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NAMGA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 38%AAPL 15.5%MSFT 15.5%AMZN 15.5%GOOGL 15.5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

15.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

15.50%

GOOGL
Alphabet Inc.
Communication Services

15.50%

MSFT
Microsoft Corporation
Technology

15.50%

NVDA
NVIDIA Corporation
Technology

38%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NAMGA, 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


0.00%20.00%40.00%60.00%2024FebruaryMarchAprilMayJune
65.28%
14.19%
NAMGA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL

Returns By Period

As of Jun 12, 2024, the NAMGA returned 62.30% Year-To-Date and 46.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
NAMGA62.30%15.58%65.28%88.26%55.71%46.62%
AAPL
Apple Inc.
7.88%11.20%4.92%13.61%34.95%26.28%
NVDA
NVIDIA Corporation
144.19%33.76%151.47%194.83%102.45%74.57%
MSFT
Microsoft Corporation
15.48%4.77%16.00%30.45%28.02%28.62%
AMZN
Amazon.com, Inc.
23.23%0.35%25.79%47.82%14.95%27.70%
GOOGL
Alphabet Inc.
26.58%4.54%33.38%42.79%26.72%20.27%

Monthly Returns

The table below presents the monthly returns of NAMGA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20249.85%14.52%7.84%-2.17%14.19%62.30%
202320.44%5.77%16.19%2.30%19.83%7.48%6.06%2.20%-8.44%-1.39%11.80%3.69%121.26%
2022-10.39%-1.28%7.16%-21.70%-1.61%-11.21%17.13%-10.01%-14.24%4.28%11.59%-12.13%-40.07%
20210.82%2.13%-0.29%11.05%1.27%13.81%1.95%8.93%-6.95%14.67%12.89%-3.78%69.16%
20204.66%0.71%-3.71%15.29%10.34%8.44%10.19%17.91%-4.88%-3.31%7.07%1.80%82.35%
20197.65%3.88%10.66%4.40%-14.42%11.31%4.21%-1.36%2.88%8.95%6.02%6.42%60.02%
201817.40%-0.14%-4.54%0.01%9.46%-1.45%4.95%11.62%-0.13%-15.79%-9.17%-11.93%-4.86%
20174.32%0.41%4.67%1.08%17.62%-2.11%6.63%3.92%1.13%12.54%0.50%-1.20%59.78%
2016-7.87%-0.26%10.70%-3.19%17.03%-1.65%14.09%3.90%7.33%1.39%10.17%9.03%75.66%
2015-0.23%10.50%-4.01%7.36%0.39%-4.89%7.11%1.70%3.35%15.83%6.76%0.97%52.51%
2014-2.98%8.50%-2.04%0.39%4.36%0.69%-1.85%7.83%-2.51%2.19%6.24%-5.06%15.67%
20130.09%2.37%0.96%5.11%5.30%-2.37%3.50%1.45%3.85%6.85%5.40%1.92%39.91%

Expense Ratio

NAMGA 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NAMGA is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NAMGA is 9595
NAMGA
The Sharpe Ratio Rank of NAMGA is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of NAMGA is 9494Sortino Ratio Rank
The Omega Ratio Rank of NAMGA is 9494Omega Ratio Rank
The Calmar Ratio Rank of NAMGA is 9797Calmar Ratio Rank
The Martin Ratio Rank of NAMGA is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


NAMGA
Sharpe ratio
The chart of Sharpe ratio for NAMGA, currently valued at 3.67, compared to the broader market0.002.004.003.67
Sortino ratio
The chart of Sortino ratio for NAMGA, currently valued at 4.63, compared to the broader market-2.000.002.004.006.004.63
Omega ratio
The chart of Omega ratio for NAMGA, currently valued at 1.57, compared to the broader market0.801.001.201.401.601.801.57
Calmar ratio
The chart of Calmar ratio for NAMGA, currently valued at 7.56, compared to the broader market0.002.004.006.008.0010.007.56
Martin ratio
The chart of Martin ratio for NAMGA, currently valued at 25.53, compared to the broader market0.0010.0020.0030.0040.0050.0025.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.701.161.140.911.81
NVDA
NVIDIA Corporation
4.804.951.6210.7130.88
MSFT
Microsoft Corporation
1.622.191.272.576.26
AMZN
Amazon.com, Inc.
1.872.701.331.4410.70
GOOGL
Alphabet Inc.
1.602.161.302.009.62

Sharpe Ratio

The current NAMGA Sharpe ratio is 3.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of NAMGA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.002024FebruaryMarchAprilMayJune
3.67
2.21
NAMGA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NAMGA granted a 0.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NAMGA0.20%0.20%0.31%0.20%0.29%0.45%0.71%0.63%0.84%1.11%1.28%1.47%
AAPL
Apple Inc.
0.47%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
GOOGL
Alphabet Inc.
0.11%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
NAMGA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NAMGA. 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 NAMGA was 70.21%, occurring on Nov 20, 2008. Recovery took 537 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.21%Nov 7, 2007263Nov 20, 2008537Jan 10, 2011800
-46.73%Nov 22, 2021226Oct 14, 2022153May 25, 2023379
-38.07%Oct 2, 201858Dec 24, 2018232Nov 25, 2019290
-30.92%Feb 20, 202018Mar 16, 202039May 11, 202057
-30.9%Feb 18, 2011127Aug 19, 2011435May 15, 2013562

Volatility

Volatility Chart

The current NAMGA volatility is 5.99%, 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%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
5.99%
2.41%
NAMGA
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

NVDAAAPLAMZNMSFTGOOGL
NVDA1.000.460.470.500.47
AAPL0.461.000.470.510.51
AMZN0.470.471.000.540.58
MSFT0.500.510.541.000.55
GOOGL0.470.510.580.551.00
The correlation results are calculated based on daily price changes starting from Aug 20, 2004