Mod of MATANA Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	7.14%
AAPL Apple Inc	Technology	7.14%
TSLA Tesla, Inc.	Consumer Cyclical	7.14%
GOOG Alphabet Inc	Communication Services	7.14%
NVDA NVIDIA Corporation	Technology	7.14%
AMZN Amazon.com, Inc	Consumer Cyclical	7.14%
META Meta Platforms, Inc.	Communication Services	7.14%
AVGO Broadcom Inc.	Technology	7.14%
SHOP Shopify Inc.	Technology	7.14%
MPWR Monolithic Power Systems, Inc.	Technology	7.14%
AMD Advanced Micro Devices, Inc.	Technology	7.14%
NOW ServiceNow, Inc	Technology	7.14%
MELI MercadoLibre, Inc.	Consumer Cyclical	7.14%
LLY Eli Lilly and Company	Healthcare	7.14%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mod of MATANA Portfolio, 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 month.

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Returns By Period

As of Jun 18, 2026, the Mod of MATANA Portfolio returned 5.95% Year-To-Date and 40.80% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-1.21%	0.23%	8.39%	10.39%	24.03%	18.94%	12.24%	13.61%
Portfolio Mod of MATANA Portfolio	-2.25%	-1.49%	5.95%	8.64%	34.59%	36.12%	27.36%	40.80%
Portfolio components:
AAPL Apple Inc	-1.10%	-0.63%	9.06%	9.07%	51.87%	17.52%	18.40%	29.86%
AMD Advanced Micro Devices, Inc.	1.02%	21.73%	139.30%	158.68%	303.21%	62.21%	43.35%	58.08%
AMZN Amazon.com, Inc	-3.46%	-10.33%	2.89%	7.33%	10.56%	23.69%	6.38%	20.99%
AVGO Broadcom Inc.	4.30%	-6.61%	13.76%	21.00%	58.83%	67.62%	56.44%	41.57%
GOOG Alphabet Inc	-2.43%	-7.83%	15.54%	21.64%	104.89%	43.33%	23.81%	26.58%
LLY Eli Lilly and Company	-0.94%	12.54%	3.82%	7.10%	41.53%	36.39%	39.77%	33.28%
MELI MercadoLibre, Inc.	-2.52%	2.89%	-18.99%	-14.84%	-31.71%	10.95%	2.14%	28.49%
META Meta Platforms, Inc.	-5.44%	-7.05%	-13.86%	-12.46%	-18.33%	26.78%	11.67%	17.62%
MPWR Monolithic Power Systems, Inc.	-3.37%	-2.56%	60.10%	59.34%	111.21%	41.99%	33.52%	36.94%
MSFT Microsoft Corporation	-3.79%	-10.34%	-21.30%	-20.06%	-20.10%	4.25%	8.76%	23.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2015, Mod of MATANA Portfolio's average daily return is +0.15%, while the average monthly return is +3.03%. At this rate, an investment would double in approximately 1.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +22.3%, while the worst month was Apr 2022 at -17.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Mod of MATANA Portfolio closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +15.0%, while the worst single day was Mar 16, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.26%	-7.03%	-4.54%	17.88%	10.87%	-8.42%							5.95%
2025	2.84%	-5.17%	-9.78%	4.58%	11.25%	8.03%	3.60%	3.07%	6.15%	10.27%	-2.09%	-1.45%	33.36%
2024	4.32%	9.19%	-0.31%	-3.59%	5.76%	9.37%	-1.53%	5.69%	4.68%	-2.72%	6.14%	3.71%	47.73%
2023	20.05%	2.34%	12.48%	0.11%	15.93%	7.46%	3.86%	1.14%	-6.84%	-2.45%	17.96%	6.46%	106.59%
2022	-12.49%	-3.71%	5.41%	-17.27%	-0.94%	-11.61%	14.31%	-5.61%	-11.77%	1.20%	9.06%	-10.46%	-39.48%
2021	2.34%	0.33%	-2.66%	6.44%	-1.77%	11.32%	4.90%	7.44%	-6.07%	10.86%	4.06%	0.58%	42.87%

Benchmark Metrics

Mod of MATANA Portfolio has an annualized alpha of 21.52%, beta of 1.39, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since May 21, 2015.

This portfolio captured 213.77% of S&P 500 Index gains but only 97.09% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 21.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 21.52%

Beta: 1.39

R²: 0.74

Upside Capture: 213.77%

Downside Capture: 97.09%

See how alpha, beta & R² have trended over time →

Expense Ratio

Mod of MATANA Portfolio 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Mod of MATANA Portfolio ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Mod of MATANA Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.58	1.94	-0.36
Sortino ratioReturn per unit of downside risk	2.14	2.64	-0.51
Omega ratioGain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratioReturn relative to maximum drawdown	1.75	2.65	-0.90
Martin ratioReturn relative to average drawdown	5.46	11.88	-6.42

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	90	2.30	3.20	1.41	3.78	9.35
AMD Advanced Micro Devices, Inc.	97	4.57	4.28	1.57	11.00	22.59
AMZN Amazon.com, Inc	51	0.35	0.70	1.09	0.49	1.14
AVGO Broadcom Inc.	76	1.29	1.86	1.25	2.06	4.73
GOOG Alphabet Inc	96	3.65	4.97	1.59	5.08	17.78
LLY Eli Lilly and Company	73	1.10	1.66	1.22	1.80	4.50
MELI MercadoLibre, Inc.	11	-0.81	-0.97	0.87	-0.78	-1.35
META Meta Platforms, Inc.	19	-0.51	-0.54	0.93	-0.55	-1.13
MPWR Monolithic Power Systems, Inc.	90	2.28	2.78	1.35	4.98	13.15
MSFT Microsoft Corporation	13	-0.78	-0.97	0.87	-0.60	-1.20

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Mod of MATANA Portfolio Sharpe ratio is 1.58 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.48, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mod of MATANA Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Mod of MATANA Portfolio provided a 0.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.26%	0.26%	0.30%	0.31%	0.49%	0.37%	0.50%	0.64%	0.72%	0.63%	0.74%	0.76%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMD Advanced Micro Devices, 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%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
GOOG Alphabet Inc	0.23%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.58%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MELI MercadoLibre, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.19%	0.38%	0.36%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MPWR Monolithic Power Systems, Inc.	0.46%	0.69%	0.85%	0.63%	0.85%	0.49%	0.55%	0.90%	1.03%	0.71%	0.98%	1.26%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

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 Mod of MATANA Portfolio. 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 Mod of MATANA Portfolio was 44.62%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current Mod of MATANA Portfolio drawdown is 8.97%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-44.62%Oct 2022	10mo 26d	8mo 3d	1y 6moNov 2021 - Jun 2023
COVID crash2020	-31.97%Mar 2020	25d	1mo 22d	2mo 17dFeb 2020 - May 2020
2025 selloff2025	-27.47%Apr 2025	3mo 22d	2mo 3d	5mo 25dDec 2024 - Jun 2025
Rate-hike selloffLate 2018	-23.18%Dec 2018	2mo 23d	2mo 7d	5moOct 2018 - Mar 2019
2016 bear market2016	-22.54%Feb 2016	1mo 11d	2mo 4d	3mo 15dDec 2015 - Apr 2016

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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.86	1.57	1.44	1.43	1.45

The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Mod of MATANA Portfolio correlation to the S&P 500 Index

Mod of MATANA Portfolio has a 0.87 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 21, 2015	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while LLY has the lowest at 0.38.

0.38

0.48

0.51

0.53

0.54

0.58

Portfolio Correlations

Correlation vs. Mod of MATANA Portfolio. NVDA has the highest portfolio correlation at 0.77, while LLY has the lowest at 0.31.

0.31

0.61

0.65

0.66

Asset Correlations Table

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

	LLY	TSLA	MELI	SHOP	AMD	NOW	AAPL	AVGO	META	MPWR	GOOG	AMZN	NVDA	MSFT
LLY	1.00	0.13	0.18	0.15	0.17	0.22	0.25	0.22	0.24	0.20	0.26	0.23	0.20	0.28
TSLA	0.13	1.00	0.36	0.39	0.38	0.35	0.41	0.39	0.36	0.43	0.39	0.41	0.42	0.39
MELI	0.18	0.36	1.00	0.48	0.40	0.50	0.40	0.39	0.44	0.45	0.44	0.48	0.45	0.46
SHOP	0.15	0.39	0.48	1.00	0.43	0.55	0.41	0.41	0.45	0.45	0.44	0.51	0.48	0.48
AMD	0.17	0.38	0.40	0.43	1.00	0.41	0.42	0.52	0.42	0.59	0.44	0.46	0.64	0.47
NOW	0.22	0.35	0.50	0.55	0.41	1.00	0.45	0.44	0.49	0.48	0.48	0.54	0.51	0.61
AAPL	0.25	0.41	0.40	0.41	0.42	0.45	1.00	0.52	0.49	0.50	0.57	0.54	0.50	0.59
AVGO	0.22	0.39	0.39	0.41	0.52	0.44	0.52	1.00	0.47	0.64	0.48	0.47	0.61	0.54
META	0.24	0.36	0.44	0.45	0.42	0.49	0.49	0.47	1.00	0.46	0.64	0.62	0.51	0.59
MPWR	0.20	0.43	0.45	0.45	0.59	0.48	0.50	0.64	0.46	1.00	0.49	0.48	0.65	0.51
GOOG	0.26	0.39	0.44	0.44	0.44	0.48	0.57	0.48	0.64	0.49	1.00	0.66	0.52	0.65
AMZN	0.23	0.41	0.48	0.51	0.46	0.54	0.54	0.47	0.62	0.48	0.66	1.00	0.54	0.64
NVDA	0.20	0.42	0.45	0.48	0.64	0.51	0.50	0.61	0.51	0.65	0.52	0.54	1.00	0.59
MSFT	0.28	0.39	0.46	0.48	0.47	0.61	0.59	0.54	0.59	0.51	0.65	0.64	0.59	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2015

Diversification Analysis

Find what Mod of MATANA Portfolio is missing

See which holdings overlap, where Mod of MATANA Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification