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New 20026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in New 20026, 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 6 months.


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The earliest data available for this chart is May 26, 2025, corresponding to the inception date of QUTM.DE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.15%-2.40%-2.84%-1.72%22.06%14.63%10.49%12.16%
Portfolio
New 20026
-0.88%-1.98%2.99%1.42%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
-0.80%1.11%6.40%15.56%45.92%18.26%12.36%10.51%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
-0.30%-1.70%4.23%6.09%38.86%13.73%4.89%8.20%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
-0.23%-0.76%3.69%6.55%35.31%12.48%6.14%
JP40.DE
Amundi JPX Nikkei 400 UCITS ETF EUR
-1.87%-0.07%7.80%8.32%35.04%14.78%7.67%8.82%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
-3.06%-5.89%4.29%-7.48%116.24%44.76%
QUTM.DE
VanEck Quantum Computing UCITS ETF A USD Acc
-0.88%-4.64%-8.36%-16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 27, 2025, New 20026's average daily return is +0.10%, while the average monthly return is +1.78%. At this rate, your investment would double in approximately 3.3 years.

Historically, 75% of months were positive and 25% were negative. The best month was Oct 2025 with a return of +8.4%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, New 20026 closed higher 53% of trading days. The best single day was Apr 1, 2026 with a return of +4.2%, while the worst single day was Mar 3, 2026 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.01%3.24%-8.94%2.38%2.99%
2025-1.46%3.00%4.57%1.29%6.81%8.37%-5.43%0.57%18.35%

Benchmark Metrics

New 20026 has an annualized alpha of 19.74%, beta of 0.77, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since May 27, 2025.

  • This portfolio captured 217.58% of S&P 500 Index gains and 128.75% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.30 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
19.74%
Beta
0.77
0.30
Upside Capture
217.58%
Downside Capture
128.75%

Expense Ratio

New 20026 has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
953.224.251.616.9525.36
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
802.343.171.433.2712.01
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
832.233.111.424.6716.88
JP40.DE
Amundi JPX Nikkei 400 UCITS ETF EUR
621.231.791.253.1810.69
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
822.753.281.404.3011.37
QUTM.DE
VanEck Quantum Computing UCITS ETF A USD Acc

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for New 20026. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


New 20026 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 New 20026. 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 New 20026 was 10.01%, occurring on Nov 21, 2025. Recovery took 30 trading sessions.

The current New 20026 drawdown is 6.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.01%Oct 31, 202516Nov 21, 202530Jan 9, 202646
-9.36%Feb 26, 202624Mar 31, 2026
-4.88%Oct 16, 20255Oct 22, 20254Oct 28, 20259
-3.33%Jan 16, 202615Feb 5, 20262Feb 9, 202617
-3.32%Jul 31, 20252Aug 1, 20256Aug 11, 20258

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 6.00, 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.

BenchmarkJP40.DENUKL.DEIS3N.DEQUTM.DEIS3S.DEIUSN.DEPortfolio
Benchmark1.000.310.430.500.470.590.600.57
JP40.DE0.311.000.350.430.400.680.580.60
NUKL.DE0.430.351.000.550.670.460.560.86
IS3N.DE0.500.430.551.000.550.680.650.74
QUTM.DE0.470.400.670.551.000.580.670.86
IS3S.DE0.590.680.460.680.581.000.820.75
IUSN.DE0.600.580.560.650.670.821.000.81
Portfolio0.570.600.860.740.860.750.811.00
The correlation results are calculated based on daily price changes starting from May 27, 2025