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. | 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
The chart shows the growth of an initial investment of $10,000 in GAFNAM 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Apr 19, 2025, the GAFNAM Capitalization-Weighted returned -18.66% Year-To-Date and 31.09% 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% |
| GAFNAM Capitalization-Weighted | -23.25% | -12.75% | -24.09% | 15.54% | 47.25% | 42.76% |
| 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% |
META Meta Platforms, Inc. | -14.28% | -14.14% | -12.86% | 0.30% | 23.02% | 19.72% |
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 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 | -8.29% | 2.17% | -12.39% | -6.51% | -23.25% | ||||||||
| 2024 | 17.50% | 22.51% | 11.14% | -4.23% | 22.71% | 11.88% | -4.86% | 1.68% | 2.06% | 7.22% | 4.26% | -1.72% | 128.15% |
| 2023 | 22.86% | 10.37% | 17.39% | 1.73% | 25.72% | 9.75% | 7.89% | 3.43% | -10.03% | -3.59% | 13.38% | 4.69% | 156.74% |
| 2022 | -12.49% | -2.30% | 8.75% | -24.57% | -1.06% | -13.75% | 17.07% | -11.23% | -15.45% | 4.79% | 13.95% | -11.78% | -44.61% |
| 2021 | 0.13% | 1.65% | -0.15% | 10.93% | 2.17% | 15.15% | 0.45% | 10.25% | -7.18% | 16.38% | 16.73% | -5.47% | 75.08% |
| 2020 | 4.27% | 0.80% | -3.56% | 15.49% | 10.64% | 8.67% | 10.37% | 18.45% | -4.24% | -4.83% | 6.71% | 1.10% | 80.95% |
| 2019 | 9.09% | 3.14% | 9.94% | 5.69% | -13.68% | 11.38% | 2.88% | -1.54% | 1.81% | 8.36% | 5.84% | 5.95% | 57.50% |
| 2018 | 18.24% | -0.48% | -4.77% | 0.50% | 9.69% | -1.92% | 3.50% | 11.69% | -0.37% | -17.19% | -9.96% | -12.45% | -8.92% |
| 2017 | 4.99% | -0.05% | 4.89% | 1.32% | 16.22% | -1.84% | 7.72% | 3.63% | 1.47% | 12.60% | -0.11% | -1.49% | 59.68% |
| 2016 | -5.25% | -2.99% | 9.31% | -3.20% | 11.33% | -2.58% | 12.10% | 3.03% | 5.98% | 1.12% | 6.07% | 6.60% | 47.60% |
| 2015 | -0.87% | 8.70% | -3.15% | 6.38% | 0.54% | -2.57% | 8.40% | -2.65% | 1.09% | 15.77% | 4.58% | -0.08% | 40.34% |
| 2014 | -1.40% | 5.46% | -2.61% | -0.53% | 4.68% | 2.21% | 0.78% | 6.05% | -0.43% | 0.64% | 5.13% | -4.46% | 15.93% |
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 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 |
META Meta Platforms, Inc. | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
Dividends
Dividend yield
GAFNAM 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% | 0.30% | 0.44% | 0.29% | 0.39% | 0.57% | 0.90% | 0.83% | 1.09% | 1.19% | 1.23% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 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% |
META Meta Platforms, Inc. | 0.40% | 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. | 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 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 53.30%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current GAFNAM Capitalization-Weighted drawdown is 21.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.3% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -40.08% | Oct 2, 2018 | 58 | Dec 24, 2018 | 249 | Dec 19, 2019 | 307 |
| -34.33% | Jan 7, 2025 | 61 | Apr 4, 2025 | — | — | — |
| -31% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -24.49% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
Volatility
Volatility Chart
The current GAFNAM Capitalization-Weighted volatility is 23.11%, 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
| AAPL | NVDA | META | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.47 | 0.45 | 0.50 | 0.56 | 0.53 |
| NVDA | 0.47 | 1.00 | 0.47 | 0.52 | 0.56 | 0.51 |
| META | 0.45 | 0.47 | 1.00 | 0.57 | 0.50 | 0.60 |
| AMZN | 0.50 | 0.52 | 0.57 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.56 | 0.56 | 0.50 | 0.60 | 1.00 | 0.64 |
| GOOGL | 0.53 | 0.51 | 0.60 | 0.65 | 0.64 | 1.00 |