(no name)

Asset Allocation

Position	Category/Sector	Target Weight
AXP American Express Company	Financial Services	10%
CAH Cardinal Health, Inc.	Healthcare	10%
CAT Caterpillar Inc.	Industrials	10%
GS The Goldman Sachs Group, Inc.	Financial Services	10%
LLY Eli Lilly and Company	Healthcare	10%
LRCX Lam Research Corporation	Technology	10%
NEM Newmont Goldcorp Corporation	Basic Materials	10%
NOC Northrop Grumman Corporation	Industrials	10%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in (no name), 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 May 4, 1999, corresponding to the inception date of GS

Returns By Period

As of Apr 4, 2026, the (no name) returned 11.28% Year-To-Date and 26.32% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio (no name)	-0.42%	-0.12%	11.28%	26.96%	100.48%	42.34%	29.59%	26.32%
Portfolio components:
AXP American Express Company	-0.11%	-1.98%	-18.42%	-8.38%	29.80%	23.99%	17.15%	19.06%
CAH Cardinal Health, Inc.	0.96%	-0.67%	4.67%	39.26%	66.99%	43.13%	31.59%	13.07%
CAT Caterpillar Inc.	-1.79%	1.58%	25.49%	44.82%	152.39%	48.52%	27.57%	28.19%
GS The Goldman Sachs Group, Inc.	0.33%	3.30%	-1.30%	10.37%	87.11%	41.69%	24.33%	20.98%
LLY Eli Lilly and Company	-1.98%	-4.85%	-12.80%	11.75%	27.67%	39.72%	39.64%	31.19%
LRCX Lam Research Corporation	-1.61%	1.75%	27.76%	50.24%	272.38%	62.76%	29.23%	40.66%
NEM Newmont Goldcorp Corporation	0.23%	-1.76%	14.45%	31.95%	161.50%	35.39%	16.48%	18.66%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.92%	11.88%	16.66%	133.75%	56.27%	24.16%	32.63%
XOM Exxon Mobil Corporation	-0.06%	6.59%	34.42%	44.07%	59.30%	15.29%	27.66%	11.56%
NOC Northrop Grumman Corporation	0.79%	-5.07%	23.59%	16.09%	47.02%	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 May 5, 1999, (no name)'s average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, your 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 +18.8%, while the worst month was Oct 2008 at -22.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, (no name) closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 12, 2020 at -9.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	11.45%	4.64%	-5.72%	1.20%									11.28%
2025	6.79%	-1.57%	-1.08%	-0.25%	4.96%	11.38%	2.69%	3.17%	10.29%	8.34%	5.20%	3.05%	66.40%
2024	2.39%	7.11%	6.16%	-0.10%	2.42%	2.94%	3.17%	4.74%	0.49%	-2.50%	3.67%	-4.16%	28.99%
2023	6.82%	-4.95%	2.32%	1.73%	-0.18%	7.59%	1.76%	-0.43%	-2.79%	-2.42%	10.77%	4.83%	26.67%
2022	-0.77%	2.15%	5.39%	-4.54%	3.98%	-9.56%	6.57%	-2.21%	-7.67%	13.11%	9.22%	-3.99%	9.47%
2021	4.01%	8.38%	4.49%	2.94%	5.06%	0.85%	-0.69%	-0.78%	-4.52%	3.61%	-1.47%	7.48%	32.62%

Benchmark Metrics

Portfolio has an annualized alpha of 10.41%, beta of 0.98, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since May 05, 1999.

This portfolio captured 130.84% of S&P 500 Index gains but only 83.05% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.41% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.98 and R² of 0.80, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 10.41%

Beta: 0.98

R²: 0.80

Upside Capture: 130.84%

Downside Capture: 83.05%

Expense Ratio

(no name) 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

(no name) ranks 98 for risk / return — in the top 98% 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	3.55	0.88	+2.67
Sortino ratio Return per unit of downside risk	4.31	1.37	+2.94
Omega ratio Gain probability vs. loss probability	1.66	1.21	+0.45
Calmar ratio Return relative to maximum drawdown	5.76	1.39	+4.37
Martin ratio Return relative to average drawdown	25.85	6.43	+19.41
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
AXP American Express Company	50	0.33	0.67	1.10	0.52	1.47
CAH Cardinal Health, Inc.	89	1.88	2.85	1.40	4.49	10.26
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
GS The Goldman Sachs Group, Inc.	85	1.77	2.30	1.33	3.12	9.83
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
LRCX Lam Research Corporation	97	3.70	3.60	1.50	10.10	31.52
NEM Newmont Goldcorp Corporation	93	2.98	3.02	1.44	5.11	16.85
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
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.

(no name) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 3.55
5-Year: 1.67
10-Year: 1.37
All Time: 0.79

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 0.99 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 (no name) 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

(no name) provided a 1.15% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.15%	1.25%	1.67%	2.02%	2.27%	2.30%	2.56%	2.61%	2.69%	1.88%	2.03%	2.12%
Portfolio components:
AXP American Express Company	1.14%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
CAH Cardinal Health, Inc.	0.95%	0.99%	1.28%	1.98%	2.57%	3.80%	3.62%	3.80%	4.24%	3.00%	2.41%	1.68%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
GS The Goldman Sachs Group, Inc.	1.80%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
LRCX Lam Research Corporation	0.46%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%
NEM Newmont Goldcorp Corporation	0.89%	1.00%	2.69%	3.87%	4.66%	3.55%	1.74%	3.31%	1.62%	0.67%	0.37%	0.56%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
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 (no name). 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 (no name) was 56.74%, occurring on Nov 20, 2008. Recovery took 511 trading sessions.

The current (no name) drawdown is 5.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-56.74%	Jul 20, 2007	340	Nov 20, 2008	511	Dec 2, 2010	851
-36.32%	Apr 2, 2002	134	Oct 9, 2002	218	Aug 21, 2003	352
-31.91%	Feb 14, 2020	26	Mar 23, 2020	83	Jul 21, 2020	109
-22.06%	Jan 29, 2018	229	Dec 24, 2018	144	Jul 23, 2019	373
-21.55%	May 22, 2001	82	Sep 21, 2001	72	Jan 4, 2002	154

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 10 assets, with an effective number of assets of 10.00, 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	NEM	LLY	NOC	CAH	XOM	TSM	LRCX	GS	CAT	AXP	Portfolio
Benchmark	1.00	0.17	0.46	0.43	0.46	0.52	0.58	0.62	0.68	0.63	0.69	0.84
NEM	0.17	1.00	0.07	0.11	0.07	0.21	0.11	0.11	0.08	0.18	0.09	0.34
LLY	0.46	0.07	1.00	0.27	0.37	0.26	0.22	0.22	0.28	0.28	0.32	0.47
NOC	0.43	0.11	0.27	1.00	0.32	0.31	0.19	0.21	0.30	0.33	0.33	0.47
CAH	0.46	0.07	0.37	0.32	1.00	0.31	0.22	0.25	0.32	0.33	0.35	0.51
XOM	0.52	0.21	0.26	0.31	0.31	1.00	0.26	0.26	0.37	0.47	0.39	0.56
TSM	0.58	0.11	0.22	0.19	0.22	0.26	1.00	0.59	0.41	0.39	0.39	0.66
LRCX	0.62	0.11	0.22	0.21	0.25	0.26	0.59	1.00	0.44	0.41	0.40	0.70
GS	0.68	0.08	0.28	0.30	0.32	0.37	0.41	0.44	1.00	0.50	0.62	0.68
CAT	0.63	0.18	0.28	0.33	0.33	0.47	0.39	0.41	0.50	1.00	0.50	0.69
AXP	0.69	0.09	0.32	0.33	0.35	0.39	0.39	0.40	0.62	0.50	1.00	0.68
Portfolio	0.84	0.34	0.47	0.47	0.51	0.56	0.66	0.70	0.68	0.69	0.68	1.00

The correlation results are calculated based on daily price changes starting from May 5, 1999

(no name)

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