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MAANTA-500

Last updated Feb 21, 2024

Asset Allocation


FXAIX 12.5%AAPL 12.5%MSFT 12.5%NVDA 12.5%AMD 12.5%AMZN 12.5%TSM 12.5%GOOG 12.5%EquityEquity
PositionCategory/SectorWeight
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

12.50%

AAPL
Apple Inc.
Technology

12.50%

MSFT
Microsoft Corporation
Technology

12.50%

NVDA
NVIDIA Corporation
Technology

12.50%

AMD
Advanced Micro Devices, Inc.
Technology

12.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12.50%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

12.50%

GOOG
Alphabet Inc.
Communication Services

12.50%

Performance

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
27.67%
13.40%
MAANTA-500
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
MAANTA-50011.06%3.02%27.67%70.77%35.97%N/A
FXAIX
Fidelity 500 Index Fund
4.52%2.94%14.30%23.94%14.33%12.65%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
AMD
Advanced Micro Devices, Inc.
12.40%-4.90%56.81%111.07%47.40%46.40%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%
TSM
Taiwan Semiconductor Manufacturing Company Limited
20.51%9.75%36.94%41.22%28.98%24.44%
GOOG
Alphabet Inc.
0.90%-3.90%9.65%50.33%21.04%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.58%
20233.12%-0.98%-6.43%-0.82%12.45%6.22%

Sharpe Ratio

The current MAANTA-500 Sharpe ratio is 3.04. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.04

The Sharpe ratio of MAANTA-500 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.04
1.75
MAANTA-500
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAANTA-500 granted a 0.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAANTA-5000.48%0.51%0.69%0.46%0.56%0.92%1.18%0.99%1.23%1.35%1.28%1.35%
FXAIX
Fidelity 500 Index Fund
1.39%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.
0.53%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
0.71%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%0.29%0.45%1.20%1.70%1.94%
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
1.16%1.39%1.93%1.24%1.24%2.76%2.81%2.32%2.61%2.54%1.79%2.30%
GOOG
Alphabet 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%

Expense Ratio

The 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.


0.02%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FXAIX
Fidelity 500 Index Fund
1.90
AAPL
Apple Inc.
0.97
MSFT
Microsoft Corporation
2.40
NVDA
NVIDIA Corporation
4.70
AMD
Advanced Micro Devices, Inc.
2.35
AMZN
Amazon.com, Inc.
2.30
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.29
GOOG
Alphabet Inc.
1.76

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AMDTSMAMZNAAPLNVDAGOOGMSFTFXAIX
AMD1.000.480.450.440.650.430.470.51
TSM0.481.000.440.510.580.480.490.58
AMZN0.450.441.000.570.550.680.640.64
AAPL0.440.510.571.000.540.590.630.69
NVDA0.650.580.550.541.000.540.590.62
GOOG0.430.480.680.590.541.000.690.71
MSFT0.470.490.640.630.590.691.000.74
FXAIX0.510.580.640.690.620.710.741.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-4.01%
-1.08%
MAANTA-500
Benchmark (^GSPC)
Portfolio components

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 43.40%, occurring on Nov 3, 2022. Recovery took 174 trading sessions.

The current MAANTA-500 drawdown is 4.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.4%Nov 22, 2021240Nov 3, 2022174Jul 18, 2023414
-31.16%Oct 2, 201858Dec 24, 2018147Jul 26, 2019205
-28.79%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-18.01%Dec 30, 201530Feb 11, 201642Apr 13, 201672
-14.15%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current MAANTA-500 volatility is 6.38%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
6.38%
3.37%
MAANTA-500
Benchmark (^GSPC)
Portfolio components
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