Goldman 1

Asset Allocation

Position	Category/Sector	Target Weight
SQM Sociedad Química y Minera de Chile S.A.	Basic Materials	29.90%
NOC Northrop Grumman Corporation	Industrials	10.50%
LHX L3Harris Technologies, Inc.	Industrials	10.01%
BAC Bank of America Corporation	Financial Services	10%
ICE Intercontinental Exchange, Inc.	Financial Services	10%
DE Deere & Company	Industrials	9.90%
MET MetLife, Inc.	Financial Services	9.90%
WFC Wells Fargo & Company	Financial Services	9.80%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for Goldman 1

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman 1, 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.

Loading charts...

Returns By Period

As of Jun 13, 2026, the Goldman 1 returned 10.58% Year-To-Date and 18.88% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Goldman 1	2.05%	2.29%	10.58%	12.00%	50.63%	18.29%	15.28%	18.88%
Portfolio components:
BAC Bank of America Corporation	2.31%	13.79%	3.72%	3.46%	30.78%	27.43%	8.79%	18.19%
DE Deere & Company	1.55%	0.49%	24.40%	19.88%	14.81%	14.77%	12.54%	23.07%
ICE Intercontinental Exchange, Inc.	1.12%	-9.75%	-12.95%	-13.36%	-20.53%	10.22%	5.87%	11.91%
LHX L3Harris Technologies, Inc.	-1.40%	0.46%	5.64%	8.07%	21.71%	19.98%	8.77%	16.45%
MET MetLife, Inc.	1.44%	12.20%	14.21%	9.74%	18.30%	20.82%	10.04%	14.00%
NOC Northrop Grumman Corporation	-0.40%	0.17%	-2.75%	-2.67%	12.44%	8.64%	9.73%	11.53%
SQM Sociedad Química y Minera de Chile S.A.	4.57%	-3.09%	23.66%	29.46%	160.00%	7.11%	16.73%	18.11%
WFC Wells Fargo & Company	1.61%	13.47%	-9.20%	-8.77%	18.25%	28.38%	15.64%	8.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 16, 2005, Goldman 1's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +21.9%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Goldman 1 closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +20.1%, while the worst single day was Mar 16, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.87%	0.37%	-1.35%	4.96%	-4.08%	1.89%							10.58%
2025	7.34%	-0.79%	-0.22%	-5.67%	2.12%	6.72%	3.72%	7.92%	-0.62%	2.26%	10.04%	4.82%	43.35%
2024	-8.91%	6.52%	3.74%	-3.45%	1.77%	-4.21%	1.42%	3.18%	3.21%	-1.39%	6.24%	-7.36%	-0.69%
2023	7.58%	-3.90%	-8.89%	-3.98%	-5.31%	10.31%	3.99%	-7.29%	-3.30%	-6.34%	6.58%	11.44%	-2.02%
2022	4.06%	10.07%	10.46%	-10.04%	13.56%	-12.05%	9.57%	0.75%	-7.27%	12.33%	4.59%	-9.23%	24.10%
2021	-0.20%	10.51%	5.54%	4.04%	-3.63%	1.02%	0.02%	5.44%	-0.79%	5.72%	0.37%	-3.13%	26.79%

Benchmark Metrics

Goldman 1 has an annualized alpha of 6.50%, beta of 1.18, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since November 16, 2005.

This portfolio captured 121.36% of S&P 500 Index gains but only 89.91% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 6.50% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 6.50%

Beta: 1.18

R²: 0.69

Upside Capture: 121.36%

Downside Capture: 89.91%

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

Expense Ratio

Goldman 1 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

Goldman 1 ranks 76 for risk / return — better than 76% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Goldman 1 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	2.46	1.86	+0.60
Sortino ratioReturn per unit of downside risk	3.26	2.53	+0.73
Omega ratioGain probability vs. loss probability	1.39	1.34	+0.06
Calmar ratioReturn relative to maximum drawdown	4.59	2.53	+2.06
Martin ratioReturn relative to average drawdown	13.87	11.37	+2.50

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
BAC Bank of America Corporation	75	1.36	1.85	1.24	1.64	4.21
DE Deere & Company	56	0.44	0.89	1.11	0.67	1.38
ICE Intercontinental Exchange, Inc.	9	-0.95	-1.21	0.85	-0.80	-1.50
LHX L3Harris Technologies, Inc.	68	1.02	1.54	1.18	1.22	3.16
MET MetLife, Inc.	61	0.69	1.04	1.13	0.91	2.48
NOC Northrop Grumman Corporation	54	0.47	0.87	1.11	0.40	1.02
SQM Sociedad Química y Minera de Chile S.A.	94	3.05	3.41	1.40	6.77	19.12
WFC Wells Fargo & Company	57	0.59	0.94	1.12	0.68	1.54

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.

The current Goldman 1 Sharpe ratio is 2.46 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Goldman 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

Goldman 1 provided a 1.70% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.70%	1.30%	1.54%	3.98%	4.28%	2.34%	2.10%	2.83%	3.27%	3.19%	2.81%	2.11%
Portfolio components:
BAC Bank of America Corporation	2.72%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
DE Deere & Company	1.12%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%
ICE Intercontinental Exchange, Inc.	1.05%	1.19%	1.21%	1.31%	1.48%	0.97%	1.04%	1.19%	1.27%	1.13%	1.21%	1.13%
LHX L3Harris Technologies, Inc.	1.59%	1.64%	2.21%	2.17%	2.15%	1.91%	1.80%	1.45%	1.86%	1.55%	2.01%	2.23%
MET MetLife, Inc.	2.58%	2.85%	2.63%	3.12%	2.74%	3.04%	3.88%	3.41%	4.04%	14.52%	2.92%	3.06%
NOC Northrop Grumman Corporation	1.71%	1.58%	1.72%	1.57%	1.24%	1.59%	1.86%	1.50%	1.92%	1.27%	1.50%	1.64%
SQM Sociedad Química y Minera de Chile S.A.	1.37%	0.18%	0.59%	8.34%	9.66%	3.92%	1.64%	4.55%	5.37%	2.73%	4.77%	2.00%
WFC Wells Fargo & Company	2.15%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman 1. 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 Goldman 1 was 55.75%, occurring on Mar 6, 2009. Recovery took 214 trading sessions.

The current Goldman 1 drawdown is 5.19%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-55.75%Mar 2009	8mo 20d	10mo 11d	1y 6moJun 2008 - Jan 2010
COVID crash2020	-44.25%Mar 2020	2y 2mo	7mo 22d	2y 10moJan 2018 - Nov 2020
2011 bear market2011	-28.93%Oct 2011	7mo 21d	11mo 10d	1y 6moFeb 2011 - Sep 2012
2023 bear market2023	-26.56%Oct 2023	11mo 23d	1y 8mo	2y 8moNov 2022 - Jul 2025
2016 bear market2016	-20.26%Feb 2016	11mo 20d	2mo 9d	1y 1moFeb 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 6.26, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.65	1.56	1.48	1.41	1.39

The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Goldman 1 correlation to the S&P 500 Index

Goldman 1 has a 0.46 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) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Nov 16, 2005	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. MET has the highest benchmark correlation at 0.67, while NOC has the lowest at 0.46.

0.46

0.47

0.52

0.53

0.58

WFC

0.63

BAC

0.64

MET

0.67

Portfolio Correlations

Correlation vs. Goldman 1. SQM has the highest portfolio correlation at 0.80, while NOC has the lowest at 0.48.

NOC

0.48

ICE

0.51

LHX

0.56

0.63

0.65

0.67

0.69

0.80

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SQM	ICE	NOC	LHX	DE	WFC	BAC	MET
SQM	1.00	0.24	0.21	0.29	0.41	0.32	0.34	0.36
ICE	0.24	1.00	0.32	0.35	0.33	0.38	0.39	0.41
NOC	0.21	0.32	1.00	0.56	0.36	0.34	0.33	0.40
LHX	0.29	0.35	0.56	1.00	0.42	0.39	0.37	0.44
DE	0.41	0.33	0.36	0.42	1.00	0.43	0.45	0.49
WFC	0.32	0.38	0.34	0.39	0.43	1.00	0.76	0.68
BAC	0.34	0.39	0.33	0.37	0.45	0.76	1.00	0.69
MET	0.36	0.41	0.40	0.44	0.49	0.68	0.69	1.00

The correlation results are calculated based on daily price changes starting from Nov 16, 2005

Diversification Analysis

Find what Goldman 1 is missing

See which holdings overlap, where Goldman 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification