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GAFNAM + Tesla Capitalization-Weighted

Last updated Mar 2, 2024

Asset Allocation


MSFT 23.3%AAPL 22.35%AMZN 13.85%GOOGL 13.8%NVDA 13.2%META 9.05%TSLA 4.45%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

23.30%

AAPL
Apple Inc.
Technology

22.35%

AMZN
Amazon.com, Inc.
Consumer Cyclical

13.85%

GOOGL
Alphabet Inc.
Communication Services

13.80%

NVDA
NVIDIA Corporation
Technology

13.20%

META
Meta Platforms, Inc.
Communication Services

9.05%

TSLA
Tesla, Inc.
Consumer Cyclical

4.45%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in GAFNAM + Tesla Capitalization-Weighted, 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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%OctoberNovemberDecember2024FebruaryMarch
3,109.40%
296.62%
GAFNAM + Tesla Capitalization-Weighted
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Mar 2, 2024, the GAFNAM + Tesla Capitalization-Weighted returned 14.46% Year-To-Date and 33.53% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
GAFNAM + Tesla Capitalization-Weighted14.46%10.29%23.26%83.38%38.38%33.53%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%
TSLA
Tesla, Inc.
-18.45%8.20%-17.29%6.15%59.52%28.18%
GOOGL
Alphabet Inc.
-1.83%-2.11%1.09%49.07%19.03%16.29%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.79%9.49%
2023-0.63%-6.10%-0.14%11.24%2.96%

Sharpe Ratio

The current GAFNAM + Tesla Capitalization-Weighted Sharpe ratio is 3.91. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.91

The Sharpe ratio of GAFNAM + Tesla Capitalization-Weighted 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.91
2.44
GAFNAM + Tesla Capitalization-Weighted
Benchmark (^GSPC)
Portfolio components

Dividend yield

GAFNAM + Tesla Capitalization-Weighted granted a 0.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
GAFNAM + Tesla Capitalization-Weighted0.29%0.29%0.42%0.28%0.37%0.55%0.85%0.80%1.04%1.13%1.17%1.33%
MSFT
Microsoft Corporation
0.69%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.
0.53%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%
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%
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%
GOOGL
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%

Expense Ratio

The GAFNAM + Tesla Capitalization-Weighted 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
GAFNAM + Tesla Capitalization-Weighted
3.91
MSFT
Microsoft Corporation
3.10
AAPL
Apple Inc.
1.27
AMZN
Amazon.com, Inc.
3.07
NVDA
NVIDIA Corporation
5.65
META
Meta Platforms, Inc.
5.10
TSLA
Tesla, Inc.
-0.00
GOOGL
Alphabet Inc.
1.87

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TSLAMETAAAPLNVDAMSFTAMZNGOOGL
TSLA1.000.340.370.400.360.400.36
META0.341.000.460.470.500.560.60
AAPL0.370.461.000.500.570.510.54
NVDA0.400.470.501.000.570.520.52
MSFT0.360.500.570.571.000.590.65
AMZN0.400.560.510.520.591.000.66
GOOGL0.360.600.540.520.650.661.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
GAFNAM + Tesla Capitalization-Weighted
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GAFNAM + Tesla Capitalization-Weighted. 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 GAFNAM + Tesla Capitalization-Weighted was 42.94%, occurring on Nov 3, 2022. Recovery took 152 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.94%Dec 28, 2021216Nov 3, 2022152Jun 14, 2023368
-30.46%Feb 20, 202018Mar 16, 202046May 20, 202064
-29.26%Oct 2, 201858Dec 24, 2018145Jul 24, 2019203
-17.5%Dec 7, 201544Feb 9, 201645Apr 14, 201689
-16.19%Sep 3, 202014Sep 23, 202066Dec 28, 202080

Volatility Chart

The current GAFNAM + Tesla Capitalization-Weighted volatility is 7.26%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.26%
3.47%
GAFNAM + Tesla Capitalization-Weighted
Benchmark (^GSPC)
Portfolio components
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