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MATN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 25%TSLA 25%NVDA 25%META 25%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

25%

META
Meta Platforms, Inc.
Communication Services

25%

NVDA
NVIDIA Corporation
Technology

25%

TSLA
Tesla, Inc.
Consumer Cyclical

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MATN, 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%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%FebruaryMarchAprilMayJuneJuly
11,533.54%
325.02%
MATN
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jul 22, 2024, the MATN returned 49.05% Year-To-Date and 44.09% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
MATN49.05%6.33%44.14%59.50%60.78%44.09%
AAPL
Apple Inc
16.81%8.11%17.40%17.49%34.93%26.54%
TSLA
Tesla, Inc.
-3.73%30.70%12.73%-8.01%69.30%32.09%
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%93.74%75.54%
META
Meta Platforms, Inc.
34.98%-3.64%24.60%62.36%18.81%20.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.51%16.79%1.09%-3.06%11.24%10.44%49.05%
202327.32%14.88%13.12%-1.36%18.16%13.93%6.25%-2.22%-5.76%-6.54%13.25%4.71%138.38%
2022-9.14%-11.56%11.83%-17.72%-5.46%-13.60%17.42%-6.62%-12.45%-5.95%8.23%-14.00%-49.24%
20211.53%-4.82%2.71%9.16%-1.76%12.36%1.89%8.03%-4.86%17.06%10.67%-2.98%57.44%
202014.95%0.42%-12.31%24.88%11.16%13.50%18.27%36.45%-9.33%-5.65%16.65%8.97%179.87%
20198.08%2.94%4.85%1.95%-16.46%14.97%4.76%-3.35%3.55%16.17%6.38%12.30%66.18%
201811.38%-0.81%-10.60%3.44%8.23%3.55%-4.50%10.10%-4.82%-3.40%-10.02%-9.38%-9.74%
20179.62%2.48%7.04%3.60%13.07%0.30%4.27%6.42%-1.25%7.01%-2.21%-1.30%59.92%
2016-8.02%0.48%12.88%-1.58%7.91%-2.78%12.38%0.67%4.57%0.83%3.75%8.85%45.10%
2015-2.34%7.43%-2.78%5.56%4.36%0.72%1.16%-1.29%2.14%5.18%6.06%-0.45%28.20%
20145.52%17.69%-7.96%3.02%4.37%5.26%-0.45%10.43%-2.84%1.90%5.95%-5.09%41.58%
20133.10%-4.91%1.04%14.63%24.17%2.71%22.50%12.74%11.23%-2.62%-3.25%8.07%126.49%

Expense Ratio

MATN 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

Risk-Adjusted Performance Rank

The current rank of MATN is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MATN is 6969
MATN
The Sharpe Ratio Rank of MATN is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of MATN is 6262Sortino Ratio Rank
The Omega Ratio Rank of MATN is 5858Omega Ratio Rank
The Calmar Ratio Rank of MATN is 8383Calmar Ratio Rank
The Martin Ratio Rank of MATN is 7878Martin 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.


MATN
Sharpe ratio
The chart of Sharpe ratio for MATN, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for MATN, currently valued at 2.49, compared to the broader market-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for MATN, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for MATN, currently valued at 2.94, compared to the broader market0.002.004.006.008.0010.002.94
Martin ratio
The chart of Martin ratio for MATN, currently valued at 9.90, compared to the broader market0.0010.0020.0030.0040.009.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
TSLA
Tesla, Inc.
-0.34-0.170.98-0.27-0.70
NVDA
NVIDIA Corporation
3.273.721.467.6121.37
META
Meta Platforms, Inc.
1.392.191.281.988.10

Sharpe Ratio

The current MATN Sharpe ratio is 1.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MATN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.79
1.82
MATN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MATN granted a 0.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MATN0.17%0.13%0.20%0.14%0.18%0.33%0.56%0.44%0.60%0.78%0.84%1.01%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TSLA
Tesla, 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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
META
Meta Platforms, Inc.
0.21%0.00%0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-9.05%
-2.86%
MATN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MATN. 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 MATN was 53.69%, occurring on Dec 28, 2022. Recovery took 113 trading sessions.

The current MATN drawdown is 9.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.69%Jan 4, 2022248Dec 28, 2022113Jun 12, 2023361
-42.34%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-31.66%Aug 8, 201896Dec 24, 2018211Oct 25, 2019307
-21.58%Dec 7, 201545Feb 10, 201632Mar 29, 201677
-20.41%Jan 27, 202128Mar 8, 202125Apr 13, 202153

Volatility

Volatility Chart

The current MATN volatility is 10.77%, 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%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
10.77%
2.76%
MATN
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TSLAMETAAAPLNVDA
TSLA1.000.330.380.38
META0.331.000.450.47
AAPL0.380.451.000.48
NVDA0.380.470.481.00
The correlation results are calculated based on daily price changes starting from May 21, 2012