GAFNAM + Tesla Capitalization-Weighted
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 22.35% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 13.85% |
GOOGL Alphabet Inc. | Communication Services | 13.80% |
META Meta Platforms, Inc. | Communication Services | 9.05% |
MSFT Microsoft Corporation | Technology | 23.30% |
NVDA NVIDIA Corporation | Technology | 13.20% |
TSLA Tesla, Inc. | Consumer Cyclical | 4.45% |
Performance
Performance Chart
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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 7, 2024, the GAFNAM + Tesla Capitalization-Weighted returned 26.30% Year-To-Date and 33.35% 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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| GAFNAM + Tesla Capitalization-Weighted | 26.30% | 2.73% | 10.90% | 38.55% | 37.15% | 33.35% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 7.41% | 1.00% | -0.76% | 22.67% | 24.81% | 26.01% |
AAPL Apple Inc | 15.13% | 5.36% | 29.66% | 25.00% | 33.81% | 26.14% |
AMZN Amazon.com, Inc. | 12.80% | 5.30% | -2.26% | 24.33% | 13.35% | 26.44% |
NVDA NVIDIA Corporation | 107.67% | 3.96% | 17.49% | 122.43% | 87.62% | 71.69% |
META Meta Platforms, Inc. | 41.63% | 2.32% | -1.02% | 67.84% | 21.78% | 20.70% |
TSLA Tesla, Inc. | -15.19% | 9.89% | 20.18% | -16.21% | 69.41% | 27.56% |
GOOGL Alphabet Inc. | 8.16% | -5.05% | 11.58% | 11.71% | 20.20% | 17.74% |
Monthly Returns
The table below presents the monthly returns of GAFNAM + Tesla Capitalization-Weighted, 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 | 3.79% | 9.60% | 2.88% | -2.63% | 9.56% | 8.96% | -1.97% | 0.19% | 26.30% | ||||
| 2023 | 16.49% | 3.80% | 14.36% | 3.18% | 13.19% | 7.21% | 4.30% | -0.63% | -6.10% | -0.14% | 11.24% | 2.96% | 92.72% |
| 2022 | -7.77% | -5.12% | 6.28% | -16.24% | -3.03% | -9.55% | 14.98% | -6.51% | -12.42% | -1.14% | 6.75% | -10.78% | -39.45% |
| 2021 | 1.27% | -0.63% | 1.68% | 9.80% | -1.54% | 9.83% | 3.58% | 6.80% | -6.57% | 11.90% | 6.40% | -0.30% | 49.05% |
| 2020 | 7.61% | -3.78% | -6.21% | 18.33% | 7.09% | 9.90% | 10.67% | 18.79% | -8.12% | -2.68% | 8.68% | 4.62% | 80.74% |
| 2019 | 8.05% | 2.84% | 7.24% | 6.06% | -10.88% | 9.50% | 4.42% | -1.78% | 2.42% | 8.06% | 5.61% | 6.71% | 57.75% |
| 2018 | 12.05% | 0.12% | -5.72% | 1.90% | 8.51% | 0.92% | 3.10% | 10.04% | -1.15% | -9.45% | -5.42% | -9.67% | 2.38% |
| 2017 | 6.17% | 3.15% | 4.41% | 3.31% | 9.31% | -2.35% | 4.78% | 4.36% | -0.98% | 10.23% | 1.01% | -0.32% | 51.52% |
| 2016 | -5.69% | -2.86% | 10.00% | -4.40% | 9.42% | -2.92% | 11.16% | 1.96% | 4.66% | 0.91% | 1.62% | 5.29% | 31.06% |
| 2015 | -0.67% | 8.40% | -3.38% | 7.73% | 0.94% | -2.35% | 7.59% | -2.79% | 1.00% | 14.01% | 4.47% | -0.42% | 38.39% |
| 2014 | -0.85% | 7.31% | -2.70% | 0.33% | 4.62% | 2.76% | 0.49% | 6.97% | -1.06% | 0.99% | 5.51% | -4.91% | 20.34% |
| 2013 | 1.05% | -0.30% | 0.69% | 7.20% | 7.96% | -1.12% | 8.48% | 4.73% | 5.72% | 7.25% | 4.36% | 2.80% | 60.42% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GAFNAM + Tesla Capitalization-Weighted is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.08 | 1.51 | 1.19 | 1.39 | 4.31 |
AAPL Apple Inc | 0.96 | 1.50 | 1.18 | 1.29 | 3.06 |
AMZN Amazon.com, Inc. | 0.92 | 1.41 | 1.18 | 0.74 | 4.01 |
NVDA NVIDIA Corporation | 2.32 | 2.82 | 1.35 | 4.38 | 14.41 |
META Meta Platforms, Inc. | 1.83 | 2.68 | 1.35 | 2.75 | 11.11 |
TSLA Tesla, Inc. | -0.30 | -0.08 | 0.99 | -0.25 | -0.62 |
GOOGL Alphabet Inc. | 0.44 | 0.76 | 1.10 | 0.59 | 1.80 |
Dividends
Dividend yield
GAFNAM + Tesla Capitalization-Weighted granted a 0.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GAFNAM + Tesla Capitalization-Weighted | 0.31% | 0.29% | 0.42% | 0.28% | 0.37% | 0.55% | 0.86% | 0.80% | 1.04% | 1.13% | 1.17% | 1.33% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.75% | 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 | 0.44% | 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% |
META Meta Platforms, Inc. | 0.20% | 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. | 0.13% | 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 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.
The current GAFNAM + Tesla Capitalization-Weighted drawdown is 13.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.94% | Dec 28, 2021 | 216 | Nov 3, 2022 | 152 | Jun 14, 2023 | 368 |
| -30.46% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -29.26% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
| -17.5% | Dec 7, 2015 | 44 | Feb 9, 2016 | 45 | Apr 14, 2016 | 89 |
| -16.37% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current GAFNAM + Tesla Capitalization-Weighted volatility is 7.13%, 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 | META | AAPL | NVDA | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.33 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 |
| META | 0.33 | 1.00 | 0.45 | 0.47 | 0.56 | 0.50 | 0.60 |
| AAPL | 0.37 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.54 |
| NVDA | 0.39 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.51 |
| AMZN | 0.39 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.36 | 0.50 | 0.56 | 0.56 | 0.60 | 1.00 | 0.65 |
| GOOGL | 0.36 | 0.60 | 0.54 | 0.51 | 0.65 | 0.65 | 1.00 |