NAMGA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Jul 25, 2024, the NAMGA returned 58.72% Year-To-Date and 46.35% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| NAMGA | 56.08% | -7.74% | 39.22% | 70.68% | 50.83% | 46.19% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.93% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 9.85% | 14.52% | 7.84% | -2.17% | 14.18% | 9.92% | 56.08% | ||||||
| 2023 | 20.44% | 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% |
| 2021 | 0.82% | 2.13% | -0.29% | 11.05% | 1.27% | 13.81% | 1.95% | 8.93% | -6.95% | 14.67% | 12.89% | -3.78% | 69.16% |
| 2020 | 4.66% | 0.71% | -3.71% | 15.29% | 10.34% | 8.44% | 10.19% | 17.91% | -4.88% | -3.31% | 7.07% | 1.80% | 82.35% |
| 2019 | 7.65% | 3.88% | 10.66% | 4.40% | -14.42% | 11.31% | 4.21% | -1.36% | 2.88% | 8.95% | 6.02% | 6.42% | 60.02% |
| 2018 | 17.40% | -0.14% | -4.54% | 0.01% | 9.46% | -1.45% | 4.95% | 11.62% | -0.13% | -15.79% | -9.17% | -11.93% | -4.86% |
| 2017 | 4.32% | 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% |
| 2013 | 0.09% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of NAMGA is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
Dividends
Dividend yield
NAMGA granted a 0.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NAMGA | 0.20% | 0.20% | 0.31% | 0.20% | 0.29% | 0.45% | 0.71% | 0.63% | 0.84% | 1.11% | 1.28% | 1.47% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 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 | 0.70% | 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. | 0.12% | 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.
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.
The current NAMGA drawdown is 11.05%.
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
Volatility Chart
The current NAMGA volatility is 8.77%, 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
| NVDA | AAPL | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.45 | 0.46 | 0.50 | 0.46 |
| AAPL | 0.45 | 1.00 | 0.47 | 0.51 | 0.51 |
| AMZN | 0.46 | 0.47 | 1.00 | 0.54 | 0.58 |
| MSFT | 0.50 | 0.51 | 0.54 | 1.00 | 0.55 |
| GOOGL | 0.46 | 0.51 | 0.58 | 0.55 | 1.00 |