GAFNAM

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

GAFNAM

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	16.67%
AMZN Amazon.com, Inc.	Consumer Cyclical	16.67%
GOOGL Alphabet Inc.	Communication Services	16.67%
META Meta Platforms, Inc.	Communication Services	16.67%
MSFT Microsoft Corporation	Technology	16.67%
NVDA NVIDIA Corporation	Technology	16.67%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GAFNAM, 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

GAFNAM

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 25, 2024, the GAFNAM returned 38.19% Year-To-Date and 34.66% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.78%	-0.38%	11.47%	18.82%	12.44%	10.64%
GAFNAM	38.19%	-4.93%	26.27%	53.40%	36.04%	34.71%
Portfolio components:
MSFT Microsoft Corporation	14.47%	-4.89%	6.32%	27.97%	26.14%	27.69%
AAPL Apple Inc	13.81%	4.53%	12.85%	12.96%	34.37%	25.94%
AMZN Amazon.com, Inc.	19.01%	-2.96%	14.63%	41.11%	13.28%	27.50%
NVDA NVIDIA Corporation	130.74%	-9.39%	85.44%	151.44%	92.64%	75.33%
META Meta Platforms, Inc.	30.58%	-9.66%	17.56%	54.81%	18.33%	20.01%
GOOGL Alphabet Inc.	23.72%	-6.19%	13.80%	33.70%	22.73%	19.21%

Monthly Returns

The table below presents the monthly returns of GAFNAM, 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
2024	6.41%	12.46%	4.14%	-3.15%	10.28%	8.89%							38.19%
2023	17.79%	4.22%	16.05%	4.73%	14.28%	6.51%	5.81%	-0.30%	-5.87%	0.09%	10.61%	3.90%	107.40%
2022	-8.27%	-6.71%	5.80%	-17.22%	-2.40%	-10.62%	13.39%	-6.45%	-13.45%	-3.41%	9.52%	-9.68%	-42.65%
2021	0.09%	0.93%	2.57%	10.59%	-0.49%	9.89%	3.12%	7.18%	-7.41%	9.30%	6.93%	-0.74%	48.77%
2020	4.63%	-3.32%	-5.54%	17.60%	7.74%	7.45%	10.06%	15.51%	-7.46%	-1.70%	6.80%	2.29%	64.36%
2019	10.83%	1.74%	7.93%	7.21%	-10.86%	8.88%	3.97%	-2.03%	1.51%	7.15%	5.39%	5.10%	55.39%
2018	13.17%	-0.47%	-5.40%	2.01%	9.18%	0.18%	2.65%	9.48%	-1.19%	-12.15%	-6.01%	-9.87%	-1.73%
2017	6.30%	2.72%	4.16%	3.15%	10.07%	-2.50%	6.16%	3.41%	-0.28%	10.58%	1.02%	-0.49%	53.22%
2016	-4.57%	-2.83%	9.24%	-2.85%	10.53%	-2.68%	11.38%	2.57%	5.25%	0.91%	1.93%	4.91%	37.35%
2015	0.32%	8.36%	-2.48%	5.75%	0.47%	-1.87%	9.43%	-1.90%	1.34%	15.61%	4.68%	0.12%	45.68%
2014	-0.29%	6.53%	-3.89%	-0.47%	4.86%	2.40%	0.69%	6.10%	-0.47%	0.08%	5.44%	-4.39%	17.06%
2013	2.85%	-0.72%	-0.34%	5.13%	2.23%	-1.54%	11.11%	3.57%	7.97%	7.96%	4.08%	3.74%	55.95%

Expense Ratio

GAFNAM 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 risk-adjusted rank of GAFNAM is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

GAFNAM

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

GAFNAM

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	1.25	1.72	1.22	1.94	5.78
AAPL Apple Inc	0.62	1.03	1.12	0.84	1.67
AMZN Amazon.com, Inc.	1.45	2.20	1.26	1.12	8.16
NVDA NVIDIA Corporation	3.35	3.74	1.47	7.89	21.82
META Meta Platforms, Inc.	1.58	2.40	1.31	2.26	9.09
GOOGL Alphabet Inc.	1.51	2.03	1.29	2.29	9.14

Sharpe Ratio

The current GAFNAM Sharpe ratio is 2.45. 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 1.24 to 1.94, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of GAFNAM 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.

GAFNAM

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

GAFNAM granted a 0.25% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
GAFNAM	0.25%	0.21%	0.31%	0.20%	0.28%	0.42%	0.66%	0.60%	0.79%	0.91%	0.97%	1.11%
Portfolio components:
MSFT Microsoft Corporation	0.68%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AAPL Apple Inc	0.44%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
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%
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.	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc.	0.12%	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.

GAFNAM

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GAFNAM. 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 GAFNAM was 48.32%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.

The current GAFNAM drawdown is 10.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.32%	Nov 22, 2021	240	Nov 3, 2022	153	Jun 15, 2023	393
-31.51%	Sep 4, 2018	78	Dec 24, 2018	203	Oct 15, 2019	281
-29.36%	Feb 20, 2020	18	Mar 16, 2020	39	May 11, 2020	57
-16.48%	Dec 7, 2015	44	Feb 9, 2016	44	Apr 13, 2016	88
-16.4%	Sep 3, 2020	14	Sep 23, 2020	85	Jan 26, 2021	99

Volatility

Volatility Chart

The current GAFNAM volatility is 8.32%, 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.

GAFNAM

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.

	NVDA	AAPL	META	AMZN	MSFT	GOOGL
NVDA	1.00	0.48	0.47	0.51	0.56	0.51
AAPL	0.48	1.00	0.45	0.50	0.56	0.54
META	0.47	0.45	1.00	0.56	0.50	0.60
AMZN	0.51	0.50	0.56	1.00	0.59	0.65
MSFT	0.56	0.56	0.50	0.59	1.00	0.65
GOOGL	0.51	0.54	0.60	0.65	0.65	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012