Goal Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 13% |
ASML ASML Holding N.V. | Technology | 12% |
BLDR Builders FirstSource, Inc. | Industrials | 18% |
CG The Carlyle Group Inc. | Financial Services | 10% |
CP Canadian Pacific Railway Limited | Industrials | 7% |
FAST Fastenal Company | Industrials | 11% |
META Meta Platforms, Inc. | Communication Services | 9% |
RHM.DE Rheinmetall AG | Industrials | 7% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 13% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goal 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 Quarterly
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Oct 17, 2024, the Goal Portfolio returned 24.32% Year-To-Date and 31.31% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Goal Portfolio | 24.32% | 1.93% | 4.74% | 55.34% | 31.03% | 31.24% |
| Portfolio components: | ||||||
BLDR Builders FirstSource, Inc. | 18.76% | 2.25% | 8.76% | 77.17% | 52.41% | 41.83% |
RMS.PA Hermès International Société en commandite par actions | 6.10% | 4.33% | -9.35% | 26.50% | 25.95% | 22.77% |
AMZN Amazon.com, Inc. | 23.00% | 0.01% | 4.28% | 45.86% | 15.87% | 27.67% |
ASML ASML Holding N.V. | -9.18% | -15.16% | -22.81% | 18.16% | 22.40% | 22.72% |
CG The Carlyle Group Inc. | 24.47% | 17.69% | 15.04% | 76.95% | 16.38% | 11.62% |
META Meta Platforms, Inc. | 63.44% | 7.55% | 15.17% | 82.52% | 24.81% | 21.77% |
CP Canadian Pacific Railway Limited | 4.21% | -5.22% | -2.00% | 16.39% | -15.80% | 8.80% |
RHM.DE Rheinmetall AG | 66.85% | -2.67% | -2.72% | 87.80% | 37.69% | 30.64% |
FAST Fastenal Company | 22.14% | 10.17% | 16.54% | 36.23% | 19.38% | 16.83% |
Monthly Returns
The table below presents the monthly returns of Goal Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.11% | 14.74% | 4.80% | -8.19% | -0.41% | -1.48% | 6.14% | -0.21% | 4.01% | 24.32% | |||
| 2023 | 18.77% | 0.91% | 7.86% | 2.84% | 5.89% | 9.87% | 4.10% | -3.53% | -8.18% | -0.84% | 12.38% | 11.03% | 76.48% |
| 2022 | -10.80% | -0.01% | 7.43% | -11.96% | -0.57% | -10.67% | 15.66% | -8.80% | -9.63% | 2.27% | 13.26% | -4.88% | -21.31% |
| 2021 | -1.98% | 4.64% | 5.94% | 7.89% | 1.07% | 1.34% | 3.62% | 4.96% | -5.67% | 9.44% | 5.08% | 4.76% | 48.40% |
| 2020 | -0.58% | -6.81% | -14.94% | 19.03% | 12.37% | 4.15% | 7.23% | 9.71% | -2.12% | -2.70% | 13.34% | 7.72% | 50.19% |
| 2019 | 16.71% | 1.65% | 1.75% | 9.37% | -5.89% | 11.48% | 0.47% | 0.95% | 4.07% | 5.61% | 4.47% | -2.12% | 57.89% |
| 2018 | 7.79% | -3.79% | 0.19% | -0.56% | 6.63% | -4.58% | 5.42% | -0.90% | -2.82% | -12.56% | 2.47% | 15.60% | 10.55% |
| 2017 | 7.33% | 3.34% | 7.08% | 3.29% | -0.81% | 2.96% | 4.42% | 2.23% | 5.56% | 3.81% | 4.26% | 3.21% | 57.70% |
| 2016 | -7.01% | 1.59% | 12.89% | 1.04% | 1.40% | -2.00% | 10.11% | 0.83% | -2.61% | -5.11% | 4.16% | -0.68% | 13.65% |
| 2015 | -3.81% | 3.02% | 2.08% | 21.98% | -0.53% | -0.46% | 7.07% | -5.46% | -5.38% | 6.42% | 2.85% | -5.23% | 21.36% |
| 2014 | -1.15% | 6.08% | -0.65% | -5.48% | 0.33% | 5.43% | -6.10% | 4.05% | -6.34% | -0.87% | 4.35% | 2.69% | 1.24% |
| 2013 | 12.02% | -0.67% | -2.08% | 2.16% | 4.07% | -6.68% | 9.43% | -2.14% | 10.35% | 9.25% | 0.17% | 3.26% | 44.34% |
Expense Ratio
Goal Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Goal Portfolio is 60, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | 1.98 | 2.41 | 1.36 | 2.33 | 5.28 |
RMS.PA Hermès International Société en commandite par actions | 0.76 | 1.30 | 1.16 | 0.98 | 2.17 |
AMZN Amazon.com, Inc. | 2.01 | 2.75 | 1.36 | 1.50 | 9.31 |
ASML ASML Holding N.V. | 0.41 | 0.81 | 1.12 | 0.48 | 1.39 |
CG The Carlyle Group Inc. | 2.54 | 3.08 | 1.42 | 1.68 | 8.56 |
META Meta Platforms, Inc. | 2.60 | 3.53 | 1.50 | 3.79 | 15.78 |
CP Canadian Pacific Railway Limited | 0.88 | 1.31 | 1.17 | 0.26 | 2.21 |
RHM.DE Rheinmetall AG | 2.79 | 3.23 | 1.44 | 5.32 | 12.58 |
FAST Fastenal Company | 1.78 | 2.71 | 1.37 | 1.94 | 3.87 |
Dividends
Dividend yield
Goal Portfolio granted a 0.91% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Goal Portfolio | 0.91% | 0.98% | 1.10% | 0.76% | 1.42% | 1.12% | 1.58% | 1.16% | 1.80% | 2.79% | 1.25% | 1.11% |
| Portfolio components: | ||||||||||||
BLDR Builders FirstSource, 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% |
RMS.PA Hermès International Société en commandite par actions | 0.66% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
AMZN Amazon.com, 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% |
ASML ASML Holding N.V. | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
CG The Carlyle Group Inc. | 2.83% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CP Canadian Pacific Railway Limited | 0.69% | 0.71% | 0.78% | 1.66% | 3.82% | 0.93% | 0.21% | 0.93% | 0.99% | 0.84% | 0.65% | 0.89% |
RHM.DE Rheinmetall AG | 1.18% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% | 4.01% |
FAST Fastenal Company | 2.44% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Goal 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 Goal Portfolio was 35.51%, occurring on Mar 18, 2020. Recovery took 49 trading sessions.
The current Goal Portfolio drawdown is 2.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.51% | Feb 20, 2020 | 20 | Mar 18, 2020 | 49 | May 27, 2020 | 69 |
| -31.28% | Dec 29, 2021 | 207 | Oct 14, 2022 | 78 | Feb 2, 2023 | 285 |
| -22.95% | Nov 9, 2015 | 51 | Jan 20, 2016 | 94 | Jun 1, 2016 | 145 |
| -22.37% | Jul 23, 2018 | 105 | Dec 14, 2018 | 2 | Dec 18, 2018 | 107 |
| -17.48% | Mar 7, 2014 | 156 | Oct 13, 2014 | 127 | Apr 13, 2015 | 283 |
Volatility
Volatility Chart
The current Goal Portfolio volatility is 5.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| RHM.DE | RMS.PA | META | BLDR | CP | FAST | CG | AMZN | ASML | |
|---|---|---|---|---|---|---|---|---|---|
| RHM.DE | 1.00 | 0.32 | 0.16 | 0.22 | 0.25 | 0.20 | 0.25 | 0.16 | 0.30 |
| RMS.PA | 0.32 | 1.00 | 0.17 | 0.23 | 0.27 | 0.20 | 0.27 | 0.25 | 0.37 |
| META | 0.16 | 0.17 | 1.00 | 0.30 | 0.26 | 0.30 | 0.34 | 0.56 | 0.41 |
| BLDR | 0.22 | 0.23 | 0.30 | 1.00 | 0.33 | 0.41 | 0.39 | 0.32 | 0.38 |
| CP | 0.25 | 0.27 | 0.26 | 0.33 | 1.00 | 0.41 | 0.37 | 0.32 | 0.40 |
| FAST | 0.20 | 0.20 | 0.30 | 0.41 | 0.41 | 1.00 | 0.37 | 0.37 | 0.41 |
| CG | 0.25 | 0.27 | 0.34 | 0.39 | 0.37 | 0.37 | 1.00 | 0.36 | 0.40 |
| AMZN | 0.16 | 0.25 | 0.56 | 0.32 | 0.32 | 0.37 | 0.36 | 1.00 | 0.47 |
| ASML | 0.30 | 0.37 | 0.41 | 0.38 | 0.40 | 0.41 | 0.40 | 0.47 | 1.00 |