Tech Portfolio
The MATANA portfolio is a variation of the popular investment acronym FAANG (Facebook, Apple, Amazon, Netflix, and Google), but with Facebook (now Meta) and Netflix removed and replaced by Microsoft, Nvidia, and Tesla.
The MATANA portfolio represents a group of technology companies believed to have strong growth potential and are well-positioned to benefit from trends such as cloud computing, artificial intelligence, and e-commerce.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12% |
GOOG Alphabet Inc. | Communication Services | 12% |
META Meta Platforms, Inc. | Communication Services | 12% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 12% |
TSLA Tesla, Inc. | Consumer Cyclical | 12% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tech Portfolio, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 26, 2024, the Tech Portfolio returned 66.01% Year-To-Date and 37.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.63% | 1.18% | 10.44% | 27.03% | 13.30% | 11.23% |
| Tech Portfolio | 66.01% | 11.77% | 23.84% | 64.71% | 42.53% | 37.78% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 17.70% | 2.65% | -2.62% | 18.32% | 23.73% | 26.92% |
AAPL Apple Inc | 34.77% | 9.84% | 20.87% | 34.33% | 29.85% | 26.19% |
TSLA Tesla, Inc. | 86.04% | 36.68% | 134.16% | 76.82% | 74.66% | 40.96% |
GOOG Alphabet Inc. | 40.69% | 15.93% | 5.99% | 40.19% | 24.10% | 22.38% |
NVDA NVIDIA Corporation | 183.21% | 2.42% | 13.11% | 183.81% | 88.84% | 76.17% |
AMZN Amazon.com, Inc. | 50.75% | 10.19% | 15.77% | 49.37% | 19.70% | 30.90% |
META Meta Platforms, Inc. | 72.36% | 6.05% | 17.18% | 70.49% | 24.08% | 22.58% |
Monthly Returns
The table below presents the monthly returns of Tech Portfolio, 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 | 1.87% | 10.25% | 1.76% | -2.39% | 8.54% | 9.10% | -0.47% | -0.17% | 5.97% | -0.86% | 8.16% | 66.01% | |
| 2023 | 18.93% | 5.85% | 13.17% | 1.62% | 13.80% | 8.91% | 4.34% | -1.06% | -5.62% | -1.76% | 11.71% | 3.20% | 98.00% |
| 2022 | -7.99% | -6.45% | 7.71% | -16.25% | -3.89% | -10.01% | 15.77% | -6.24% | -11.86% | -3.38% | 5.89% | -11.84% | -42.05% |
| 2021 | 1.95% | -1.88% | 1.89% | 9.81% | -2.24% | 9.69% | 3.02% | 6.86% | -5.87% | 13.86% | 6.01% | -0.99% | 48.62% |
| 2020 | 11.13% | -3.04% | -8.39% | 21.09% | 7.21% | 11.37% | 12.62% | 24.33% | -9.05% | -3.15% | 11.43% | 6.26% | 108.41% |
| 2019 | 7.55% | 2.70% | 5.76% | 4.67% | -11.55% | 10.19% | 4.58% | -2.31% | 2.56% | 9.97% | 5.54% | 8.41% | 57.12% |
| 2018 | 11.89% | -0.18% | -7.28% | 2.84% | 7.51% | 2.48% | 1.25% | 9.18% | -2.27% | -6.83% | -4.79% | -9.03% | 2.29% |
| 2017 | 7.37% | 2.88% | 5.10% | 4.14% | 9.00% | -1.55% | 3.94% | 4.66% | -1.18% | 8.98% | 0.34% | -0.19% | 52.25% |
| 2016 | -6.42% | -2.67% | 10.65% | -3.33% | 7.72% | -3.08% | 10.88% | 1.04% | 3.95% | 0.66% | 0.93% | 5.60% | 27.07% |
| 2015 | -1.32% | 7.59% | -3.41% | 8.06% | 1.82% | -1.26% | 6.69% | -3.05% | 0.89% | 11.64% | 4.92% | -0.06% | 36.09% |
| 2014 | -1.40% | 4.29% | 3.89% | 0.19% | 7.81% | -1.58% | 0.73% | 5.16% | -4.97% | 14.32% |
Expense Ratio
Tech Portfolio 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
With an overall rank of 83, Tech Portfolio is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.92 | 1.27 | 1.17 | 1.17 | 2.68 |
AAPL Apple Inc | 1.51 | 2.18 | 1.28 | 2.05 | 5.34 |
TSLA Tesla, Inc. | 1.31 | 2.10 | 1.25 | 1.27 | 3.63 |
GOOG Alphabet Inc. | 1.41 | 1.94 | 1.26 | 1.75 | 4.29 |
NVDA NVIDIA Corporation | 3.58 | 3.72 | 1.47 | 6.92 | 21.37 |
AMZN Amazon.com, Inc. | 1.76 | 2.39 | 1.31 | 2.19 | 8.24 |
META Meta Platforms, Inc. | 1.99 | 2.87 | 1.39 | 3.94 | 12.08 |
Dividends
Dividend yield
Tech Portfolio provided a 0.29% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.29% | 0.25% | 0.37% | 0.24% | 0.32% | 0.48% | 0.75% | 0.70% | 0.91% | 0.99% | 1.03% | 1.17% |
| Portfolio components: | ||||||||||||
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% |
AAPL Apple Inc | 0.38% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TSLA Tesla, 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% |
GOOG Alphabet Inc. | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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% |
META Meta Platforms, Inc. | 0.33% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Tech Portfolio. 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 Tech Portfolio was 45.67%, occurring on Jan 5, 2023. Recovery took 111 trading sessions.
The current Tech Portfolio drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.67% | Nov 22, 2021 | 282 | Jan 5, 2023 | 111 | Jun 15, 2023 | 393 |
| -33.47% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -27.25% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -18.74% | Dec 7, 2015 | 44 | Feb 9, 2016 | 39 | Apr 6, 2016 | 83 |
| -16.97% | Jul 11, 2024 | 18 | Aug 5, 2024 | 66 | Nov 6, 2024 | 84 |
Volatility
Volatility Chart
The current Tech Portfolio volatility is 6.48%, 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
| TSLA | NVDA | AAPL | META | AMZN | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.40 | 0.40 | 0.36 | 0.41 | 0.37 | 0.38 |
| NVDA | 0.40 | 1.00 | 0.51 | 0.50 | 0.53 | 0.51 | 0.58 |
| AAPL | 0.40 | 0.51 | 1.00 | 0.51 | 0.55 | 0.57 | 0.61 |
| META | 0.36 | 0.50 | 0.51 | 1.00 | 0.61 | 0.65 | 0.58 |
| AMZN | 0.41 | 0.53 | 0.55 | 0.61 | 1.00 | 0.67 | 0.64 |
| GOOG | 0.37 | 0.51 | 0.57 | 0.65 | 0.67 | 1.00 | 0.68 |
| MSFT | 0.38 | 0.58 | 0.61 | 0.58 | 0.64 | 0.68 | 1.00 |