MAANTA-500
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 12.50% |
AMD Advanced Micro Devices, Inc. | Technology | 12.50% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.50% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 12.50% |
GOOG Alphabet Inc. | Communication Services | 12.50% |
MSFT Microsoft Corporation | Technology | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MAANTA-500, 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 Sep 6, 2024, the MAANTA-500 returned 29.71% Year-To-Date and 34.75% 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 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
MAANTA-500 | 29.71% | 4.87% | 4.64% | 45.47% | 35.68% | 34.75% |
Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 16.47% | 5.18% | 7.42% | 25.04% | 14.94% | 12.77% |
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.03% | 26.18% |
MSFT Microsoft Corporation | 9.20% | 2.38% | 0.18% | 23.60% | 25.25% | 26.30% |
NVDA NVIDIA Corporation | 116.52% | 2.84% | 15.70% | 127.86% | 89.29% | 72.19% |
AMD Advanced Micro Devices, Inc. | -5.41% | 7.11% | -34.03% | 27.60% | 35.57% | 42.28% |
AMZN Amazon.com, Inc. | 17.08% | 9.86% | 0.61% | 31.42% | 14.21% | 26.44% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 58.54% | 5.35% | 10.51% | 80.51% | 33.06% | 25.94% |
GOOG Alphabet Inc. | 12.67% | -1.21% | 17.41% | 17.29% | 21.44% | 18.41% |
Monthly Returns
The table below presents the monthly returns of MAANTA-500, 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 | 6.58% | 10.36% | 3.59% | -2.85% | 9.18% | 7.99% | -3.71% | 0.65% | 29.71% | ||||
2023 | 16.26% | 0.28% | 13.96% | -0.11% | 15.37% | 4.59% | 3.12% | -0.98% | -6.42% | -0.82% | 12.45% | 6.23% | 81.31% |
2022 | -8.26% | -2.30% | 2.52% | -16.78% | 1.08% | -11.80% | 15.32% | -7.48% | -14.57% | 0.43% | 12.72% | -11.22% | -37.54% |
2021 | 1.30% | 1.46% | -0.83% | 7.93% | -0.62% | 9.62% | 3.35% | 5.76% | -6.59% | 10.86% | 9.67% | -1.57% | 46.40% |
2020 | 3.13% | -3.40% | -5.26% | 15.27% | 4.83% | 7.30% | 17.61% | 12.74% | -5.69% | -2.24% | 10.59% | 3.90% | 71.88% |
2019 | 10.15% | 2.05% | 7.56% | 5.75% | -9.51% | 8.57% | 4.22% | -0.80% | 2.13% | 8.24% | 6.22% | 7.63% | 64.14% |
2018 | 15.75% | -2.34% | -5.35% | 0.15% | 9.22% | 1.40% | 8.25% | 12.84% | 4.43% | -15.67% | -2.23% | -9.31% | 13.20% |
2017 | 3.13% | 6.67% | 3.10% | 0.76% | 6.74% | -0.63% | 4.93% | 2.16% | 0.10% | 7.43% | 0.43% | -0.68% | 39.41% |
2016 | -8.03% | -1.13% | 12.03% | -0.61% | 12.90% | 1.83% | 12.65% | 3.27% | 3.32% | 1.02% | 5.70% | 7.93% | 61.26% |
2015 | -0.06% | 10.05% | -4.93% | 3.42% | 0.42% | -2.71% | 3.09% | -3.38% | 0.73% | 14.88% | 5.37% | 3.09% | 32.25% |
2014 | -0.86% | 3.11% | 2.44% | -2.07% | 6.10% | -4.00% | 0.05% | 4.91% | -4.26% | 4.97% |
Expense Ratio
MAANTA-500 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 MAANTA-500 is 61, 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 | |
---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.92 | 2.62 | 1.35 | 2.08 | 9.31 |
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
MSFT Microsoft Corporation | 1.17 | 1.62 | 1.21 | 1.51 | 4.74 |
NVDA NVIDIA Corporation | 2.37 | 2.86 | 1.36 | 4.47 | 14.73 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.43 |
AMZN Amazon.com, Inc. | 1.03 | 1.55 | 1.20 | 0.82 | 4.50 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.07 | 2.75 | 1.35 | 2.01 | 11.70 |
GOOG Alphabet Inc. | 0.58 | 0.92 | 1.13 | 0.89 | 2.42 |
Dividends
Dividend yield
MAANTA-500 granted a 0.48% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MAANTA-500 | 0.48% | 0.56% | 0.76% | 0.50% | 0.61% | 1.01% | 1.28% | 0.99% | 1.24% | 1.35% | 1.28% | 1.35% |
Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.27% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
AMD Advanced Micro Devices, 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% |
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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.26% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
GOOG Alphabet Inc. | 0.13% | 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 MAANTA-500. 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 MAANTA-500 was 43.37%, occurring on Nov 3, 2022. Recovery took 174 trading sessions.
The current MAANTA-500 drawdown is 13.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.37% | Nov 22, 2021 | 240 | Nov 3, 2022 | 174 | Jul 18, 2023 | 414 |
-31.16% | Oct 2, 2018 | 58 | Dec 24, 2018 | 147 | Jul 26, 2019 | 205 |
-28.79% | Feb 20, 2020 | 18 | Mar 16, 2020 | 57 | Jun 5, 2020 | 75 |
-18.19% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-18.01% | Dec 30, 2015 | 30 | Feb 11, 2016 | 42 | Apr 13, 2016 | 72 |
Volatility
Volatility Chart
The current MAANTA-500 volatility is 8.01%, 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
AMD | TSM | AAPL | AMZN | NVDA | GOOG | MSFT | FXAIX | |
---|---|---|---|---|---|---|---|---|
AMD | 1.00 | 0.49 | 0.43 | 0.45 | 0.64 | 0.43 | 0.47 | 0.51 |
TSM | 0.49 | 1.00 | 0.50 | 0.44 | 0.59 | 0.47 | 0.49 | 0.59 |
AAPL | 0.43 | 0.50 | 1.00 | 0.56 | 0.52 | 0.58 | 0.62 | 0.69 |
AMZN | 0.45 | 0.44 | 0.56 | 1.00 | 0.53 | 0.67 | 0.64 | 0.64 |
NVDA | 0.64 | 0.59 | 0.52 | 0.53 | 1.00 | 0.52 | 0.58 | 0.62 |
GOOG | 0.43 | 0.47 | 0.58 | 0.67 | 0.52 | 1.00 | 0.69 | 0.70 |
MSFT | 0.47 | 0.49 | 0.62 | 0.64 | 0.58 | 0.69 | 1.00 | 0.74 |
FXAIX | 0.51 | 0.59 | 0.69 | 0.64 | 0.62 | 0.70 | 0.74 | 1.00 |