[T01] GAAMVI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.50% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
GOOGL Alphabet Inc. | Communication Services | 17.50% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 30% |
MSFT Microsoft Corporation | Technology | 10% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [T01] GAAMVI, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Nov 13, 2024, the [T01] GAAMVI returned 15.37% Year-To-Date and 15.48% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| [T01] GAAMVI | 15.37% | 0.76% | 7.07% | 24.36% | 15.73% | 15.48% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc. | 30.34% | 11.26% | 6.89% | 37.84% | 22.78% | 20.75% |
AMZN Amazon.com, Inc. | 37.50% | 10.64% | 11.67% | 46.51% | 19.02% | 29.06% |
AAPL Apple Inc | 17.04% | -1.35% | 19.90% | 21.93% | 28.74% | 24.38% |
MSFT Microsoft Corporation | 13.11% | 1.61% | 1.92% | 16.23% | 24.59% | 25.94% |
VGLT Vanguard Long-Term Treasury ETF | -4.06% | -2.90% | 2.11% | 7.94% | -5.03% | 0.10% |
INDA iShares MSCI India ETF | 10.24% | -5.91% | 3.18% | 21.14% | 11.21% | 6.70% |
Monthly Returns
The table below presents the monthly returns of [T01] GAAMVI, 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 | 0.62% | 1.75% | 1.78% | -0.48% | 4.37% | 5.89% | 0.30% | -0.22% | 2.09% | -3.31% | 15.37% | ||
| 2023 | 7.01% | -4.65% | 8.29% | 3.28% | 5.17% | 3.37% | 2.45% | -0.98% | -4.18% | -1.39% | 8.64% | 4.77% | 35.37% |
| 2022 | -3.84% | -2.62% | 1.77% | -10.15% | -3.26% | -5.18% | 10.16% | -3.53% | -8.87% | 0.20% | 4.01% | -7.66% | -26.81% |
| 2021 | -0.55% | 1.02% | 0.60% | 4.98% | 0.72% | 4.23% | 3.85% | 5.43% | -3.95% | 5.11% | 0.66% | 1.45% | 25.72% |
| 2020 | 4.45% | -4.28% | -8.27% | 12.63% | 2.55% | 6.01% | 8.33% | 6.93% | -4.43% | -0.60% | 6.68% | 4.97% | 38.38% |
| 2019 | 3.40% | 0.50% | 6.80% | 2.77% | -2.64% | 2.62% | 1.30% | 0.45% | 1.91% | 3.24% | 2.18% | 2.62% | 27.92% |
| 2018 | 5.83% | -2.91% | -2.26% | 0.88% | 3.31% | 0.69% | 4.94% | 4.74% | -3.52% | -7.42% | 2.36% | -2.59% | 3.16% |
| 2017 | 4.44% | 4.15% | 3.27% | 3.30% | 3.88% | -2.36% | 3.48% | 2.19% | -2.28% | 7.12% | 0.91% | 1.86% | 33.91% |
| 2016 | -3.29% | -3.88% | 7.80% | -2.99% | 4.29% | -0.18% | 7.17% | 0.42% | 1.71% | -1.21% | -5.05% | 1.27% | 5.23% |
| 2015 | 5.03% | 3.76% | -2.63% | 0.14% | 0.95% | -2.00% | 7.92% | -5.02% | 0.46% | 7.73% | 0.57% | -0.21% | 17.04% |
| 2014 | -1.78% | 2.71% | 1.47% | -0.25% | 5.62% | 2.70% | 0.32% | 4.64% | -1.46% | 2.03% | 2.70% | -3.85% | 15.41% |
| 2013 | 0.71% | -1.21% | 0.37% | 4.23% | -0.38% | -3.44% | 0.72% | -3.05% | 4.00% | 9.54% | 2.09% | 1.91% | 15.88% |
Expense Ratio
[T01] GAAMVI has an expense ratio of 0.22%, which is considered low compared to other funds. 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 [T01] GAAMVI is 26, 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 1.41 | 1.96 | 1.26 | 1.69 | 4.24 |
AMZN Amazon.com, Inc. | 1.69 | 2.35 | 1.30 | 1.93 | 7.75 |
AAPL Apple Inc | 0.93 | 1.47 | 1.18 | 1.26 | 2.96 |
MSFT Microsoft Corporation | 0.78 | 1.12 | 1.15 | 0.99 | 2.42 |
VGLT Vanguard Long-Term Treasury ETF | 0.57 | 0.89 | 1.10 | 0.18 | 1.45 |
INDA iShares MSCI India ETF | 1.49 | 1.94 | 1.29 | 2.30 | 8.41 |
Dividends
Dividend yield
[T01] GAAMVI provided a 0.98% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 0.85% | 0.76% | 2.42% | 0.68% | 1.04% | 1.22% | 1.20% | 1.29% | 1.47% | 1.20% | 1.28% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
VGLT Vanguard Long-Term Treasury ETF | 4.10% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
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 [T01] GAAMVI. 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 [T01] GAAMVI was 28.51%, occurring on Nov 3, 2022. Recovery took 306 trading sessions.
The current [T01] GAAMVI drawdown is 2.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.51% | Dec 13, 2021 | 226 | Nov 3, 2022 | 306 | Jan 25, 2024 | 532 |
| -22.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -14.97% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -10.41% | Oct 5, 2012 | 29 | Nov 16, 2012 | 124 | May 17, 2013 | 153 |
| -10.08% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current [T01] GAAMVI volatility is 3.10%, 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
| VGLT | INDA | AAPL | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|
| VGLT | 1.00 | -0.13 | -0.13 | -0.10 | -0.12 | -0.13 |
| INDA | -0.13 | 1.00 | 0.33 | 0.34 | 0.38 | 0.38 |
| AAPL | -0.13 | 0.33 | 1.00 | 0.49 | 0.55 | 0.53 |
| AMZN | -0.10 | 0.34 | 0.49 | 1.00 | 0.59 | 0.64 |
| MSFT | -0.12 | 0.38 | 0.55 | 0.59 | 1.00 | 0.64 |
| GOOGL | -0.13 | 0.38 | 0.53 | 0.64 | 0.64 | 1.00 |