goma

The chart shows the growth of an initial investment of $10,000 in goma , 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 never rebalanced.

Based on dividend-adjusted daily data since Jan 12, 2024, goma 's average daily return is +0.08%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2024 with a return of +12.8%, while the worst month was Mar 2026 at -11.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, goma closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.9%, while the worst single day was Apr 4, 2025 at -8.5%.

goma has an annualized alpha of -6.85%, beta of 1.70, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio participated in 208.80% of S&P 500 Index downside but only 192.84% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -6.85% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 1.70 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

goma has an expense ratio of 0.92%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

goma ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

goma Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.48
• 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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

goma provided a 1.88% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the goma . 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 goma was 32.82%, occurring on Apr 8, 2025. Recovery took 90 trading sessions.

The current goma drawdown is 14.15%.

The chart below shows the rolling one-month volatility.