Diversified Portfolio v1

Asset Allocation

Position	Category/Sector	Target Weight
AEM Agnico Eagle Mines Limited	Basic Materials	4.76%
ANDE The Andersons, Inc.	Consumer Defensive	4.76%
ARCH Arch Resources, Inc.	Energy	4.76%
BLBD Blue Bird Corporation	Consumer Cyclical	4.76%
CCOI Cogent Communications Holdings, Inc.	Communication Services	4.76%
CI Cigna Corporation	Healthcare	4.76%
CLMB Climb Global Solutions	Technology	4.76%
GBDC Golub Capital BDC, Inc.	Financial Services	4.76%
GOGL Golden Ocean Group Limited	Industrials	4.76%
GOOGL Alphabet Inc Class A	Communication Services	4.76%
HON Honeywell International Inc	Industrials	4.76%
HY Hyster-Yale Materials Handling, Inc.	Industrials	4.76%
KOF Coca-Cola FEMSA, S.A.B. de C.V.	Consumer Defensive	4.76%
LYTS LSI Industries Inc.	Technology	4.76%
MFG Mizuho Financial Group, Inc.	Financial Services	4.76%
PAGS PagSeguro Digital Ltd.	Technology	4.76%
RUSHA Rush Enterprises, Inc.	Consumer Cyclical	4.76%
SNY Sanofi	Healthcare	4.76%
SON Sonoco Products Company	Consumer Cyclical	4.76%
SURG SurgePays, Inc.	Technology	4.76%
TIMB TIM S.A.	Communication Services	4.76%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diversified Portfolio v1, 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 Feb 6, 2026, corresponding to the inception date of GOGL

Returns By Period

	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 Diversified Portfolio v1	-0.08%	-3.01%	—	—	—	—	—	—
Portfolio components:
GBDC Golub Capital BDC, Inc.	1.60%	6.92%	-3.79%	-2.30%	-6.60%	9.81%	6.94%	6.38%
CLMB Climb Global Solutions	1.72%	-7.50%	-19.60%	-39.81%	-25.85%	17.56%	28.53%	20.68%
MFG Mizuho Financial Group, Inc.	-2.63%	-0.73%	11.48%	26.51%	52.10%	45.35%	27.47%	14.08%
SNY Sanofi	0.34%	3.06%	-1.18%	-4.49%	-7.30%	-0.05%	3.42%	5.50%
CI Cigna Corporation	1.01%	-4.38%	-1.35%	-8.06%	-16.93%	2.91%	4.09%	7.72%
TIMB TIM S.A.	-1.27%	4.25%	36.46%	30.85%	87.09%	40.23%	27.12%	—
CCOI Cogent Communications Holdings, Inc.	3.77%	-12.08%	-11.80%	-52.86%	-67.55%	-29.19%	-18.27%	-2.48%
LYTS LSI Industries Inc.	-1.28%	-10.80%	1.27%	-20.64%	7.30%	10.80%	17.61%	7.39%
SURG SurgePays, Inc.	0.32%	-11.61%	-56.74%	-72.42%	-69.64%	-47.52%	-43.46%	—
GOOGL Alphabet Inc Class A	-0.54%	-2.50%	-5.44%	20.55%	88.99%	41.91%	22.87%	22.80%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 9, 2026, Diversified Portfolio v1's average daily return is -0.16%, while the average monthly return is -2.10%.

Historically, 33% of months were positive and 67% were negative. The best month was Apr 2026 with a return of +1.1%, while the worst month was Mar 2026 at -5.7%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Diversified Portfolio v1 closed higher 47% of trading days. The best single day was Mar 31, 2026 with a return of +2.8%, while the worst single day was Mar 3, 2026 at -2.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026		-1.68%	-5.68%	1.05%									-6.29%

Expense Ratio

Diversified Portfolio v1 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

Return / Risk — by metrics

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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
GBDC Golub Capital BDC, Inc.	25	-0.31	-0.29	0.96	-0.38	-0.85
CLMB Climb Global Solutions	17	-0.56	-0.58	0.93	-0.54	-1.29
MFG Mizuho Financial Group, Inc.	78	1.48	1.90	1.29	2.10	6.27
SNY Sanofi	25	-0.27	-0.18	0.98	-0.45	-0.88
CI Cigna Corporation	18	-0.51	-0.48	0.93	-0.61	-1.17
TIMB TIM S.A.	93	2.74	3.34	1.42	5.63	15.38
CCOI Cogent Communications Holdings, Inc.	7	-0.87	-1.21	0.81	-0.94	-1.50
LYTS LSI Industries Inc.	45	0.18	0.59	1.07	0.28	0.64
SURG SurgePays, Inc.	8	-0.76	-1.08	0.85	-0.85	-1.64
GOOGL Alphabet Inc Class A	94	2.91	3.87	1.48	4.37	16.63

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Diversified Portfolio v1. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

Diversified Portfolio v1 provided a 3.03% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.03%	3.45%	2.67%	2.61%	3.42%	2.25%	2.27%	1.86%	2.23%	1.75%	1.78%	1.75%
Portfolio components:
GBDC Golub Capital BDC, Inc.	11.81%	11.50%	12.73%	10.00%	9.35%	7.58%	8.44%	7.70%	8.49%	7.47%	8.32%	7.70%
CLMB Climb Global Solutions	0.62%	0.66%	0.67%	1.24%	2.16%	1.94%	3.56%	4.20%	6.80%	4.07%	3.64%	3.71%
MFG Mizuho Financial Group, Inc.	1.14%	2.68%	3.20%	3.73%	4.34%	2.76%	2.71%	0.00%	0.00%	1.86%	3.77%	3.10%
SNY Sanofi	4.62%	4.56%	4.22%	3.83%	4.32%	3.80%	3.61%	3.47%	4.29%	3.82%	4.11%	3.77%
CI Cigna Corporation	2.26%	2.19%	2.03%	1.64%	1.35%	1.74%	0.02%	0.02%	0.02%	0.02%	0.03%	0.03%
TIMB TIM S.A.	8.92%	11.67%	6.03%	4.98%	4.05%	3.43%	3.05%	0.00%	0.00%	0.00%	0.00%	0.00%
CCOI Cogent Communications Holdings, Inc.	10.87%	14.15%	5.09%	4.94%	6.23%	4.33%	4.64%	3.71%	4.69%	3.97%	3.65%	4.21%
LYTS LSI Industries Inc.	1.08%	1.09%	1.03%	1.42%	1.63%	2.92%	2.34%	3.31%	6.31%	2.91%	2.05%	0.98%
SURG SurgePays, 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%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 Diversified Portfolio v1. 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 Diversified Portfolio v1 was 12.28%, occurring on Mar 20, 2026. The portfolio has not yet recovered.

The current Diversified Portfolio v1 drawdown is 8.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.28%	Feb 12, 2026	26	Mar 20, 2026	—	—	—

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 21 assets, with an effective number of assets of 21.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	ARCH	GOGL	CI	GBDC	SURG	ANDE	CLMB	SNY	RUSHA	CCOI	GOOGL	SON	LYTS	MFG	AEM	BLBD	HY	KOF	TIMB	HON	PAGS	Portfolio
Benchmark	1.00	0.00	0.00	0.18	0.37	0.40	0.19	0.22	0.19	0.35	0.47	0.69	0.39	0.54	0.40	0.47	0.61	0.45	0.52	0.58	0.56	0.77	0.75
ARCH	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GOGL	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CI	0.18	0.00	0.00	1.00	0.11	0.15	0.21	0.04	0.45	0.09	0.03	-0.11	0.25	0.07	0.11	0.26	0.26	0.22	0.04	0.06	0.15	0.02	0.32
GBDC	0.37	0.00	0.00	0.11	1.00	0.27	-0.08	-0.02	0.07	0.10	0.38	0.28	-0.03	0.15	0.17	-0.09	0.05	0.11	0.07	0.15	0.24	0.31	0.30
SURG	0.40	0.00	0.00	0.15	0.27	1.00	0.36	-0.20	0.06	0.15	0.22	0.15	-0.10	0.33	0.11	0.02	0.16	0.28	0.00	0.16	0.16	0.32	0.39
ANDE	0.19	0.00	0.00	0.21	-0.08	0.36	1.00	-0.03	0.08	0.27	-0.05	0.02	0.15	0.08	0.30	0.38	0.06	0.43	0.15	0.22	0.31	0.23	0.40
CLMB	0.22	0.00	0.00	0.04	-0.02	-0.20	-0.03	1.00	-0.09	0.25	0.13	0.34	0.19	0.28	0.34	0.20	0.38	0.19	0.24	0.13	0.27	0.35	0.30
SNY	0.19	0.00	0.00	0.45	0.07	0.06	0.08	-0.09	1.00	0.19	0.21	0.01	0.27	0.09	0.31	0.35	0.19	0.12	0.31	0.50	0.22	0.18	0.38
RUSHA	0.35	0.00	0.00	0.09	0.10	0.15	0.27	0.25	0.19	1.00	0.15	0.11	0.33	0.16	0.39	0.31	0.36	0.35	0.23	0.24	0.28	0.55	0.48
CCOI	0.47	0.00	0.00	0.03	0.38	0.22	-0.05	0.13	0.21	0.15	1.00	0.15	0.24	0.32	0.15	0.28	0.31	0.33	0.43	0.31	0.35	0.38	0.60
GOOGL	0.69	0.00	0.00	-0.11	0.28	0.15	0.02	0.34	0.01	0.11	0.15	1.00	0.15	0.48	0.36	0.27	0.31	0.05	0.41	0.43	0.38	0.65	0.36
SON	0.39	0.00	0.00	0.25	-0.03	-0.10	0.15	0.19	0.27	0.33	0.24	0.15	1.00	0.28	0.26	0.50	0.57	0.41	0.28	0.34	0.54	0.31	0.47
LYTS	0.54	0.00	0.00	0.07	0.15	0.33	0.08	0.28	0.09	0.16	0.32	0.48	0.28	1.00	0.18	0.18	0.58	0.37	0.44	0.31	0.38	0.55	0.55
MFG	0.40	0.00	0.00	0.11	0.17	0.11	0.30	0.34	0.31	0.39	0.15	0.36	0.26	0.18	1.00	0.48	0.12	0.43	0.42	0.63	0.37	0.57	0.59
AEM	0.47	0.00	0.00	0.26	-0.09	0.02	0.38	0.20	0.35	0.31	0.28	0.27	0.50	0.18	0.48	1.00	0.23	0.33	0.30	0.48	0.50	0.54	0.59
BLBD	0.61	0.00	0.00	0.26	0.05	0.16	0.06	0.38	0.19	0.36	0.31	0.31	0.57	0.58	0.12	0.23	1.00	0.47	0.39	0.35	0.32	0.45	0.58
HY	0.45	0.00	0.00	0.22	0.11	0.28	0.43	0.19	0.12	0.35	0.33	0.05	0.41	0.37	0.43	0.33	0.47	1.00	0.43	0.34	0.45	0.39	0.67
KOF	0.52	0.00	0.00	0.04	0.07	0.00	0.15	0.24	0.31	0.23	0.43	0.41	0.28	0.44	0.42	0.30	0.39	0.43	1.00	0.61	0.45	0.53	0.61
TIMB	0.58	0.00	0.00	0.06	0.15	0.16	0.22	0.13	0.50	0.24	0.31	0.43	0.34	0.31	0.63	0.48	0.35	0.34	0.61	1.00	0.47	0.61	0.65
HON	0.56	0.00	0.00	0.15	0.24	0.16	0.31	0.27	0.22	0.28	0.35	0.38	0.54	0.38	0.37	0.50	0.32	0.45	0.45	0.47	1.00	0.60	0.64
PAGS	0.77	0.00	0.00	0.02	0.31	0.32	0.23	0.35	0.18	0.55	0.38	0.65	0.31	0.55	0.57	0.54	0.45	0.39	0.53	0.61	0.60	1.00	0.81
Portfolio	0.75	0.00	0.00	0.32	0.30	0.39	0.40	0.30	0.38	0.48	0.60	0.36	0.47	0.55	0.59	0.59	0.58	0.67	0.61	0.65	0.64	0.81	1.00

The correlation results are calculated based on daily price changes starting from Feb 9, 2026