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. | Communication Services | 16.10% |
MSFT Microsoft Corporation | Technology | 26.91% |
NVDA NVIDIA Corporation | Technology | 16.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GANAM Capitalization-Weighted, 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 3 months.
The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Apr 19, 2025, the GANAM Capitalization-Weighted returned -19.23% Year-To-Date and 32.32% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| GANAM Capitalization-Weighted | -22.93% | -11.57% | -21.80% | 16.70% | 36.86% | 31.87% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -12.57% | -5.17% | -11.70% | -8.33% | 16.60% | 25.95% |
AAPL Apple Inc | -21.25% | -8.48% | -15.99% | 18.48% | 23.54% | 21.45% |
AMZN Amazon.com, Inc. | -21.32% | -11.73% | -8.67% | -3.69% | 7.79% | 24.39% |
NVDA NVIDIA Corporation | -24.42% | -13.64% | -26.44% | 19.90% | 69.59% | 69.30% |
GOOGL Alphabet Inc. | -20.06% | -7.77% | -7.29% | -2.65% | 18.94% | 18.84% |
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 | -7.51% | 1.97% | -11.16% | -8.02% | -22.93% | ||||||||
| 2024 | 8.13% | 13.35% | 6.11% | -2.77% | 19.76% | 11.25% | -1.94% | 1.90% | 1.87% | 4.38% | 4.59% | 0.53% | 88.21% |
| 2023 | 16.87% | 5.48% | 14.35% | 2.04% | 15.46% | 9.57% | 5.07% | 0.33% | -9.73% | -2.44% | 12.41% | 3.40% | 96.35% |
| 2022 | -7.26% | -3.13% | 7.27% | -17.73% | -3.44% | -10.77% | 18.65% | -6.83% | -13.47% | 8.38% | 3.04% | -12.44% | -36.11% |
| 2021 | -0.28% | -3.54% | 0.01% | 9.52% | -1.89% | 12.36% | 3.26% | 7.18% | -6.89% | 10.95% | 13.85% | 0.14% | 51.39% |
| 2020 | 5.17% | -6.11% | -5.06% | 16.06% | 9.19% | 11.77% | 14.10% | 19.86% | -7.56% | -5.24% | 8.16% | 6.51% | 83.28% |
| 2019 | 7.40% | 3.11% | 10.01% | 5.08% | -13.14% | 11.64% | 5.46% | -1.90% | 4.67% | 9.58% | 6.57% | 8.02% | 69.57% |
| 2018 | 9.59% | 2.95% | -5.16% | -0.39% | 11.11% | -1.14% | 3.80% | 15.75% | -0.57% | -11.11% | -13.66% | -12.11% | -5.67% |
| 2017 | 4.76% | 6.91% | 4.77% | 0.77% | 11.58% | -4.12% | 4.86% | 6.93% | -2.36% | 11.35% | 1.23% | -1.52% | 53.73% |
| 2016 | -7.62% | -1.35% | 11.21% | -9.06% | 9.41% | -3.48% | 10.34% | 2.52% | 6.73% | 0.16% | 1.57% | 5.70% | 26.36% |
| 2015 | 5.06% | 9.57% | -3.13% | 2.19% | 3.40% | -3.40% | 1.56% | -5.00% | -1.18% | 11.31% | 1.56% | -6.59% | 14.61% |
| 2014 | -7.78% | 5.27% | -0.53% | 5.29% | 6.84% | 2.49% | 1.47% | 7.07% | -1.70% | 4.74% | 8.74% | -6.64% | 26.44% |
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 18, meaning it’s performing worse than 82% 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 | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.21 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
Dividends
Dividend yield
GANAM Capitalization-Weighted provided a 0.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.45% | 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 | 0.86% | 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 | 0.51% | 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 | 0.04% | 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. | 0.53% | 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.
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 65.28%, occurring on Nov 20, 2008. Recovery took 350 trading sessions.
The current GANAM Capitalization-Weighted drawdown is 22.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.28% | Dec 27, 2007 | 229 | Nov 20, 2008 | 350 | Apr 15, 2010 | 579 |
| -39.87% | Dec 28, 2021 | 258 | Jan 5, 2023 | 97 | May 25, 2023 | 355 |
| -38.33% | Oct 4, 2018 | 56 | Dec 24, 2018 | 217 | Nov 4, 2019 | 273 |
| -34.21% | Sep 20, 2012 | 143 | Apr 18, 2013 | 276 | May 22, 2014 | 419 |
| -32.75% | Jan 7, 2025 | 63 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current GANAM Capitalization-Weighted volatility is 22.28%, 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
| NVDA | AAPL | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.45 | 0.47 | 0.47 | 0.51 |
| AAPL | 0.45 | 1.00 | 0.47 | 0.51 | 0.51 |
| AMZN | 0.47 | 0.47 | 1.00 | 0.58 | 0.55 |
| GOOGL | 0.47 | 0.51 | 0.58 | 1.00 | 0.55 |
| MSFT | 0.51 | 0.51 | 0.55 | 0.55 | 1.00 |