Портфель MANGAMA
The MANGAMA portfolio is a variation of the popular investment acronym FAANG (Facebook (now Meta), Apple, Amazon, Netflix, and Google), but Netflix removed and replaced by Microsoft, Nvidia, Broadcom
The MANGAMA portfolio represents a group of technology companies believed to have strong growth potential and are well-positioned to benefit from trends such as cloud computing, artificial intelligence, and e-commerce.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 14.29% |
AAPL Apple Inc. | Technology | 14.29% |
GOOG Alphabet Inc. | Communication Services | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
AVGO Broadcom Inc. | Technology | 14.29% |
Performance
The chart shows the growth of an initial investment of $10,000 in Портфель MANGAMA, 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 Quarterly
Returns
As of Sep 22, 2023, the Портфель MANGAMA returned 75.12% Year-To-Date and 32.47% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.17% |
| Портфель MANGAMA | -2.37% | 29.44% | 75.12% | 64.58% | 26.21% | 32.47% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.91% | 15.58% | 34.15% | 35.01% | 24.23% | 26.40% |
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.88% |
GOOG Alphabet Inc. | 1.29% | 23.62% | 48.04% | 31.35% | 17.68% | 17.58% |
NVDA NVIDIA Corporation | -10.18% | 50.88% | 180.77% | 209.49% | 44.54% | 61.39% |
AMZN Amazon.com, Inc. | -3.66% | 31.02% | 53.96% | 9.10% | 6.21% | 24.18% |
META Meta Platforms, Inc. | 2.83% | 44.77% | 145.75% | 108.08% | 12.69% | 18.48% |
AVGO Broadcom Inc. | -5.03% | 27.82% | 47.19% | 72.12% | 31.15% | 34.34% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AVGO | NVDA | META | AAPL | AMZN | MSFT | GOOG | |
|---|---|---|---|---|---|---|---|
| AVGO | 1.00 | 0.60 | 0.47 | 0.58 | 0.47 | 0.54 | 0.49 |
| NVDA | 0.60 | 1.00 | 0.51 | 0.54 | 0.54 | 0.59 | 0.54 |
| META | 0.47 | 0.51 | 1.00 | 0.53 | 0.61 | 0.57 | 0.67 |
| AAPL | 0.58 | 0.54 | 0.53 | 1.00 | 0.57 | 0.63 | 0.59 |
| AMZN | 0.47 | 0.54 | 0.61 | 0.57 | 1.00 | 0.63 | 0.68 |
| MSFT | 0.54 | 0.59 | 0.57 | 0.63 | 0.63 | 1.00 | 0.69 |
| GOOG | 0.49 | 0.54 | 0.67 | 0.59 | 0.68 | 0.69 | 1.00 |
Dividend yield
Портфель MANGAMA granted a 0.53% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель MANGAMA | 0.53% | 0.71% | 0.51% | 0.71% | 0.94% | 1.11% | 0.88% | 1.00% | 1.07% | 1.17% | 1.42% | 1.17% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
GOOG Alphabet 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
AMZN Amazon.com, 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% |
META Meta Platforms, 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% |
AVGO Broadcom Inc. | 2.28% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
Expense Ratio
The Портфель MANGAMA has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.08 | ||||
AAPL Apple Inc. | 0.41 | ||||
GOOG Alphabet Inc. | 0.84 | ||||
NVDA NVIDIA Corporation | 3.82 | ||||
AMZN Amazon.com, Inc. | 0.15 | ||||
META Meta Platforms, Inc. | 1.95 | ||||
AVGO Broadcom Inc. | 2.08 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Портфель MANGAMA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Портфель MANGAMA is 45.89%, recorded on Nov 3, 2022. It took 140 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.89% | Dec 28, 2021 | 216 | Nov 3, 2022 | 140 | May 26, 2023 | 356 |
| -30.67% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -27.4% | Oct 2, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
| -16.99% | Dec 7, 2015 | 44 | Feb 9, 2016 | 34 | Mar 30, 2016 | 78 |
| -16.23% | Apr 30, 2019 | 24 | Jun 3, 2019 | 35 | Jul 23, 2019 | 59 |
Volatility Chart
The current Портфель MANGAMA volatility is 6.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.