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Портфель MANGAMA + MAV

Last updated Dec 7, 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 + Mastercard and Visa for stability.

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 12.5%AAPL 12.5%GOOG 12.5%NVDA 12.5%AMZN 12.5%META 12.5%AVGO 12.5%V 6.25%MA 6.25%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology12.5%
AAPL
Apple Inc.
Technology12.5%
GOOG
Alphabet Inc.
Communication Services12.5%
NVDA
NVIDIA Corporation
Technology12.5%
AMZN
Amazon.com, Inc.
Consumer Cyclical12.5%
META
Meta Platforms, Inc.
Communication Services12.5%
AVGO
Broadcom Inc.
Technology12.5%
V
Visa Inc.
Financial Services6.25%
MA
Mastercard Inc
Financial Services6.25%

Performance

The chart shows the growth of an initial investment of $10,000 in Портфель MANGAMA + MAV, 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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.07%
5.95%
Портфель MANGAMA + MAV
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Dec 7, 2023, the Портфель MANGAMA + MAV returned 82.26% Year-To-Date and 31.50% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Портфель MANGAMA + MAV82.26%1.63%14.07%78.35%31.62%31.46%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%
GOOG
Alphabet Inc.
48.12%-0.02%6.91%35.06%20.51%17.33%
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%
AMZN
Amazon.com, Inc.
72.05%3.42%19.21%63.76%12.18%22.31%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
AVGO
Broadcom Inc.
64.54%2.59%15.24%76.42%36.34%38.09%
V
Visa Inc.
23.37%4.66%13.34%22.59%13.96%18.41%
MA
Mastercard Inc
18.74%6.27%10.82%18.81%16.56%19.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202313.61%6.90%4.74%0.66%-6.26%0.09%10.41%

Sharpe Ratio

The current Портфель MANGAMA + MAV Sharpe ratio is 3.03. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.003.03

The Sharpe ratio of Портфель MANGAMA + MAV 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
3.03
1.00
Портфель MANGAMA + MAV
Benchmark (^GSPC)
Portfolio components

Dividend yield

Портфель MANGAMA + MAV granted a 0.50% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Портфель MANGAMA + MAV0.50%0.69%0.50%0.65%0.82%0.96%0.77%0.88%0.92%0.97%1.12%0.88%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
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%0.29%0.45%1.20%1.70%1.94%0.61%
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.
2.04%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
V
Visa Inc.
0.74%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%0.65%
MA
Mastercard Inc
0.56%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%0.21%

Expense Ratio

The Портфель MANGAMA + MAV 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
1.89
AAPL
Apple Inc.
1.46
GOOG
Alphabet Inc.
1.02
NVDA
NVIDIA Corporation
3.45
AMZN
Amazon.com, Inc.
1.73
META
Meta Platforms, Inc.
3.86
AVGO
Broadcom Inc.
2.42
V
Visa Inc.
1.24
MA
Mastercard Inc
0.90

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

METAAVGOAAPLNVDAVAMZNMAMSFTGOOG
META1.000.430.460.470.450.560.440.490.60
AVGO0.431.000.540.580.460.460.480.510.48
AAPL0.460.541.000.500.460.510.480.570.55
NVDA0.470.580.501.000.440.520.470.560.52
V0.450.460.460.441.000.500.840.560.56
AMZN0.560.460.510.520.501.000.520.590.66
MA0.440.480.480.470.840.521.000.580.57
MSFT0.490.510.570.560.560.590.581.000.65
GOOG0.600.480.550.520.560.660.570.651.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.04%
-5.15%
Портфель MANGAMA + MAV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Портфель MANGAMA + MAV. 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 Портфель MANGAMA + MAV was 42.23%, occurring on Nov 3, 2022. Recovery took 140 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.23%Dec 28, 2021216Nov 3, 2022140May 26, 2023356
-30.61%Feb 20, 202018Mar 16, 202046May 20, 202064
-26.54%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-16.85%Dec 7, 201544Feb 9, 201636Apr 1, 201680
-14.57%Apr 30, 201924Jun 3, 201928Jul 12, 201952

Volatility Chart

The current Портфель MANGAMA + MAV volatility is 4.48%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.48%
2.92%
Портфель MANGAMA + MAV
Benchmark (^GSPC)
Portfolio components
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