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MATANA Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 16.67%AAPL 16.67%TSLA 16.67%GOOG 16.67%NVDA 16.67%AMZN 16.67%EquityEquity
PositionCategory/SectorTarget 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

The chart shows the growth of an initial investment of $10,000 in MATANA Portfolio, 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 every 3 months.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
4,670.62%
185.72%
MATANA Portfolio
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 3, 2025, the MATANA Portfolio returned -15.52% Year-To-Date and 38.67% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-8.25%-6.60%-5.32%3.55%16.80%10.02%
MATANA Portfolio-23.97%-11.42%-14.58%14.38%55.98%45.30%
MSFT
Microsoft Corporation
-11.30%-3.99%-10.07%-10.58%20.51%26.45%
AAPL
Apple Inc
-18.77%-13.88%-9.76%20.34%28.34%21.78%
TSLA
Tesla, Inc.
-33.82%-1.75%11.06%58.74%53.09%34.83%
GOOG
Alphabet Inc.
-19.76%-11.47%-8.51%-1.93%22.89%19.11%
NVDA
NVIDIA Corporation
-24.19%-12.23%-17.12%14.46%76.04%69.61%
AMZN
Amazon.com, Inc.
-18.68%-12.46%-1.95%-2.19%13.40%25.26%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-8.34%0.19%-12.49%-5.39%-23.97%
202414.21%22.43%10.41%-3.65%22.29%12.05%-3.97%1.16%2.77%7.12%5.90%-0.76%129.06%
202326.72%12.18%14.97%-1.76%27.25%12.10%7.53%3.19%-9.81%-5.94%14.21%4.74%157.94%
2022-12.82%-2.18%11.95%-24.65%-3.50%-13.78%21.14%-10.99%-13.11%1.04%8.22%-16.57%-48.84%
20212.82%-2.11%-1.07%10.33%-0.33%15.02%-0.05%10.21%-5.05%22.32%15.38%-6.64%73.57%
20207.36%2.09%-4.37%17.60%11.04%10.78%13.21%25.76%-5.23%-5.95%12.38%5.23%127.56%
20197.16%3.45%9.59%3.50%-15.35%12.54%3.17%-1.78%2.52%9.95%5.84%7.44%55.60%
201819.83%-0.17%-5.50%0.42%9.01%-1.32%3.44%12.31%-0.60%-17.02%-10.44%-12.77%-8.58%
20175.19%-0.71%5.71%1.45%18.56%-1.21%6.08%4.29%1.44%12.35%-0.55%-1.63%61.81%
2016-9.14%-1.93%10.99%-2.16%11.31%-2.41%12.41%2.15%6.25%0.48%8.21%8.38%51.08%
2015-0.67%8.10%-4.30%8.58%2.23%-2.30%6.62%-2.51%1.08%11.46%5.97%0.30%38.74%
2014-2.92%3.82%3.86%-1.61%8.94%-3.17%1.25%5.19%-5.85%8.94%

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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MATANA Portfolio is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MATANA Portfolio is 5151
Overall Rank
The Sharpe Ratio Rank of MATANA Portfolio is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of MATANA Portfolio is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MATANA Portfolio is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MATANA Portfolio is 4747
Calmar Ratio Rank
The Martin Ratio Rank of MATANA Portfolio is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Portfolio, currently valued at 0.28, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 0.28
^GSPC: 0.25
The chart of Sortino ratio for Portfolio, currently valued at 0.71, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.71
^GSPC: 0.41
The chart of Omega ratio for Portfolio, currently valued at 1.09, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.09
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.46, compared to the broader market0.002.004.006.00
Portfolio: 0.46
^GSPC: 0.30
The chart of Martin ratio for Portfolio, currently valued at 1.26, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 1.26
^GSPC: 1.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
-0.50-0.530.93-0.55-1.14
AAPL
Apple Inc
0.801.181.170.973.17
TSLA
Tesla, Inc.
0.871.651.190.923.09
GOOG
Alphabet Inc.
-0.060.121.02-0.06-0.15
NVDA
NVIDIA Corporation
0.240.711.090.431.14
AMZN
Amazon.com, Inc.
-0.040.151.02-0.05-0.15

The current MATANA Portfolio Sharpe ratio is 0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.46 to 1.11, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MATANA Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.28
0.25
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MATANA Portfolio provided a 0.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.32%0.24%0.21%0.31%0.20%0.28%0.42%0.66%0.60%0.79%0.91%0.97%
MSFT
Microsoft Corporation
0.85%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
0.49%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.
0.52%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
0.03%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.48%
-12.17%
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

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 54.71%, occurring on Dec 28, 2022. Recovery took 104 trading sessions.

The current MATANA Portfolio drawdown is 20.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.71%Nov 30, 2021272Dec 28, 2022104May 30, 2023376
-41.22%Oct 2, 201858Dec 24, 2018257Jan 2, 2020315
-33.25%Feb 20, 202018Mar 16, 202039May 11, 202057
-30.48%Jan 7, 202560Apr 3, 2025
-25.18%Jul 11, 202420Aug 7, 202447Oct 14, 202467

Volatility

Volatility Chart

The current MATANA Portfolio volatility is 15.78%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.78%
7.38%
MATANA Portfolio
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.

TSLANVDAAAPLAMZNGOOGMSFT
TSLA1.000.410.410.420.380.39
NVDA0.411.000.500.540.520.58
AAPL0.410.501.000.550.570.61
AMZN0.420.540.551.000.670.64
GOOG0.380.520.570.671.000.68
MSFT0.390.580.610.640.681.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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