Goldman 1

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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.

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The earliest data available for this chart is Nov 16, 2005, corresponding to the inception date of ICE

Returns By Period

As of Apr 2, 2026, the Goldman 1 returned 10.25% Year-To-Date and 19.87% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Goldman 1	1.00%	3.24%	10.25%	30.51%	48.09%	17.96%	15.46%	19.87%
Portfolio components:
LHX L3Harris Technologies, Inc.	0.59%	-2.92%	21.69%	21.15%	70.88%	23.93%	14.08%	18.78%
DE Deere & Company	0.88%	-6.75%	24.02%	25.46%	23.86%	13.09%	10.56%	24.46%
SQM Sociedad Química y Minera de Chile S.A.	1.70%	20.94%	20.94%	86.82%	109.60%	5.04%	13.45%	20.09%
BAC Bank of America Corporation	0.22%	-0.62%	-9.71%	-1.11%	20.65%	23.14%	7.14%	16.38%
MET MetLife, Inc.	-0.63%	-2.68%	-9.77%	-11.79%	-11.72%	10.21%	5.97%	11.08%
WFC Wells Fargo & Company	0.04%	-2.34%	-13.09%	1.15%	13.96%	32.15%	17.98%	8.19%
ICE Intercontinental Exchange, Inc.	3.10%	-0.77%	0.95%	1.87%	-3.25%	17.10%	8.77%	14.61%
NOC Northrop Grumman Corporation	0.79%	-7.46%	23.59%	16.96%	39.36%	16.31%	18.77%	15.15%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 17, 2005, Goldman 1's average daily return is +0.08%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 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%	2.28%									10.25%
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 7.22%, beta of 1.18, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 17, 2005.

This portfolio captured 125.70% of S&P 500 Index gains but only 90.82% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 7.22%

Beta: 1.18

R²: 0.70

Upside Capture: 125.70%

Downside Capture: 90.82%

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 88 for risk / return — in the top 88% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.15	0.88	+1.27
Sortino ratio Return per unit of downside risk	2.80	1.37	+1.43
Omega ratio Gain probability vs. loss probability	1.38	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	3.42	1.39	+2.03
Martin ratio Return relative to average drawdown	14.32	6.43	+7.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
LHX L3Harris Technologies, Inc.	95	2.87	3.75	1.49	6.69	18.63
DE Deere & Company	64	0.80	1.42	1.17	1.30	2.65
SQM Sociedad Química y Minera de Chile S.A.	88	2.14	2.69	1.33	4.42	10.82
BAC Bank of America Corporation	63	0.77	1.11	1.17	1.21	3.25
MET MetLife, Inc.	18	-0.41	-0.39	0.95	-0.59	-1.44
WFC Wells Fargo & Company	54	0.48	0.81	1.11	0.68	2.09
ICE Intercontinental Exchange, Inc.	31	-0.14	-0.04	0.99	-0.17	-0.34
NOC Northrop Grumman Corporation	78	1.36	1.85	1.28	2.51	5.38

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.

Goldman 1 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.15
5-Year: 0.70
10-Year: 0.84
All Time: 0.60

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 1.00 to 1.69, 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.

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Dividends

Dividend yield

Goldman 1 provided a 1.30% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.30%	1.30%	1.54%	3.98%	4.28%	2.34%	2.10%	2.83%	3.27%	3.19%	2.81%	2.11%
Portfolio components:
LHX L3Harris Technologies, Inc.	1.36%	1.64%	2.21%	2.17%	2.15%	1.91%	1.80%	1.45%	1.86%	1.55%	2.01%	2.23%
DE Deere & Company	1.13%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%
SQM Sociedad Química y Minera de Chile S.A.	0.15%	0.18%	0.59%	8.34%	9.66%	3.92%	1.64%	4.55%	5.37%	2.73%	4.77%	2.00%
BAC Bank of America Corporation	2.23%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
MET MetLife, Inc.	3.21%	2.85%	2.63%	3.12%	2.74%	3.04%	3.88%	3.41%	4.04%	14.52%	2.92%	3.06%
WFC Wells Fargo & Company	2.17%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%
ICE Intercontinental Exchange, Inc.	1.20%	1.19%	1.21%	1.31%	1.48%	0.97%	1.04%	1.19%	1.27%	1.13%	1.21%	1.13%
NOC Northrop Grumman Corporation	1.32%	1.58%	1.72%	1.57%	1.24%	1.59%	1.86%	1.50%	1.92%	1.27%	1.50%	1.64%

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 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 2.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-55.75%	Jun 19, 2008	180	Mar 6, 2009	214	Jan 11, 2010	394
-44.25%	Jan 12, 2018	551	Mar 23, 2020	162	Nov 10, 2020	713
-28.93%	Feb 14, 2011	161	Oct 3, 2011	235	Sep 7, 2012	396
-26.56%	Nov 11, 2022	242	Oct 30, 2023	431	Jul 22, 2025	673
-20.26%	Feb 26, 2015	243	Feb 11, 2016	47	Apr 20, 2016	290

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 8 assets, with an effective number of assets of 6.26, 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.

	Benchmark	SQM	NOC	ICE	LHX	DE	WFC	BAC	MET	Portfolio
Benchmark	1.00	0.47	0.47	0.53	0.54	0.58	0.64	0.64	0.67	0.74
SQM	0.47	1.00	0.21	0.24	0.29	0.41	0.32	0.34	0.36	0.80
NOC	0.47	0.21	1.00	0.32	0.56	0.36	0.34	0.33	0.40	0.48
ICE	0.53	0.24	0.32	1.00	0.35	0.34	0.38	0.39	0.41	0.51
LHX	0.54	0.29	0.56	0.35	1.00	0.42	0.39	0.37	0.44	0.56
DE	0.58	0.41	0.36	0.34	0.42	1.00	0.43	0.45	0.50	0.63
WFC	0.64	0.32	0.34	0.38	0.39	0.43	1.00	0.76	0.68	0.65
BAC	0.64	0.34	0.33	0.39	0.37	0.45	0.76	1.00	0.69	0.67
MET	0.67	0.36	0.40	0.41	0.44	0.50	0.68	0.69	1.00	0.69
Portfolio	0.74	0.80	0.48	0.51	0.56	0.63	0.65	0.67	0.69	1.00

The correlation results are calculated based on daily price changes starting from Nov 17, 2005

Goldman 1

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table