Matana
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
GOOG Alphabet Inc | Communication Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
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 Matana returned -14.09% Year-To-Date and 37.61% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Matana | -14.09% | 8.70% | -8.33% | 20.30% | 34.79% | 37.61% |
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% |
TSLA Tesla, Inc. | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | 33.91% |
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% |
Monthly Returns
The table below presents the monthly returns of Matana, 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 | -0.21% | -9.10% | -9.60% | 1.68% | 3.05% | -14.09% | |||||||
2024 | 0.73% | 9.42% | 2.95% | -0.53% | 8.23% | 9.37% | 0.41% | -2.11% | 6.11% | -0.09% | 10.04% | 6.60% | 63.32% |
2023 | 20.72% | 4.70% | 11.56% | -1.02% | 16.34% | 9.51% | 4.20% | 0.49% | -6.66% | -3.26% | 12.21% | 3.08% | 94.43% |
2022 | -8.95% | -2.48% | 8.74% | -18.73% | -4.04% | -9.55% | 19.01% | -7.75% | -11.21% | -0.57% | 4.10% | -14.44% | -41.20% |
2021 | 3.20% | -1.74% | 0.11% | 10.27% | -2.65% | 10.47% | 2.48% | 7.30% | -4.92% | 17.43% | 7.02% | -2.69% | 53.92% |
2020 | 14.24% | -1.78% | -8.41% | 22.24% | 7.09% | 12.85% | 13.66% | 27.44% | -8.87% | -3.37% | 13.30% | 7.16% | 135.10% |
2019 | 5.11% | 3.10% | 5.84% | 2.00% | -12.88% | 10.43% | 5.23% | -2.45% | 3.28% | 11.00% | 5.30% | 9.76% | 53.08% |
2018 | 14.42% | -0.10% | -7.51% | 2.54% | 6.32% | 3.37% | 2.44% | 9.36% | -2.29% | -7.14% | -3.82% | -9.20% | 5.76% |
2017 | 7.04% | 1.89% | 5.41% | 4.36% | 11.32% | -1.35% | 2.48% | 4.69% | -0.79% | 9.21% | 0.31% | -0.21% | 53.31% |
2016 | -9.20% | -2.04% | 11.40% | -2.50% | 9.01% | -2.82% | 11.50% | 0.67% | 4.45% | 0.08% | 3.01% | 7.19% | 32.60% |
2015 | -0.62% | 7.71% | -4.25% | 9.64% | 2.32% | -1.85% | 7.41% | -2.05% | 1.17% | 10.90% | 6.09% | 0.74% | 42.37% |
2014 | -2.92% | 3.82% | 3.84% | -1.76% | 8.91% | -3.21% | 0.93% | 5.06% | -5.77% | 8.30% |
Expense Ratio
Matana 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 Matana is 44, indicating average performance compared to other portfolios on our website. Here’s 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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
TSLA Tesla, Inc. | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
GOOG Alphabet Inc | -0.32 | -0.28 | 0.97 | -0.35 | -0.77 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
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Dividends
Dividend yield
Matana provided a 0.27% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.27% | 0.24% | 0.21% | 0.31% | 0.20% | 0.28% | 0.42% | 0.66% | 0.60% | 0.79% | 0.91% | 0.97% |
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% |
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% |
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% |
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 Matana. 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 Matana was 46.26%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.
The current Matana drawdown is 19.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.26% | Nov 22, 2021 | 282 | Jan 5, 2023 | 113 | Jun 20, 2023 | 395 |
-35.3% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
-31.88% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
-27.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
-21.66% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
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 6 assets, with an effective number of assets of 6.00, 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 | TSLA | NVDA | AAPL | AMZN | GOOG | MSFT | Portfolio | |
---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.47 | 0.63 | 0.68 | 0.64 | 0.70 | 0.75 | 0.78 |
TSLA | 0.47 | 1.00 | 0.41 | 0.41 | 0.42 | 0.39 | 0.39 | 0.72 |
NVDA | 0.63 | 0.41 | 1.00 | 0.50 | 0.54 | 0.52 | 0.59 | 0.77 |
AAPL | 0.68 | 0.41 | 0.50 | 1.00 | 0.55 | 0.57 | 0.61 | 0.72 |
AMZN | 0.64 | 0.42 | 0.54 | 0.55 | 1.00 | 0.67 | 0.65 | 0.77 |
GOOG | 0.70 | 0.39 | 0.52 | 0.57 | 0.67 | 1.00 | 0.68 | 0.75 |
MSFT | 0.75 | 0.39 | 0.59 | 0.61 | 0.65 | 0.68 | 1.00 | 0.77 |
Portfolio | 0.78 | 0.72 | 0.77 | 0.72 | 0.77 | 0.75 | 0.77 | 1.00 |