MATANA Portfolio
The MATANA portfolio is a variation of the popular investment acronym FAANG (Facebook, Apple, Amazon, Netflix, and Google), but with Facebook (now Meta) and Netflix removed and replaced by Microsoft, Nvidia, and Tesla.
The MATANA portfolio represents a group of technology companies believed to have strong growth potential and are well-positioned to benefit from trends such as cloud computing, artificial intelligence, and e-commerce.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
GOOG Alphabet Inc. | Communication Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MATANA Portfolio, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Aug 31, 2024, the MATANA Portfolio returned 31.33% Year-To-Date and 37.65% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| MATANA Portfolio | 31.33% | 4.13% | 18.01% | 38.54% | 48.85% | 37.68% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 11.54% | 2.30% | 0.76% | 27.87% | 26.34% | 26.91% |
AAPL Apple Inc | 19.39% | 4.28% | 27.78% | 21.49% | 35.80% | 26.60% |
TSLA Tesla, Inc. | -13.83% | 3.10% | 5.66% | -12.61% | 70.39% | 27.43% |
GOOG Alphabet Inc. | 17.29% | -1.95% | 19.71% | 20.83% | 23.18% | 19.05% |
NVDA NVIDIA Corporation | 141.08% | 11.28% | 45.10% | 146.15% | 96.72% | 73.87% |
AMZN Amazon.com, Inc. | 17.48% | 6.31% | 0.16% | 29.24% | 14.85% | 26.36% |
Monthly Returns
The table below presents the monthly returns of MATANA Portfolio, 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 | 0.73% | 9.42% | 2.95% | -0.53% | 8.23% | 9.37% | 0.41% | 31.33% | |||||
| 2023 | 20.72% | 4.70% | 11.56% | -1.02% | 16.34% | 9.51% | 4.20% | 0.49% | -6.66% | -3.26% | 12.21% | 3.08% | 94.43% |
| 2022 | -8.95% | -2.48% | 8.74% | -18.73% | -4.04% | -9.55% | 19.01% | -7.75% | -11.21% | -0.57% | 4.10% | -14.44% | -41.20% |
| 2021 | 3.20% | -1.74% | 0.11% | 10.27% | -2.65% | 10.47% | 2.48% | 7.30% | -4.92% | 17.43% | 7.02% | -2.69% | 53.92% |
| 2020 | 14.24% | -1.78% | -8.41% | 22.24% | 7.09% | 12.85% | 13.66% | 27.44% | -8.87% | -3.37% | 13.30% | 7.16% | 135.10% |
| 2019 | 5.11% | 3.10% | 5.84% | 2.00% | -12.88% | 10.43% | 5.23% | -2.45% | 3.28% | 11.00% | 5.30% | 9.76% | 53.08% |
| 2018 | 14.42% | -0.10% | -7.51% | 2.54% | 6.32% | 3.37% | 2.44% | 9.36% | -2.29% | -7.14% | -3.82% | -9.20% | 5.76% |
| 2017 | 7.04% | 1.89% | 5.41% | 4.36% | 11.32% | -1.35% | 2.48% | 4.69% | -0.79% | 9.21% | 0.31% | -0.21% | 53.31% |
| 2016 | -9.20% | -2.04% | 11.40% | -2.50% | 9.02% | -2.82% | 11.50% | 0.67% | 4.45% | 0.08% | 3.01% | 7.19% | 32.60% |
| 2015 | -0.62% | 7.71% | -4.25% | 9.64% | 2.32% | -1.86% | 7.41% | -2.05% | 1.17% | 10.89% | 6.09% | 0.74% | 42.36% |
| 2014 | -2.92% | 3.82% | 3.84% | -1.76% | 8.91% | -3.21% | 0.92% | 5.06% | -5.77% | 8.30% |
Expense Ratio
MATANA Portfolio 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 Portfolio is 34, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.80 | 5.87 |
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
TSLA Tesla, Inc. | -0.31 | -0.10 | 0.99 | -0.25 | -0.63 |
GOOG Alphabet Inc. | 0.75 | 1.13 | 1.16 | 1.14 | 3.24 |
NVDA NVIDIA Corporation | 2.84 | 3.28 | 1.41 | 5.26 | 16.32 |
AMZN Amazon.com, Inc. | 1.13 | 1.66 | 1.21 | 0.90 | 4.99 |
Dividends
Dividend yield
MATANA Portfolio granted a 0.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MATANA Portfolio | 0.21% | 0.21% | 0.31% | 0.20% | 0.28% | 0.42% | 0.66% | 0.60% | 0.79% | 0.91% | 0.97% | 1.11% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TSLA Tesla, 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. | 0.12% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
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 Portfolio. 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 Portfolio was 46.26%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.
The current MATANA Portfolio drawdown is 11.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.26% | Nov 22, 2021 | 282 | Jan 5, 2023 | 113 | Jun 20, 2023 | 395 |
| -35.31% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -27.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
| -21.66% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
| -19.28% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current MATANA Portfolio volatility is 9.32%, 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
| TSLA | NVDA | AAPL | AMZN | GOOG | MSFT | |
|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.41 | 0.41 | 0.41 | 0.37 | 0.38 |
| NVDA | 0.41 | 1.00 | 0.52 | 0.53 | 0.52 | 0.58 |
| AAPL | 0.41 | 0.52 | 1.00 | 0.56 | 0.58 | 0.62 |
| AMZN | 0.41 | 0.53 | 0.56 | 1.00 | 0.67 | 0.64 |
| GOOG | 0.37 | 0.52 | 0.58 | 0.67 | 1.00 | 0.69 |
| MSFT | 0.38 | 0.58 | 0.62 | 0.64 | 0.69 | 1.00 |