GANAM Capitalization-Weighted
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25.15% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 15.70% |
GOOGL Alphabet Inc Class A | Communication Services | 16.10% |
MSFT Microsoft Corporation | Technology | 26.91% |
NVDA NVIDIA Corporation | Technology | 16.14% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of May 19, 2025, the GANAM Capitalization-Weighted returned -4.45% Year-To-Date and 33.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| GANAM Capitalization-Weighted | -4.45% | 18.29% | 0.46% | 14.14% | 29.69% | 33.87% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 8.19% | 23.74% | 10.10% | 8.93% | 21.05% | 27.25% |
AAPL Apple Inc | -15.43% | 7.39% | -5.88% | 11.79% | 22.76% | 21.87% |
AMZN Amazon.com, Inc. | -6.29% | 19.11% | 1.47% | 11.31% | 10.96% | 25.37% |
NVDA NVIDIA Corporation | 0.84% | 33.41% | -4.62% | 46.46% | 73.24% | 75.21% |
GOOGL Alphabet Inc Class A | -12.11% | 9.94% | -3.43% | -5.15% | 19.52% | 19.69% |
Monthly Returns
The table below presents the monthly returns of GANAM Capitalization-Weighted, 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 | -0.99% | -4.65% | -8.72% | 0.34% | 10.51% | -4.45% | |||||||
| 2024 | 4.80% | 8.15% | 4.14% | -2.09% | 10.47% | 8.97% | -2.66% | -0.27% | 2.45% | -0.26% | 4.71% | 3.60% | 49.70% |
| 2023 | 14.64% | 1.49% | 14.64% | 3.37% | 13.35% | 6.13% | 3.80% | 0.31% | -7.08% | 0.75% | 11.19% | 2.46% | 84.20% |
| 2022 | -7.80% | -2.14% | 5.59% | -16.92% | -2.45% | -8.74% | 15.77% | -7.39% | -12.57% | 2.80% | 6.54% | -11.00% | -35.63% |
| 2021 | 1.39% | 0.29% | 0.54% | 9.96% | -1.16% | 10.46% | 3.78% | 6.92% | -6.79% | 12.18% | 7.37% | -0.29% | 52.45% |
| 2020 | 6.05% | -3.97% | -4.24% | 16.12% | 6.93% | 9.63% | 9.34% | 15.59% | -7.13% | -2.65% | 7.22% | 3.87% | 68.93% |
| 2019 | 6.90% | 3.55% | 8.63% | 6.02% | -10.82% | 9.25% | 4.62% | -1.24% | 2.84% | 7.02% | 5.72% | 6.00% | 58.30% |
| 2018 | 12.79% | 0.67% | -4.50% | 0.80% | 8.84% | -0.20% | 5.41% | 11.08% | -0.07% | -11.40% | -5.87% | -10.35% | 3.86% |
| 2017 | 4.77% | 3.13% | 3.99% | 2.52% | 10.52% | -2.97% | 4.88% | 4.38% | -0.76% | 11.44% | 1.56% | -0.37% | 51.33% |
| 2016 | -6.28% | -2.71% | 9.95% | -5.61% | 11.56% | -2.70% | 11.59% | 2.63% | 5.37% | 1.04% | 3.38% | 5.82% | 37.01% |
| 2015 | -0.18% | 9.30% | -3.97% | 8.36% | 0.38% | -3.95% | 7.79% | -2.23% | 1.20% | 15.65% | 4.55% | -0.61% | 40.30% |
| 2014 | -3.45% | 5.43% | -0.58% | 0.45% | 4.70% | 1.73% | 0.04% | 6.77% | -1.32% | 1.72% | 5.87% | -5.19% | 16.53% |
Expense Ratio
GANAM Capitalization-Weighted 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 GANAM Capitalization-Weighted is 21, meaning it’s performing worse than 79% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.34 | 0.75 | 1.10 | 0.43 | 0.94 |
AAPL Apple Inc | 0.36 | 0.80 | 1.11 | 0.40 | 1.31 |
AMZN Amazon.com, Inc. | 0.35 | 0.65 | 1.08 | 0.32 | 0.85 |
NVDA NVIDIA Corporation | 0.73 | 1.40 | 1.18 | 1.31 | 3.22 |
GOOGL Alphabet Inc Class A | -0.13 | 0.13 | 1.02 | -0.07 | -0.14 |
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Dividends
Dividend yield
GANAM Capitalization-Weighted provided a 0.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.39% | 0.35% | 0.33% | 0.48% | 0.32% | 0.43% | 0.63% | 0.98% | 0.91% | 1.19% | 1.30% | 1.36% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 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 | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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 | 0.03% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
GOOGL Alphabet Inc Class A | 0.48% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GANAM Capitalization-Weighted. 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 GANAM Capitalization-Weighted was 62.90%, occurring on Nov 20, 2008. Recovery took 350 trading sessions.
The current GANAM Capitalization-Weighted drawdown is 8.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.9% | Dec 27, 2007 | 229 | Nov 20, 2008 | 350 | Apr 15, 2010 | 579 |
| -39.58% | Dec 28, 2021 | 258 | Jan 5, 2023 | 101 | Jun 1, 2023 | 359 |
| -31.25% | Oct 2, 2018 | 58 | Dec 24, 2018 | 201 | Oct 11, 2019 | 259 |
| -28.35% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -26.71% | Dec 26, 2024 | 70 | Apr 8, 2025 | — | — | — |
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 5 assets, with an effective number of assets of 4.71, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | NVDA | AAPL | AMZN | GOOGL | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.59 | 0.59 | 0.61 | 0.63 | 0.69 | 0.77 |
| NVDA | 0.59 | 1.00 | 0.45 | 0.47 | 0.47 | 0.51 | 0.75 |
| AAPL | 0.59 | 0.45 | 1.00 | 0.47 | 0.51 | 0.51 | 0.77 |
| AMZN | 0.61 | 0.47 | 0.47 | 1.00 | 0.58 | 0.55 | 0.74 |
| GOOGL | 0.63 | 0.47 | 0.51 | 0.58 | 1.00 | 0.56 | 0.74 |
| MSFT | 0.69 | 0.51 | 0.51 | 0.55 | 0.56 | 1.00 | 0.77 |
| Portfolio | 0.77 | 0.75 | 0.77 | 0.74 | 0.74 | 0.77 | 1.00 |