MATANA 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 | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
GOOG Alphabet Inc | Communication Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 18, 2025, the MATANA Portfolio returned -5.59% Year-To-Date and 38.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| MATANA Portfolio | -5.59% | 22.88% | 2.91% | 28.77% | 37.05% | 38.79% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 8.19% | 23.74% | 10.10% | 8.93% | 20.86% | 27.20% |
AAPL Apple Inc | -15.43% | 7.39% | -5.88% | 11.79% | 22.59% | 21.98% |
TSLA Tesla, Inc. | -13.34% | 45.00% | 9.12% | 97.22% | 45.36% | 36.01% |
GOOG Alphabet Inc | -11.98% | 9.17% | -3.50% | -5.11% | 19.51% | 20.15% |
NVDA NVIDIA Corporation | 0.84% | 33.41% | -4.62% | 46.45% | 73.38% | 75.04% |
AMZN Amazon.com, Inc. | -6.29% | 19.11% | 1.47% | 11.31% | 11.16% | 25.59% |
Monthly Returns
The table below presents the monthly returns of MATANA 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.21% | -9.10% | -9.60% | 1.68% | 13.25% | -5.59% | |||||||
| 2024 | 0.73% | 9.42% | 2.95% | -0.53% | 8.23% | 9.37% | 0.41% | -2.11% | 6.11% | -0.09% | 10.04% | 6.60% | 63.32% |
| 2023 | 20.72% | 4.70% | 11.56% | -1.02% | 16.34% | 9.51% | 4.20% | 0.49% | -6.66% | -3.26% | 12.21% | 3.08% | 94.43% |
| 2022 | -8.95% | -2.48% | 8.74% | -18.73% | -4.04% | -9.55% | 19.01% | -7.75% | -11.21% | -0.57% | 4.10% | -14.44% | -41.20% |
| 2021 | 3.20% | -1.74% | 0.11% | 10.27% | -2.65% | 10.47% | 2.48% | 7.30% | -4.92% | 17.43% | 7.02% | -2.69% | 53.92% |
| 2020 | 14.24% | -1.78% | -8.41% | 22.24% | 7.09% | 12.85% | 13.66% | 27.44% | -8.87% | -3.37% | 13.30% | 7.16% | 135.10% |
| 2019 | 5.11% | 3.10% | 5.84% | 2.00% | -12.88% | 10.43% | 5.23% | -2.45% | 3.28% | 11.00% | 5.30% | 9.76% | 53.08% |
| 2018 | 14.42% | -0.10% | -7.51% | 2.54% | 6.32% | 3.37% | 2.44% | 9.36% | -2.29% | -7.14% | -3.82% | -9.20% | 5.76% |
| 2017 | 7.04% | 1.89% | 5.41% | 4.36% | 11.32% | -1.35% | 2.48% | 4.69% | -0.79% | 9.21% | 0.31% | -0.21% | 53.31% |
| 2016 | -9.20% | -2.04% | 11.40% | -2.50% | 9.01% | -2.82% | 11.50% | 0.67% | 4.45% | 0.08% | 3.01% | 7.19% | 32.60% |
| 2015 | -0.62% | 7.71% | -4.25% | 9.64% | 2.32% | -1.85% | 7.41% | -2.05% | 1.17% | 10.90% | 6.09% | 0.74% | 42.37% |
| 2014 | -2.92% | 3.82% | 3.84% | -1.76% | 8.91% | -3.21% | 0.93% | 5.06% | -5.77% | 8.30% |
Expense Ratio
MATANA Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MATANA Portfolio is 54, indicating average performance compared to other portfolios on our website. Here’s 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 | 0.34 | 0.75 | 1.10 | 0.43 | 0.94 |
AAPL Apple Inc | 0.36 | 0.80 | 1.11 | 0.40 | 1.31 |
TSLA Tesla, Inc. | 1.40 | 2.11 | 1.25 | 1.66 | 4.00 |
GOOG Alphabet Inc | -0.13 | 0.12 | 1.01 | -0.07 | -0.16 |
NVDA NVIDIA Corporation | 0.73 | 1.40 | 1.18 | 1.31 | 3.22 |
AMZN Amazon.com, Inc. | 0.35 | 0.65 | 1.08 | 0.32 | 0.85 |
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Dividends
Dividend yield
MATANA Portfolio provided a 0.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.28% | 0.24% | 0.21% | 0.31% | 0.20% | 0.28% | 0.42% | 0.66% | 0.60% | 0.79% | 0.91% | 0.97% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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 | 0.48% | 0.32% | 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% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MATANA 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 MATANA Portfolio was 46.26%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.
The current MATANA Portfolio drawdown is 11.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.26% | Nov 22, 2021 | 282 | Jan 5, 2023 | 113 | Jun 20, 2023 | 395 |
| -35.3% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -31.88% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -27.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
| -21.66% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TSLA | NVDA | AAPL | AMZN | GOOG | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.47 | 0.63 | 0.68 | 0.64 | 0.70 | 0.75 | 0.78 |
| TSLA | 0.47 | 1.00 | 0.41 | 0.41 | 0.42 | 0.39 | 0.39 | 0.72 |
| NVDA | 0.63 | 0.41 | 1.00 | 0.50 | 0.54 | 0.52 | 0.59 | 0.77 |
| AAPL | 0.68 | 0.41 | 0.50 | 1.00 | 0.55 | 0.57 | 0.61 | 0.72 |
| AMZN | 0.64 | 0.42 | 0.54 | 0.55 | 1.00 | 0.67 | 0.64 | 0.77 |
| GOOG | 0.70 | 0.39 | 0.52 | 0.57 | 0.67 | 1.00 | 0.68 | 0.75 |
| MSFT | 0.75 | 0.39 | 0.59 | 0.61 | 0.64 | 0.68 | 1.00 | 0.77 |
| Portfolio | 0.78 | 0.72 | 0.77 | 0.72 | 0.77 | 0.75 | 0.77 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but leans toward concentration within a specific sector, likely technology, given the stocks involved. The correlation matrix reveals that all individual positions have relatively high positive correlations with each other, mostly ranging between 0.39 and 0.68. This indicates that the stocks tend to move in the same direction, which limits diversification benefits.
Among the individual positions, the highest correlations are observed between MSFT, GOOG, AMZN, and AAPL, with correlations generally above 0.55. These strong correlations suggest that these stocks behave similarly, reducing the portfolio's ability to mitigate risk through diversification. TSLA, while still positively correlated with the others, has slightly lower correlations (around 0.39 to 0.42) with most stocks, offering some diversification benefit relative to the others but not substantially low enough to be considered a strong diversifier.
The portfolio's correlation with individual positions is quite high, ranging from 0.72 to 0.77. This indicates that the portfolio's overall performance is closely tied to the movements of each individual stock, reflecting a lack of diversification across different asset classes or sectors. No single position shows a correlation significantly higher than the others with the portfolio, suggesting that no single stock dominates the portfolio’s behavior, but the collective high correlations imply that the portfolio's risk profile is heavily influenced by the tech sector's dynamics.
In summary, the portfolio is concentrated within a group of highly correlated tech stocks, which limits diversification and increases exposure to sector-specific risks. While there is some variation in correlations, the overall high correlations point to a portfolio that is not well diversified across different risk factors or industries.