Maanata
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Maanata returned 40.86% Year-To-Date and 32.77% 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% |
| Maanata | 39.10% | -6.73% | 28.31% | 50.71% | 34.34% | 32.65% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 20.00% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 55.23% | -6.85% | 37.67% | 64.13% | 32.65% | 26.00% |
ADI Analog Devices, Inc. | 12.23% | -3.04% | 14.91% | 15.10% | 14.80% | 18.46% |
Monthly Returns
The table below presents the monthly returns of Maanata, 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 | 5.51% | 12.15% | 4.78% | -1.24% | 11.64% | 8.18% | 39.10% | ||||||
| 2023 | 18.97% | 3.42% | 13.80% | 0.62% | 13.63% | 6.93% | 5.16% | -1.87% | -5.94% | -2.45% | 11.44% | 5.80% | 91.14% |
| 2022 | -6.63% | -7.42% | 4.67% | -15.77% | 0.11% | -12.33% | 13.85% | -7.01% | -13.58% | -4.06% | 14.54% | -9.29% | -39.00% |
| 2021 | 1.14% | 2.23% | 0.88% | 8.05% | 0.76% | 8.46% | 0.77% | 5.34% | -6.12% | 6.30% | 7.12% | -0.82% | 38.62% |
| 2020 | 0.77% | -2.31% | -8.30% | 17.91% | 6.02% | 7.86% | 13.10% | 12.09% | -5.19% | -0.20% | 9.76% | 4.32% | 67.17% |
| 2019 | 11.36% | 2.28% | 6.46% | 7.05% | -12.72% | 9.61% | 4.99% | -2.80% | 2.87% | 6.66% | 4.99% | 6.02% | 54.79% |
| 2018 | 12.14% | -1.01% | -4.06% | -0.88% | 8.64% | -0.09% | 3.13% | 8.46% | -1.92% | -12.80% | -4.51% | -8.30% | -4.01% |
| 2017 | 6.31% | 4.08% | 3.80% | 1.26% | 11.01% | -2.96% | 5.22% | 3.66% | 0.56% | 10.06% | -1.00% | -0.09% | 49.60% |
| 2016 | -4.43% | -0.75% | 10.07% | -3.13% | 9.46% | -1.11% | 10.67% | 2.20% | 5.76% | 0.40% | 3.27% | 2.92% | 39.73% |
| 2015 | 1.49% | 8.79% | -0.79% | 2.35% | 2.20% | -2.28% | 5.34% | -2.52% | 1.67% | 12.61% | 4.50% | -1.47% | 35.55% |
| 2014 | -1.71% | 4.54% | 2.94% | -1.74% | 5.45% | -1.55% | 1.29% | 6.72% | -3.63% | 12.40% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Maanata is 90, placing it in the top 10% 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.86 | 2.59 | 1.32 | 1.65 | 9.23 |
ADI Analog Devices, Inc. | 0.55 | 0.99 | 1.11 | 0.70 | 1.91 |
Dividends
Dividend yield
Maanata granted a 0.53% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Maanata | 0.53% | 0.58% | 0.74% | 0.52% | 0.57% | 0.95% | 1.15% | 0.87% | 1.04% | 1.22% | 1.11% | 1.29% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.22% | 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 | 0.45% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOG 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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.28% | 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. | 1.61% | 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.
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 10.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.21% | Nov 22, 2021 | 240 | Nov 3, 2022 | 157 | Jun 22, 2023 | 397 |
| -29.93% | Aug 30, 2018 | 80 | Dec 24, 2018 | 145 | Jul 24, 2019 | 225 |
| -29.01% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -15.43% | Dec 2, 2015 | 47 | Feb 9, 2016 | 33 | Mar 29, 2016 | 80 |
| -14.03% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current Maanata volatility is 8.47%, 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
| TSM | ADI | META | AAPL | AMZN | NVDA | GOOG | |
|---|---|---|---|---|---|---|---|
| TSM | 1.00 | 0.60 | 0.41 | 0.50 | 0.43 | 0.58 | 0.47 |
| ADI | 0.60 | 1.00 | 0.44 | 0.53 | 0.44 | 0.61 | 0.49 |
| META | 0.41 | 0.44 | 1.00 | 0.51 | 0.61 | 0.51 | 0.66 |
| AAPL | 0.50 | 0.53 | 0.51 | 1.00 | 0.56 | 0.52 | 0.58 |
| AMZN | 0.43 | 0.44 | 0.61 | 0.56 | 1.00 | 0.53 | 0.67 |
| NVDA | 0.58 | 0.61 | 0.51 | 0.52 | 0.53 | 1.00 | 0.52 |
| GOOG | 0.47 | 0.49 | 0.66 | 0.58 | 0.67 | 0.52 | 1.00 |