NAMGA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 38% |
AAPL Apple Inc. | Technology | 15.5% |
MSFT Microsoft Corporation | Technology | 15.5% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 15.5% |
GOOGL Alphabet Inc. | Communication Services | 15.5% |
Performance
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
Returns
As of Oct 2, 2023, the NAMGA returned 93.91% Year-To-Date and 41.08% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 7.98% | 9.78% |
| NAMGA | -7.80% | 30.63% | 93.91% | 98.27% | 30.92% | 41.00% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -9.63% | 3.31% | 32.33% | 24.62% | 25.35% | 27.61% |
NVDA NVIDIA Corporation | -10.32% | 55.58% | 197.76% | 258.56% | 43.88% | 61.48% |
MSFT Microsoft Corporation | -3.93% | 10.40% | 32.56% | 36.88% | 23.78% | 27.33% |
AMZN Amazon.com, Inc. | -7.96% | 24.13% | 51.33% | 12.50% | 5.44% | 23.14% |
GOOGL Alphabet Inc. | -3.54% | 25.39% | 48.32% | 36.81% | 16.73% | 19.67% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 16.19% | 2.30% | 19.83% | 7.48% | 6.06% | 2.21% |
Dividend yield
NAMGA granted a 0.23% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NAMGA | 0.23% | 0.32% | 0.20% | 0.29% | 0.46% | 0.74% | 0.66% | 0.90% | 1.20% | 1.40% | 1.63% | 1.02% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.55% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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. | 0.00% | 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 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.53 | ||||
NVDA NVIDIA Corporation | 4.40 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
AMZN Amazon.com, Inc. | 0.20 | ||||
GOOGL Alphabet Inc. | 0.91 |
Asset Correlations Table
| NVDA | AAPL | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.46 | 0.46 | 0.50 | 0.47 |
| AAPL | 0.46 | 1.00 | 0.47 | 0.51 | 0.51 |
| AMZN | 0.46 | 0.47 | 1.00 | 0.53 | 0.58 |
| MSFT | 0.50 | 0.51 | 0.53 | 1.00 | 0.55 |
| GOOGL | 0.47 | 0.51 | 0.58 | 0.55 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the NAMGA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the NAMGA is 70.21%, recorded on Nov 20, 2008. It took 537 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.21% | Nov 7, 2007 | 263 | Nov 20, 2008 | 537 | Jan 10, 2011 | 800 |
| -46.73% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -38.07% | Oct 2, 2018 | 58 | Dec 24, 2018 | 232 | Nov 25, 2019 | 290 |
| -30.92% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -30.9% | Feb 18, 2011 | 127 | Aug 19, 2011 | 435 | May 15, 2013 | 562 |
Volatility Chart
The current NAMGA volatility is 5.73%, 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.