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MAAMA

Last updated Oct 3, 2023

Asset Allocation


META 20%AMZN 20%AAPL 20%MSFT 20%GOOG 20%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%
AAPL
Apple Inc.
Technology20%
MSFT
Microsoft Corporation
Technology20%
GOOG
Alphabet Inc.
Communication Services20%

Performance

The chart shows the growth of an initial investment of $10,000 in MAAMA, 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%25.00%30.00%MayJuneJulyAugustSeptemberOctober
21.67%
3.40%
MAAMA
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the MAAMA returned 63.86% Year-To-Date and 24.75% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-6.34%3.14%10.16%14.98%7.85%8.87%
MAAMA-4.80%20.09%60.46%41.20%19.04%24.46%
META
Meta Platforms, Inc.
1.54%40.15%150.07%117.11%13.68%18.63%
AMZN
Amazon.com, Inc.
-9.70%19.98%48.48%7.63%5.51%23.62%
AAPL
Apple Inc.
-9.00%4.37%33.25%21.74%25.95%27.66%
MSFT
Microsoft Corporation
-4.65%9.60%31.57%31.44%24.09%26.04%
GOOG
Alphabet Inc.
-2.56%26.81%50.23%34.24%18.00%17.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202315.02%5.81%10.03%5.48%4.69%-1.46%-4.51%

Sharpe Ratio

The current MAAMA Sharpe ratio is 1.50. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.50

The Sharpe ratio of MAAMA 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-0.500.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.49
1.05
MAAMA
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAAMA granted a 0.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MAAMA0.28%0.35%0.24%0.32%0.46%0.73%0.70%0.93%0.95%0.94%1.09%0.99%
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%
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%
AAPL
Apple Inc.
0.55%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
Microsoft Corporation
0.87%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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%

Expense Ratio

The MAAMA 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
META
Meta Platforms, Inc.
2.35
AMZN
Amazon.com, Inc.
0.27
AAPL
Apple Inc.
0.93
MSFT
Microsoft Corporation
1.17
GOOG
Alphabet Inc.
1.13

Asset Correlations Table

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

AAPLMETAAMZNMSFTGOOG
AAPL1.000.530.570.630.59
META0.531.000.610.570.67
AMZN0.570.611.000.630.68
MSFT0.630.570.631.000.69
GOOG0.590.670.680.691.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%MayJuneJulyAugustSeptemberOctober
-8.70%
-11.82%
MAAMA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MAAMA. 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 MAAMA is 46.78%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.78%Dec 28, 2021216Nov 3, 2022
-27.28%Feb 20, 202018Mar 16, 202046May 20, 202064
-26.7%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-16.65%Sep 3, 202014Sep 23, 202084Jan 25, 202198
-15.17%Dec 7, 201544Feb 9, 2016108Jul 14, 2016152

Volatility Chart

The current MAAMA volatility is 6.28%, 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%MayJuneJulyAugustSeptemberOctober
6.28%
3.35%
MAAMA
Benchmark (^GSPC)
Portfolio components