GAFNAM Capitalization-Weighted
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 23.40% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.30% |
GOOGL Alphabet Inc Class A | Communication Services | 14.50% |
META Meta Platforms, Inc. | Communication Services | 9.50% |
MSFT Microsoft Corporation | Technology | 24.40% |
NVDA NVIDIA Corporation | Technology | 13.90% |
Performance
Performance Chart
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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of May 23, 2025, the GAFNAM Capitalization-Weighted returned -4.25% Year-To-Date and 32.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| GAFNAM Capitalization-Weighted | -5.73% | 12.63% | -0.37% | 11.91% | 27.89% | 32.53% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 7.21% | 20.46% | 8.37% | 6.24% | 20.69% | 27.26% |
AAPL Apple Inc | -21.83% | -4.43% | -14.85% | 4.98% | 20.30% | 21.00% |
AMZN Amazon.com, Inc. | -8.39% | 11.29% | 1.96% | 11.01% | 10.53% | 25.18% |
NVDA NVIDIA Corporation | -2.23% | 27.83% | -7.49% | 26.53% | 70.95% | 74.49% |
META Meta Platforms, Inc. | 7.19% | 20.53% | 12.34% | 35.12% | 21.81% | 23.02% |
GOOGL Alphabet Inc Class A | -10.90% | 8.45% | 2.49% | -2.46% | 19.09% | 19.99% |
Monthly Returns
The table below presents the monthly returns of GAFNAM 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 | 0.83% | -4.48% | -9.24% | -0.18% | 8.05% | -5.73% | |||||||
| 2024 | 5.11% | 9.67% | 3.44% | -2.95% | 10.20% | 8.86% | -2.89% | 0.65% | 3.19% | -0.41% | 4.39% | 3.51% | 50.69% |
| 2023 | 15.36% | 2.98% | 15.32% | 4.35% | 12.81% | 6.34% | 4.41% | -0.51% | -6.24% | 0.77% | 10.93% | 2.95% | 92.22% |
| 2022 | -7.61% | -5.05% | 5.52% | -16.10% | -2.59% | -9.48% | 14.14% | -6.48% | -12.89% | -0.50% | 7.65% | -9.97% | -38.60% |
| 2021 | 0.74% | 0.14% | 1.80% | 9.97% | -1.04% | 9.89% | 3.71% | 6.80% | -7.12% | 10.45% | 6.64% | 0.13% | 48.98% |
| 2020 | 5.36% | -4.21% | -5.05% | 16.79% | 7.14% | 8.79% | 9.60% | 15.55% | -7.56% | -2.35% | 7.04% | 3.47% | 65.17% |
| 2019 | 8.77% | 2.80% | 8.03% | 7.01% | -10.46% | 9.14% | 4.26% | -1.54% | 2.22% | 7.04% | 5.67% | 5.61% | 58.33% |
| 2018 | 11.96% | 0.26% | -4.97% | 1.48% | 9.11% | 0.01% | 3.84% | 10.37% | -0.63% | -10.92% | -5.98% | -9.98% | 1.43% |
| 2017 | 5.60% | 3.35% | 4.06% | 2.86% | 9.36% | -2.77% | 5.51% | 4.14% | -0.84% | 10.83% | 1.32% | -0.36% | 51.43% |
| 2016 | -4.98% | -2.98% | 9.60% | -4.86% | 10.31% | -2.84% | 11.20% | 2.51% | 4.99% | 1.11% | 1.91% | 4.98% | 33.39% |
| 2015 | -0.34% | 8.78% | -3.24% | 7.15% | 0.42% | -2.87% | 7.96% | -2.61% | 1.06% | 15.40% | 4.24% | -0.60% | 39.28% |
| 2014 | -1.80% | 5.79% | -1.86% | 0.37% | 4.84% | 2.20% | 0.84% | 6.37% | -0.61% | 1.08% | 5.70% | -4.73% | 18.97% |
Expense Ratio
GAFNAM 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 GAFNAM Capitalization-Weighted is 30, 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 | 0.24 | 0.51 | 1.07 | 0.24 | 0.54 |
AAPL Apple Inc | 0.15 | 0.32 | 1.04 | 0.06 | 0.19 |
AMZN Amazon.com, Inc. | 0.32 | 0.64 | 1.08 | 0.32 | 0.82 |
NVDA NVIDIA Corporation | 0.45 | 1.22 | 1.15 | 1.02 | 2.50 |
META Meta Platforms, Inc. | 0.96 | 1.54 | 1.20 | 1.04 | 3.16 |
GOOGL Alphabet Inc Class A | -0.08 | -0.00 | 1.00 | -0.16 | -0.34 |
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Dividends
Dividend yield
GAFNAM Capitalization-Weighted provided a 0.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.40% | 0.35% | 0.30% | 0.44% | 0.29% | 0.39% | 0.57% | 0.90% | 0.83% | 1.09% | 1.19% | 1.23% |
| 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 | 0.52% | 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% |
META Meta Platforms, Inc. | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc Class A | 0.47% | 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 GAFNAM 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 GAFNAM Capitalization-Weighted was 43.17%, occurring on Nov 3, 2022. Recovery took 151 trading sessions.
The current GAFNAM Capitalization-Weighted drawdown is 7.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.17% | Dec 28, 2021 | 216 | Nov 3, 2022 | 151 | Jun 13, 2023 | 367 |
| -30.4% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
| -28.64% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -25.69% | Dec 26, 2024 | 70 | Apr 8, 2025 | — | — | — |
| -16.63% | Dec 7, 2015 | 44 | Feb 9, 2016 | 73 | May 24, 2016 | 117 |
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 5.43, 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 | META | AAPL | NVDA | AMZN | GOOGL | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.56 | 0.64 | 0.61 | 0.64 | 0.68 | 0.72 | 0.80 |
| META | 0.56 | 1.00 | 0.45 | 0.48 | 0.57 | 0.60 | 0.50 | 0.70 |
| AAPL | 0.64 | 0.45 | 1.00 | 0.47 | 0.50 | 0.53 | 0.56 | 0.75 |
| NVDA | 0.61 | 0.48 | 0.47 | 1.00 | 0.52 | 0.51 | 0.56 | 0.76 |
| AMZN | 0.64 | 0.57 | 0.50 | 0.52 | 1.00 | 0.65 | 0.60 | 0.78 |
| GOOGL | 0.68 | 0.60 | 0.53 | 0.51 | 0.65 | 1.00 | 0.64 | 0.78 |
| MSFT | 0.72 | 0.50 | 0.56 | 0.56 | 0.60 | 0.64 | 1.00 | 0.81 |
| Portfolio | 0.80 | 0.70 | 0.75 | 0.76 | 0.78 | 0.78 | 0.81 | 1.00 |