MATANA minus Tesla plus Broadcom
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
AVGO Broadcom Inc. | Technology | 16.67% |
GOOG Alphabet Inc. | Communication Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MATANA minus Tesla plus Broadcom, 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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 14, 2024, the MATANA minus Tesla plus Broadcom returned 54.69% Year-To-Date and 38.26% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| MATANA minus Tesla plus Broadcom | 54.69% | 3.75% | 18.91% | 61.92% | 40.86% | 38.26% |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
AMZN Amazon.com, Inc. | 40.91% | 14.16% | 15.11% | 46.84% | 19.81% | 29.37% |
GOOG Alphabet Inc. | 28.39% | 8.50% | 4.06% | 33.60% | 22.15% | 20.93% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
Monthly Returns
The table below presents the monthly returns of MATANA minus Tesla plus Broadcom, 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 | 5.72% | 9.74% | 4.81% | -1.54% | 9.13% | 10.93% | -2.49% | -0.36% | 3.13% | 0.40% | 54.69% | ||
| 2023 | 14.68% | 1.31% | 13.86% | 2.20% | 17.29% | 6.56% | 4.44% | 1.50% | -7.70% | 0.28% | 10.85% | 6.05% | 94.90% |
| 2022 | -9.05% | -1.29% | 6.32% | -17.51% | -1.03% | -10.48% | 15.30% | -7.69% | -12.48% | 2.80% | 8.95% | -8.98% | -33.74% |
| 2021 | 1.58% | 1.75% | 0.15% | 9.00% | -0.17% | 9.37% | 2.60% | 6.54% | -6.13% | 11.78% | 7.46% | 2.03% | 54.90% |
| 2020 | 4.38% | -4.26% | -5.24% | 16.25% | 7.18% | 8.98% | 8.16% | 14.69% | -4.93% | -2.43% | 8.38% | 4.13% | 67.00% |
| 2019 | 7.30% | 2.87% | 9.20% | 5.42% | -12.95% | 9.96% | 4.00% | -1.74% | 1.94% | 6.94% | 5.84% | 4.92% | 50.47% |
| 2018 | 11.55% | 0.34% | -4.60% | 0.36% | 8.64% | -0.55% | 3.15% | 8.94% | 1.57% | -12.44% | -3.70% | -6.87% | 3.78% |
| 2017 | 6.18% | 3.07% | 4.14% | 2.36% | 11.35% | -2.81% | 5.23% | 3.51% | -0.70% | 11.14% | 2.16% | -1.46% | 52.78% |
| 2016 | -7.08% | -2.02% | 10.89% | -4.26% | 11.54% | -1.91% | 10.44% | 3.70% | 4.56% | 0.38% | 3.71% | 5.88% | 39.58% |
| 2015 | 1.19% | 11.67% | -3.05% | 5.05% | 4.19% | -4.97% | 6.59% | -0.95% | 1.22% | 13.30% | 5.45% | 1.82% | 48.09% |
| 2014 | -1.74% | 5.68% | 1.84% | -1.22% | 8.60% | -0.29% | 0.85% | 6.22% | -2.98% | 17.56% |
Expense Ratio
MATANA minus Tesla plus Broadcom 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MATANA minus Tesla plus Broadcom is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
AMZN Amazon.com, Inc. | 1.86 | 2.54 | 1.33 | 2.14 | 8.53 |
GOOG Alphabet Inc. | 1.35 | 1.87 | 1.25 | 1.59 | 4.04 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
Dividends
Dividend yield
MATANA minus Tesla plus Broadcom provided a 0.43% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.43% | 0.50% | 0.82% | 0.58% | 0.79% | 1.01% | 1.17% | 0.91% | 1.03% | 1.10% | 1.18% | 1.38% |
| Portfolio components: | ||||||||||||
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% |
GOOG Alphabet 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% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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 MATANA minus Tesla plus Broadcom. 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 minus Tesla plus Broadcom was 39.84%, occurring on Nov 3, 2022. Recovery took 140 trading sessions.
The current MATANA minus Tesla plus Broadcom drawdown is 1.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.84% | Dec 28, 2021 | 216 | Nov 3, 2022 | 140 | May 26, 2023 | 356 |
| -30.34% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -18.76% | Dec 7, 2015 | 44 | Feb 9, 2016 | 44 | Apr 13, 2016 | 88 |
| -18.07% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current MATANA minus Tesla plus Broadcom volatility is 6.48%, 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
Asset Correlations Table
| AVGO | NVDA | AAPL | AMZN | GOOG | MSFT | |
|---|---|---|---|---|---|---|
| AVGO | 1.00 | 0.61 | 0.55 | 0.47 | 0.48 | 0.54 |
| NVDA | 0.61 | 1.00 | 0.52 | 0.53 | 0.52 | 0.58 |
| AAPL | 0.55 | 0.52 | 1.00 | 0.55 | 0.58 | 0.62 |
| AMZN | 0.47 | 0.53 | 0.55 | 1.00 | 0.67 | 0.64 |
| GOOG | 0.48 | 0.52 | 0.58 | 0.67 | 1.00 | 0.68 |
| MSFT | 0.54 | 0.58 | 0.62 | 0.64 | 0.68 | 1.00 |