PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Maanata
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


META 14.29%AAPL 14.29%AMZN 14.29%NVDA 14.29%GOOG 14.29%TSM 14.29%ADI 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

14.29%

ADI
Analog Devices, Inc.
Technology

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

GOOG
Alphabet Inc.
Communication Services

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

NVDA
NVIDIA Corporation
Technology

14.29%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

14.29%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Maanata, 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%500.00%1,000.00%1,500.00%NovemberDecember2024FebruaryMarchApril
1,406.46%
162.99%
Maanata
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 20, 2024, the Maanata returned 17.82% Year-To-Date and 31.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Maanata17.82%-6.64%35.28%63.18%30.27%31.12%
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%21.30%23.04%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%24.97%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.41%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.57%
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.28%-9.14%41.06%52.33%26.36%23.33%
ADI
Analog Devices, Inc.
-7.22%-5.25%11.15%0.28%12.08%15.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.51%12.15%4.78%
2023-5.94%-2.45%11.44%5.80%

Expense Ratio

The Maanata 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

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.


Maanata
Sharpe ratio
The chart of Sharpe ratio for Maanata, currently valued at 2.72, compared to the broader market-1.000.001.002.003.004.002.72
Sortino ratio
The chart of Sortino ratio for Maanata, currently valued at 3.64, compared to the broader market-2.000.002.004.006.003.64
Omega ratio
The chart of Omega ratio for Maanata, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for Maanata, currently valued at 2.91, compared to the broader market0.002.004.006.008.002.91
Martin ratio
The chart of Martin ratio for Maanata, currently valued at 17.36, compared to the broader market0.0010.0020.0030.0040.0017.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.
3.364.891.582.7027.99
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
GOOG
Alphabet Inc.
1.792.271.321.5710.21
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.482.381.281.235.34
ADI
Analog Devices, Inc.
-0.030.131.02-0.04-0.11

Sharpe Ratio

The current Maanata Sharpe ratio is 2.72. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.72

The Sharpe ratio of Maanata 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.72
1.66
Maanata
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Maanata granted a 0.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Maanata0.59%0.58%0.74%0.52%0.57%0.95%1.15%0.87%1.04%1.22%1.12%1.29%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
GOOG
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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.53%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
ADI
Analog Devices, Inc.
1.91%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.76%
-5.46%
Maanata
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Maanata. 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 Maanata was 47.21%, occurring on Nov 3, 2022. Recovery took 157 trading sessions.

The current Maanata drawdown is 8.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.21%Nov 22, 2021240Nov 3, 2022157Jun 22, 2023397
-29.93%Aug 30, 201880Dec 24, 2018145Jul 24, 2019225
-29.01%Feb 20, 202018Mar 16, 202046May 20, 202064
-15.43%Dec 2, 201547Feb 9, 201633Mar 29, 201680
-14.03%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility

Volatility Chart

The current Maanata volatility is 6.02%, 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%NovemberDecember2024FebruaryMarchApril
6.02%
3.15%
Maanata
Benchmark (^GSPC)
Portfolio components

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.

TSMADIMETAAAPLAMZNNVDAGOOG
TSM1.000.600.410.500.440.580.48
ADI0.601.000.450.540.450.620.50
META0.410.451.000.520.610.510.66
AAPL0.500.540.521.000.570.530.59
AMZN0.440.450.610.571.000.550.68
NVDA0.580.620.510.530.551.000.53
GOOG0.480.500.660.590.680.531.00