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Портфель MANGAMA + MAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Портфель MANGAMA + MAV

Currency in USD · Last updated May 11, 2025

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/SectorTarget Weight
AAPL
Apple Inc		Technology
12.50%
AMZN
Amazon.com, Inc.		Consumer Cyclical
12.50%
AVGO
Broadcom Inc.		Technology
12.50%
GOOG
Alphabet Inc		Communication Services
12.50%
MA
Mastercard Inc		Financial Services
6.25%
META
Meta Platforms, Inc.		Communication Services
12.50%
MSFT
Microsoft Corporation		Technology
12.50%
NVDA
NVIDIA Corporation		Technology
12.50%
V
Visa Inc.		Financial Services
6.25%

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 11, 2025, the Портфель MANGAMA + MAV returned -7.00% Year-To-Date and 32.71% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
Портфель MANGAMA + MAV-7.00%9.40%-2.51%19.62%31.06%32.71%
Portfolio components:
MSFT
Microsoft Corporation		4.30%15.05%4.25%6.59%19.74%26.80%
AAPL
Apple Inc		-20.63%4.26%-12.43%8.82%21.04%21.59%
GOOG
Alphabet Inc		-18.84%-0.64%-13.97%-8.91%17.25%19.39%
NVDA
NVIDIA Corporation		-13.13%8.44%-20.97%29.82%71.04%72.60%
AMZN
Amazon.com, Inc.		-12.00%6.53%-7.26%2.98%9.93%24.71%
META
Meta Platforms, Inc.		1.28%8.46%0.71%24.87%22.88%22.54%
AVGO
Broadcom Inc.		-9.92%20.84%14.02%58.12%53.95%36.26%
V
Visa Inc.		11.74%8.60%14.92%26.51%14.81%18.64%
MA
Mastercard Inc		8.32%13.88%8.70%25.17%15.83%20.71%
*Annualized

Monthly Returns

The table below presents the monthly returns of Портфель MANGAMA + MAV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.34%-4.24%-9.93%1.34%3.97%-7.00%
20246.22%11.17%3.46%-3.19%7.98%9.05%-2.18%1.45%3.69%0.61%3.56%7.51%60.50%
202315.08%2.83%13.70%3.83%13.61%6.90%4.74%0.66%-6.26%0.09%10.43%5.85%96.19%
2022-6.89%-5.75%5.41%-14.49%-1.32%-11.15%12.55%-6.53%-12.85%0.16%10.18%-7.09%-34.80%
2021-0.94%2.54%1.80%9.15%-0.48%8.04%2.96%4.60%-6.14%7.74%5.04%3.25%43.34%
20203.82%-4.83%-7.29%16.61%7.82%6.63%7.79%14.71%-5.77%-3.25%8.87%3.55%56.08%
20199.72%2.66%7.87%6.91%-10.87%9.26%3.42%-1.53%0.41%6.54%5.60%4.18%51.61%
201810.70%-0.09%-4.83%1.75%8.55%0.08%1.23%8.07%0.81%-11.51%-3.39%-6.82%2.21%
20176.87%3.46%3.89%2.88%9.22%-2.33%6.16%3.35%-0.13%9.65%1.67%-1.05%52.38%
2016-5.18%-2.46%9.85%-2.57%8.71%-2.80%9.76%3.34%4.12%0.87%0.89%4.34%31.17%
20150.09%10.34%-2.33%3.61%3.64%-2.92%7.18%-1.99%0.69%13.00%4.44%1.29%42.16%
2014-1.67%5.63%1.84%0.15%6.96%0.38%1.66%5.84%-2.16%19.74%

Expense Ratio

Портфель MANGAMA + MAV 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Портфель MANGAMA + MAV is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Портфель MANGAMA + MAV is 6161
Overall Rank
The Sharpe Ratio Rank of Портфель MANGAMA + MAV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of Портфель MANGAMA + MAV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of Портфель MANGAMA + MAV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of Портфель MANGAMA + MAV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of Портфель MANGAMA + MAV is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.280.631.080.340.75
AAPL
Apple Inc		0.250.631.090.280.95
GOOG
Alphabet Inc		-0.32-0.280.97-0.35-0.77
NVDA
NVIDIA Corporation		0.531.051.130.781.94
AMZN
Amazon.com, Inc.		0.060.331.040.070.20
META
Meta Platforms, Inc.		0.701.261.160.792.47
AVGO
Broadcom Inc.		0.991.731.231.504.15
V
Visa Inc.		1.271.801.271.906.35
MA
Mastercard Inc		1.231.751.261.576.55

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.

Портфель MANGAMA + MAV Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • 5-Year: 1.12
  • 10-Year: 1.23
  • All Time: 1.26

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 0.42 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Портфель MANGAMA + MAV compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Портфель MANGAMA + MAV provided a 0.45% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.45%0.42%0.45%0.69%0.50%0.65%0.82%0.96%0.76%0.86%0.90%0.96%
Portfolio components:
MSFT
Microsoft Corporation		0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOG
Alphabet Inc		0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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.		0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		1.07%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
V
Visa Inc.		0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MA
Mastercard Inc		0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

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 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.

The current Портфель MANGAMA + MAV drawdown is 11.07%.

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
-24.71%Feb 18, 202536Apr 8, 2025———
-16.85%Dec 7, 201544Feb 9, 201636Apr 1, 201680

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 9 assets, with an effective number of assets of 8.53, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAVGONVDAVMETAAAPLMAAMZNGOOGMSFTPortfolio
^GSPC1.000.660.630.690.610.680.700.640.700.750.84
AVGO0.661.000.610.440.480.540.460.480.480.540.75
NVDA0.630.611.000.420.510.500.450.540.520.590.79
V0.690.440.421.000.470.480.850.480.540.570.63
META0.610.480.510.471.000.500.470.610.650.580.75
AAPL0.680.540.500.480.501.000.490.550.570.610.73
MA0.700.460.450.850.470.491.000.490.540.580.65
AMZN0.640.480.540.480.610.550.491.000.670.650.78
GOOG0.700.480.520.540.650.570.540.671.000.680.79
MSFT0.750.540.590.570.580.610.580.650.681.000.80
Portfolio0.840.750.790.630.750.730.650.780.790.801.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014