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Goal Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Goal Portfolio

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

BLDR 18%RMS.PA 13%AMZN 13%ASML 12%FAST 11%CG 10%META 9%CP 7%RHM.DE 7%EquityEquity
PositionCategory/SectorTarget 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%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Jun 3, 2025, the Goal Portfolio returned 12.57% Year-To-Date and 29.22% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Goal Portfolio12.57%5.15%5.56%20.03%31.16%29.22%
Portfolio components:
BLDR
Builders FirstSource, Inc.		-26.10%-7.45%-42.74%-30.56%36.55%23.94%
RMS.PA
Hermès International Société en commandite par actions		15.30%-0.08%20.37%17.11%26.96%22.62%
AMZN
Amazon.com, Inc.		-5.81%8.77%-3.18%15.87%10.77%25.48%
ASML
ASML Holding N.V.		8.25%8.14%4.48%-21.97%17.66%22.38%
CG
The Carlyle Group Inc.		-9.44%11.42%-12.88%6.95%12.05%10.13%
META
Meta Platforms, Inc.		14.69%12.37%9.51%41.02%23.97%23.43%
CP
Canadian Pacific Railway Limited		12.65%8.57%8.04%5.29%10.21%-6.43%
RHM.DE
Rheinmetall AG		227.39%17.58%213.84%258.83%90.50%47.62%
FAST
Fastenal Company		15.68%-0.37%0.45%32.19%19.18%19.21%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202512.46%-3.43%-3.76%0.06%7.79%-0.15%12.57%
20245.15%14.77%4.80%-8.19%-0.33%-1.50%6.21%-0.21%4.02%-3.75%6.56%-4.73%22.80%
202318.77%0.92%7.87%2.90%5.91%9.86%4.17%-3.53%-8.18%-0.84%12.39%11.10%76.85%
2022-10.81%-0.01%7.46%-11.91%-0.58%-10.67%15.76%-8.84%-9.60%2.34%13.29%-4.93%-21.16%
2021-1.99%4.71%5.87%7.95%1.01%1.40%3.68%4.96%-5.69%9.45%5.08%4.78%48.57%
2020-0.67%-6.75%-14.97%18.90%12.46%4.15%7.36%9.51%-2.11%-2.62%13.36%7.59%49.96%
201916.93%1.60%1.77%9.28%-5.90%11.57%0.61%0.93%4.04%5.61%4.45%3.70%67.66%
20187.87%-3.72%0.17%-0.50%6.51%-4.72%5.68%-0.81%-2.88%-12.54%2.55%-10.82%-14.48%
20177.11%3.53%7.12%3.16%-0.90%3.11%4.22%2.37%5.51%3.85%4.19%-3.49%47.17%
2016-6.81%1.49%12.66%0.95%1.59%-2.00%9.88%0.99%-2.65%-4.99%4.29%25.86%44.29%
2015-3.73%2.94%2.24%21.56%-0.41%-0.12%6.81%-5.36%-5.23%6.33%2.90%-5.18%21.76%
2014-1.02%5.83%-0.55%-5.53%0.37%5.38%-5.97%4.11%-6.33%-0.75%4.22%2.74%1.42%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Goal Portfolio 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Goal Portfolio is 63, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Goal Portfolio is 6363
Overall Rank
The Sharpe Ratio Rank of Goal Portfolio is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of Goal Portfolio is 6262
Sortino Ratio Rank
The Omega Ratio Rank of Goal Portfolio is 5454
Omega Ratio Rank
The Calmar Ratio Rank of Goal Portfolio is 7878
Calmar Ratio Rank
The Martin Ratio Rank of Goal Portfolio is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BLDR
Builders FirstSource, Inc.		-0.79-0.810.91-0.56-1.16
RMS.PA
Hermès International Société en commandite par actions		0.591.201.150.942.60
AMZN
Amazon.com, Inc.		0.490.671.090.340.86
ASML
ASML Holding N.V.		-0.44-0.590.92-0.61-0.91
CG
The Carlyle Group Inc.		0.180.711.100.370.88
META
Meta Platforms, Inc.		1.181.501.200.992.98
CP
Canadian Pacific Railway Limited		0.130.591.070.070.63
RHM.DE
Rheinmetall AG		5.465.591.7714.8938.21
FAST
Fastenal Company		1.102.231.281.684.97

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.

Goal Portfolio Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

  • 1-Year: 0.81
  • 5-Year: 1.26
  • 10-Year: 1.14
  • All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.14, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Goal Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Goal Portfolio provided a 0.94% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.94%1.04%1.22%1.25%0.80%1.47%1.32%1.73%1.29%1.88%2.97%1.39%
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		1.09%1.08%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%2.09%0.92%
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.		0.91%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%
CG
The Carlyle Group Inc.		3.11%2.77%3.38%4.11%1.82%3.18%4.24%7.87%5.41%11.02%21.70%6.84%
META
Meta Platforms, Inc.		0.30%0.34%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		0.67%0.76%0.72%0.77%0.84%0.76%0.93%1.07%0.93%0.04%0.17%0.13%
RHM.DE
Rheinmetall AG		0.45%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
FAST
Fastenal Company		2.49%3.25%4.91%3.93%2.62%5.22%4.13%3.71%3.51%3.83%3.43%3.68%

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 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 35.43%, occurring on Mar 18, 2020. Recovery took 52 trading sessions.

The current Goal Portfolio drawdown is 2.03%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.43%Feb 14, 202024Mar 18, 202052Jun 1, 202076
-31.18%Dec 29, 2021207Oct 14, 202278Feb 2, 2023285
-28.56%Jul 23, 2018111Dec 24, 201887Apr 29, 2019198
-23.11%Nov 9, 201551Jan 20, 201695Jun 2, 2016146
-17.47%Mar 7, 2014156Oct 13, 2014127Apr 13, 2015283
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 9 assets, with an effective number of assets of 8.29, 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.
^GSPCRHM.DERMS.PAMETACPFASTBLDRCGAMZNASMLPortfolio
^GSPC1.000.280.330.560.560.600.530.570.640.650.80
RHM.DE0.281.000.330.140.220.190.200.240.140.260.41
RMS.PA0.330.331.000.170.260.200.220.270.240.340.47
META0.560.140.171.000.270.290.300.350.570.410.57
CP0.560.220.260.271.000.410.340.380.320.400.55
FAST0.600.190.200.290.411.000.410.370.360.400.59
BLDR0.530.200.220.300.340.411.000.400.330.380.75
CG0.570.240.270.350.380.370.401.000.370.400.63
AMZN0.640.140.240.570.320.360.330.371.000.470.64
ASML0.650.260.340.410.400.400.380.400.471.000.69
Portfolio0.800.410.470.570.550.590.750.630.640.691.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
Go to the full Correlations tool for more customization options