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NAMGA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

NAMGA

Currency in USD · Last updated May 11, 2025

Asset Allocation

NVDA 38%AAPL 15.5%MSFT 15.5%AMZN 15.5%GOOGL 15.5%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
15.50%
AMZN
Amazon.com, Inc.		Consumer Cyclical
15.50%
GOOGL
Alphabet Inc Class A		Communication Services
15.50%
MSFT
Microsoft Corporation		Technology
15.50%
NVDA
NVIDIA Corporation		Technology
38%

Performance

Performance Chart

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

Returns By Period

As of May 11, 2025, the NAMGA returned -12.37% Year-To-Date and 44.00% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.64%8.97%-2.62%11.90%15.76%10.69%
NAMGA-7.83%9.72%-7.48%18.85%41.68%44.56%
Portfolio components:
AAPL
Apple Inc		-15.62%6.52%-5.77%15.69%23.14%22.08%
NVDA
NVIDIA Corporation		-8.40%10.88%-15.31%36.89%74.20%73.27%
MSFT
Microsoft Corporation		6.80%15.65%7.91%9.15%21.25%26.93%
AMZN
Amazon.com, Inc.		-4.90%12.86%0.87%11.29%12.05%25.72%
GOOGL
Alphabet Inc Class A		-16.20%0.84%-11.94%-5.59%18.83%19.34%
*Annualized

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
2025-2.61%-3.57%-10.13%0.26%8.92%-7.83%
20249.85%14.52%7.84%-2.17%14.18%9.91%-3.57%-0.13%2.31%2.68%4.59%2.30%80.32%
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%-1.62%-11.21%17.12%-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%0.49%-1.20%59.78%
2016-7.88%-0.26%10.70%-3.19%17.03%-1.65%14.09%3.90%7.33%1.39%10.17%9.03%75.65%
2015-0.23%10.51%-4.01%7.37%0.39%-4.88%7.11%1.71%3.34%15.84%6.76%0.98%52.53%
2014-2.98%8.50%-2.04%0.39%4.35%0.69%-1.85%7.83%-2.51%2.20%6.24%-5.06%15.69%

Expense Ratio

NAMGA has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NAMGA is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of NAMGA is 2424
Overall Rank
The Sharpe Ratio Rank of NAMGA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of NAMGA is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NAMGA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NAMGA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of NAMGA is 1919
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.480.911.130.481.63
NVDA
NVIDIA Corporation		0.621.191.150.982.42
MSFT
Microsoft Corporation		0.360.761.100.430.96
AMZN
Amazon.com, Inc.		0.330.691.090.360.95
GOOGL
Alphabet Inc Class A		-0.18-0.060.99-0.20-0.44

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NAMGA Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.54
  • 5-Year: 1.23
  • 10-Year: 1.40
  • All Time: 1.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of NAMGA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

NAMGA provided a 0.27% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.27%0.23%0.20%0.31%0.20%0.29%0.45%0.71%0.63%0.84%1.12%1.29%
Portfolio components:
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
NVDA
NVIDIA Corporation		0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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 Class A		0.50%0.32%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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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 70.20%, occurring on Nov 20, 2008. Recovery took 537 trading sessions.

The current NAMGA drawdown is 16.82%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.2%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 chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 4.16, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCAAPLAMZNNVDAGOOGLMSFTPortfolio
^GSPC1.000.590.610.590.630.690.73
AAPL0.591.000.470.450.510.510.65
AMZN0.610.471.000.470.580.550.69
NVDA0.590.450.471.000.470.510.89
GOOGL0.630.510.580.471.000.560.68
MSFT0.690.510.550.510.561.000.69
Portfolio0.730.650.690.890.680.691.00
The correlation results are calculated based on daily price changes starting from Aug 20, 2004