturn per unit of downside risk	1.24	1.98	-0.73
Omega ratioGain probability vs. loss probability	1.15	1.25	-0.11
Calmar ratioReturn relative to maximum drawdown	1.02	2.00	-0.99
Martin ratioReturn relative to average drawdown	2.74	8.49	-5.76

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
CCJ Cameco Corporation	55	0.28	0.84	1.10	0.42	0.98
CEG Constellation Energy Corp	22	-0.52	-0.49	0.94	-0.59	-1.04
CRWD CrowdStrike Holdings, Inc.	80	1.43	2.06	1.26	1.84	4.40
LLY Eli Lilly and Company	83	1.48	2.10	1.28	2.44	6.60
MSFT Microsoft Corporation	28	-0.39	-0.39	0.95	-0.35	-0.63
NVDA NVIDIA Corporation	56	0.36	0.76	1.09	0.65	1.32

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 Consensus Kings 2026 Sharpe ratio is 0.80 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Consensus Kings 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

Consensus Kings 2026 provided a 0.44% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.44%	0.38%	0.44%	0.51%	0.64%	0.46%	0.66%	0.81%	0.96%	1.45%	1.62%	1.62%
Portfolio components:
CCJ Cameco Corporation	0.20%	0.19%	0.22%	0.20%	0.39%	0.29%	0.46%	0.67%	0.53%	4.33%	3.82%	3.24%
CEG Constellation Energy Corp	0.62%	0.44%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CRWD CrowdStrike Holdings, 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%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MSFT Microsoft Corporation	0.77%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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 Consensus Kings 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 Consensus Kings 2026 was 27.09%, occurring on Apr 4, 2025. Recovery took 35 trading sessions.

The current Consensus Kings 2026 drawdown is 2.58%.

Drawdown	Fall	Recovery	Underwater	Related event
-27.09%Apr 2025	2mo 10d	1mo 23d	4mo 3dJan 2025 - May 2025	2025 selloff2025
-22.93%Aug 2024	25d	2mo 14d	3mo 9dJul 2024 - Oct 2024	—
-20.70%May 2022	1mo 7d	8mo 26d	10mo 3dApr 2022 - Feb 2023	Bear market2022
-17.57%Mar 2026	5mo 1d	1mo 23d	6mo 24dOct 2025 - May 2026	—
-10.40%Jun 2026	23d	—	2moJun 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 6 assets, with an effective number of assets of 5.41, 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	1.81	1.56	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios.

Consensus Kings 2026 correlation to the S&P 500 Index

Consensus Kings 2026 has a 0.72 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) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while LLY has the lowest at 0.31.

0.31

0.46

0.47

0.58

0.70

0.71

Portfolio Correlations

Correlation vs. Consensus Kings 2026. NVDA has the highest portfolio correlation at 0.81, while LLY has the lowest at 0.41.

0.41

0.58

0.61

0.68

0.73

0.81

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	LLY	CEG	CCJ	CRWD	MSFT	NVDA
LLY	1.00	0.16	0.12	0.17	0.21	0.17
CEG	0.16	1.00	0.39	0.30	0.30	0.38
CCJ	0.12	0.39	1.00	0.33	0.32	0.40
CRWD	0.17	0.30	0.33	1.00	0.56	0.51
MSFT	0.21	0.30	0.32	0.56	1.00	0.59
NVDA	0.17	0.38	0.40	0.51	0.59	1.00

Based on daily historical returns since Feb 2, 2022

Diversification Analysis

Find what Consensus Kings 2026 is missing

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

Analyze Diversification