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MATANA Portfolio

Last updated Mar 2, 2024

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


MSFT 16.67%AAPL 16.67%TSLA 16.67%GOOG 16.67%NVDA 16.67%AMZN 16.67%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

16.67%

AAPL
Apple Inc.
Technology

16.67%

TSLA
Tesla, Inc.
Consumer Cyclical

16.67%

GOOG
Alphabet Inc.
Communication Services

16.67%

NVDA
NVIDIA Corporation
Technology

16.67%

AMZN
Amazon.com, Inc.
Consumer Cyclical

16.67%

S&P 500

Performance

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 Quarterly


0.00%500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
2,225.58%
171.98%
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


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%
MATANA Portfolio10.78%8.20%16.86%68.57%45.38%N/A
MSFT
Microsoft Corporation
10.70%3.09%26.91%64.09%31.26%29.07%
AAPL
Apple Inc.
-6.57%-3.73%-4.93%19.59%33.59%26.85%
TSLA
Tesla, Inc.
-18.45%7.30%-17.29%2.45%60.62%28.18%
GOOG
Alphabet Inc.
-2.02%-3.24%0.94%46.86%19.23%N/A
NVDA
NVIDIA Corporation
66.15%30.55%69.64%244.56%84.26%68.95%
AMZN
Amazon.com, Inc.
17.30%11.89%29.03%87.80%16.04%25.68%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.73%9.27%
20230.49%-6.66%-3.26%12.21%3.08%

Sharpe Ratio

The current MATANA Portfolio Sharpe ratio is 3.12. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.12

The Sharpe ratio of MATANA Portfolio 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
3.12
2.44
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

MATANA Portfolio granted a 0.21% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MATANA Portfolio0.21%0.21%0.31%0.20%0.28%0.42%0.66%0.60%0.79%0.91%0.97%1.11%
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%
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.
0.00%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%
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%

Expense Ratio

The MATANA Portfolio 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
MATANA Portfolio
3.12
MSFT
Microsoft Corporation
3.10
AAPL
Apple Inc.
1.27
TSLA
Tesla, Inc.
-0.00
GOOG
Alphabet Inc.
1.88
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07

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
TSLA1.000.420.410.410.380.39
NVDA0.421.000.540.550.540.59
AAPL0.410.541.000.570.590.63
AMZN0.410.550.571.000.680.64
GOOG0.380.540.590.681.000.69
MSFT0.390.590.630.640.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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 46.26%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.26%Nov 22, 2021282Jan 5, 2023113Jun 20, 2023395
-35.31%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-27.94%Oct 2, 201858Dec 24, 2018210Oct 24, 2019268
-21.66%Dec 30, 201529Feb 10, 201638Apr 6, 201667
-16.78%Sep 2, 20204Sep 8, 202057Nov 27, 202061

Volatility Chart

The current MATANA Portfolio volatility is 7.04%, 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
7.04%
3.47%
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components
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