Asset Allocation
Find the right asset allocation for 2026 Outlook
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, 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 | 0.97% | -0.65% | 10.34% | 10.94% | 39.24% | 28.21% | 16.61% | — |
| 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's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, an investment would double in approximately 3.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 Outlook closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Jun 11, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.95% | 4.64% | -6.15% | 8.00% | -0.79% | -2.86% | 10.34% | ||||||
| 2025 | 4.70% | -0.88% | -1.35% | 0.98% | 5.71% | 5.62% | 3.01% | 6.11% | 6.85% | 1.04% | 2.22% | 1.87% | 41.84% |
| 2024 | -1.76% | 2.40% | 5.84% | 1.48% | 4.96% | -1.04% | 5.24% | 1.57% | 1.72% | 0.78% | 5.71% | -4.20% | 24.55% |
| 2023 | 7.83% | -3.84% | 2.06% | 1.62% | -1.85% | 3.72% | 4.52% | -1.52% | -4.24% | -2.01% | 7.49% | 4.67% | 18.97% |
| 2022 | -1.51% | 1.21% | 2.04% | -5.75% | 1.02% | -7.01% | 5.20% | -4.16% | -8.83% | 8.22% | 7.76% | -2.57% | -5.95% |
| 2021 | 0.33% | 4.95% | 2.97% | 4.39% | 3.41% | -0.93% | 0.51% | 0.48% | -4.99% | 6.14% | -3.89% | 3.66% | 17.65% |
Benchmark Metrics
2026 Outlook has an annualized alpha of 8.23%, beta of 0.77, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.73%) than losses (69.37%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 8.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 8.23%
- Beta
- 0.77
- R²
- 0.72
- Upside Capture
- 94.73%
- Downside Capture
- 69.37%
Expense Ratio
2026 Outlook has an expense ratio of 0.17%, 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 ranks 80 for risk / return — better than 80% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 Outlook 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 | 2.52 | 1.86 | +0.66 |
| Sortino ratioReturn per unit of downside risk | 3.26 | 2.53 | +0.73 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 2.53 | +1.64 |
| Martin ratioReturn relative to average drawdown | 16.04 | 11.37 | +4.66 |
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 provided a 2.09% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 2.32% | 2.38% | 2.35% | 2.21% | 1.90% | 1.86% | 2.38% | 2.08% | 1.49% | 1.25% | 1.45% |
| 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. 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 was 20.28%, occurring on Sep 27, 2022. Recovery took 180 trading sessions.
The current 2026 Outlook drawdown is 4.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -20.28%Sep 2022 | 5mo 9d | 8mo 21d | 1y 1moApr 2022 - Jun 2023 |
2025 selloff2025 | -12.56%Apr 2025 | 1mo 18d | 1mo 4d | 2mo 22dFeb 2025 - May 2025 |
2026 pullback2026 | -9.34%Mar 2026 | 27d | 18d | 1mo 15dMar 2026 - Apr 2026 |
2020 pullback2020 | -8.75%Sep 2020 | 20d | 1mo 17d | 2mo 7dSep 2020 - Nov 2020 |
2023 pullback2023 | -8.28%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
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 14.00, 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 | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.66 | 1.57 | 1.51 | 1.51 |
The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026 Outlook correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.82 |
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 is missing
See which holdings overlap, where 2026 Outlook is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification