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NAMGA

Last updated Oct 2, 2023

Asset Allocation


NVDA 38%AAPL 15.5%MSFT 15.5%AMZN 15.5%GOOGL 15.5%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology38%
AAPL
Apple Inc.
Technology15.5%
MSFT
Microsoft Corporation
Technology15.5%
AMZN
Amazon.com, Inc.
Consumer Cyclical15.5%
GOOGL
Alphabet Inc.
Communication Services15.5%

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


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptember
31.25%
4.57%
NAMGA
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202316.19%2.30%19.83%7.48%6.06%2.21%

Sharpe Ratio

The current NAMGA Sharpe ratio is 2.50. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.50

The Sharpe ratio of NAMGA 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 Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptember
2.50
0.89
NAMGA
Benchmark (^GSPC)
Portfolio components

Dividend yield

NAMGA granted a 0.23% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
NAMGA0.23%0.32%0.20%0.29%0.46%0.74%0.66%0.90%1.20%1.40%1.63%1.02%
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.


The portfolio doesn't hold funds that charge fees

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
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

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

NVDAAAPLAMZNMSFTGOOGL
NVDA1.000.460.460.500.47
AAPL0.461.000.470.510.51
AMZN0.460.471.000.530.58
MSFT0.500.510.531.000.55
GOOGL0.470.510.580.551.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-8.28%
-10.60%
NAMGA
Benchmark (^GSPC)
Portfolio components

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, 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 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
5.73%
3.17%
NAMGA
Benchmark (^GSPC)
Portfolio components