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Портфель MANGAMA

Last updated Sep 22, 2023

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


MSFT 14.29%AAPL 14.29%GOOG 14.29%NVDA 14.29%AMZN 14.29%META 14.29%AVGO 14.29%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology14.29%
AAPL
Apple Inc.
Technology14.29%
GOOG
Alphabet Inc.
Communication Services14.29%
NVDA
NVIDIA Corporation
Technology14.29%
AMZN
Amazon.com, Inc.
Consumer Cyclical14.29%
META
Meta Platforms, Inc.
Communication Services14.29%
AVGO
Broadcom Inc.
Technology14.29%

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


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
29.53%
9.04%
Портфель MANGAMA
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AVGONVDAMETAAAPLAMZNMSFTGOOG
AVGO1.000.600.470.580.470.540.49
NVDA0.601.000.510.540.540.590.54
META0.470.511.000.530.610.570.67
AAPL0.580.540.531.000.570.630.59
AMZN0.470.540.610.571.000.630.68
MSFT0.540.590.570.630.631.000.69
GOOG0.490.540.670.590.680.691.00

Sharpe Ratio

The current Портфель MANGAMA Sharpe ratio is 2.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.002.00

The Sharpe ratio of Портфель MANGAMA is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.00
0.70
Портфель MANGAMA
Benchmark (^GSPC)
Portfolio components

Dividend yield

Портфель MANGAMA granted a 0.53% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Портфель MANGAMA0.53%0.71%0.51%0.71%0.94%1.11%0.88%1.00%1.07%1.17%1.42%1.17%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.12%
-9.73%
Портфель MANGAMA
Benchmark (^GSPC)
Portfolio components

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, 2021216Nov 3, 2022140May 26, 2023356
-30.67%Feb 20, 202018Mar 16, 202046May 20, 202064
-27.4%Oct 2, 201858Dec 24, 201878Apr 17, 2019136
-16.99%Dec 7, 201544Feb 9, 201634Mar 30, 201678
-16.23%Apr 30, 201924Jun 3, 201935Jul 23, 201959

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.32%
3.66%
Портфель MANGAMA
Benchmark (^GSPC)
Portfolio components