MAAMA
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOG Alphabet Inc | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 9, 2025, the MAAMA returned -9.18% Year-To-Date and 24.73% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
MAAMA | -9.18% | 14.82% | -5.98% | 7.89% | 20.28% | 24.73% |
Portfolio components: | ||||||
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.20% | 22.71% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
GOOG Alphabet Inc | -18.12% | 6.26% | -14.36% | -8.57% | 17.71% | 19.36% |
Monthly Returns
The table below presents the monthly returns of MAAMA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 5.33% | -6.51% | -9.53% | -0.79% | 2.75% | -9.18% | |||||||
2024 | 2.89% | 8.48% | 1.30% | -2.85% | 6.92% | 8.02% | -3.12% | 0.76% | 4.13% | -1.23% | 4.14% | 4.96% | 39.22% |
2023 | 14.71% | 0.66% | 15.02% | 5.81% | 10.03% | 5.48% | 4.69% | -1.46% | -4.51% | 1.41% | 9.86% | 3.48% | 85.22% |
2022 | -6.48% | -7.91% | 4.74% | -14.19% | -2.98% | -9.22% | 12.09% | -4.13% | -12.40% | -6.43% | 5.77% | -8.52% | -41.91% |
2021 | 0.32% | 0.08% | 3.54% | 10.69% | -2.32% | 6.90% | 3.76% | 5.77% | -7.56% | 6.53% | 2.06% | 1.91% | 35.07% |
2020 | 5.53% | -6.73% | -6.30% | 18.96% | 5.10% | 7.55% | 9.71% | 13.48% | -9.38% | -0.54% | 6.79% | 3.14% | 53.27% |
2019 | 11.47% | 0.69% | 6.27% | 8.38% | -8.10% | 6.99% | 4.22% | -2.33% | 1.03% | 5.53% | 4.83% | 4.30% | 50.85% |
2018 | 10.35% | -0.02% | -5.72% | 3.10% | 8.34% | 1.47% | 2.60% | 8.37% | -1.46% | -9.47% | -3.16% | -8.56% | 3.56% |
2017 | 7.02% | 4.57% | 3.73% | 4.65% | 4.84% | -3.19% | 5.07% | 3.19% | -1.46% | 9.53% | 1.89% | 0.29% | 47.44% |
2016 | -3.24% | -4.79% | 8.41% | -3.32% | 6.20% | -3.51% | 9.08% | 1.45% | 3.69% | 0.36% | -3.74% | 1.45% | 11.27% |
2015 | 1.27% | 7.01% | -2.02% | 5.56% | 0.47% | -0.66% | 11.17% | -4.51% | -0.40% | 15.98% | 3.36% | -0.65% | 40.83% |
2014 | -1.58% | 5.06% | 3.49% | 2.01% | 4.98% | 0.46% | -1.01% | 4.98% | -4.31% | 14.48% |
Expense Ratio
MAAMA 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MAAMA is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
AAPL Apple Inc | 0.27 | 0.63 | 1.09 | 0.28 | 0.95 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
GOOG Alphabet Inc | -0.28 | -0.15 | 0.98 | -0.27 | -0.59 |
Dividends
Dividend yield
MAAMA provided a 0.42% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.42% | 0.36% | 0.25% | 0.35% | 0.23% | 0.31% | 0.45% | 0.70% | 0.66% | 0.86% | 0.85% | 0.83% |
Portfolio components: | ||||||||||||
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% |
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 | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
GOOG Alphabet Inc | 0.51% | 0.32% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MAAMA. 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 MAAMA was 46.78%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.
The current MAAMA drawdown is 14.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.78% | Dec 28, 2021 | 216 | Nov 3, 2022 | 256 | Nov 10, 2023 | 472 |
-27.28% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
-26.7% | Aug 31, 2018 | 79 | Dec 24, 2018 | 80 | Apr 22, 2019 | 159 |
-25.44% | Feb 5, 2025 | 44 | Apr 8, 2025 | — | — | — |
-16.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 84 | Jan 25, 2021 | 98 |
Volatility
Volatility Chart
The current MAAMA volatility is 14.88%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, 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
^GSPC | AAPL | META | AMZN | MSFT | GOOG | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.68 | 0.61 | 0.64 | 0.75 | 0.70 | 0.79 |
AAPL | 0.68 | 1.00 | 0.50 | 0.55 | 0.61 | 0.57 | 0.75 |
META | 0.61 | 0.50 | 1.00 | 0.61 | 0.58 | 0.65 | 0.81 |
AMZN | 0.64 | 0.55 | 0.61 | 1.00 | 0.65 | 0.67 | 0.84 |
MSFT | 0.75 | 0.61 | 0.58 | 0.65 | 1.00 | 0.68 | 0.82 |
GOOG | 0.70 | 0.57 | 0.65 | 0.67 | 0.68 | 1.00 | 0.85 |
Portfolio | 0.79 | 0.75 | 0.81 | 0.84 | 0.82 | 0.85 | 1.00 |