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MATANA Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MATANA Portfolio

Last updated Jul 22, 2024

Asset Allocation

MSFT 14.29%AAPL 14.29%GOOG 14.29%NVDA 14.29%AMZN 14.29%NFLX 14.29%META 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

14.29%

AMZN
Amazon.com, Inc.		Consumer Cyclical

14.29%

GOOG
Alphabet Inc.		Communication Services

14.29%

META
Meta Platforms, Inc.		Communication Services

14.29%

MSFT
Microsoft Corporation		Technology

14.29%

NFLX
Netflix, Inc.		Communication Services

14.29%

NVDA
NVIDIA Corporation		Technology

14.29%

S&P 500

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 Quarterly

0.00%500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
2,155.23%
187.34%
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 22, 2024, the MATANA Portfolio returned 40.04% Year-To-Date and 34.80% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
MATANA Portfolio42.21%0.62%30.25%59.39%34.92%35.21%
Portfolio components:
MSFT
Microsoft Corporation		18.73%-0.63%10.91%27.74%27.07%27.99%
AAPL
Apple Inc		13.81%5.00%12.66%13.47%34.37%26.10%
GOOG
Alphabet Inc.		30.43%1.55%22.25%49.69%24.16%20.17%
NVDA
NVIDIA Corporation		147.58%3.79%99.81%168.45%95.38%76.46%
AMZN
Amazon.com, Inc.		22.69%0.45%18.83%44.36%13.97%27.73%
NFLX
Netflix, Inc.		32.02%-3.93%17.97%50.28%13.91%26.77%
META
Meta Platforms, Inc.		38.35%-2.05%25.34%66.30%19.71%20.65%

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
20247.81%11.56%3.64%-3.99%11.07%8.34%42.21%
202318.18%2.18%14.90%3.49%14.94%7.29%4.81%-0.34%-6.84%1.40%11.31%3.69%101.65%
2022-11.17%-6.87%4.67%-21.76%-1.90%-10.67%15.55%-5.45%-10.34%0.45%8.71%-8.66%-42.00%
2021-0.07%1.02%1.67%9.20%-0.71%9.30%2.04%7.58%-5.51%9.93%4.87%-1.54%43.20%
20204.96%-1.85%-4.42%16.78%6.60%7.57%9.68%14.60%-7.21%-2.14%6.30%3.31%65.26%
201913.21%2.39%6.55%6.66%-10.30%8.62%1.70%-2.90%0.35%7.22%5.98%4.73%51.36%
201817.08%1.11%-4.27%2.62%9.49%1.91%0.38%9.36%-0.87%-13.18%-5.92%-9.30%4.62%
20177.32%2.50%4.20%3.14%9.62%-3.32%8.46%2.24%0.37%10.24%0.27%0.00%54.15%
2016-6.72%-2.32%9.33%-4.12%11.03%-3.77%9.52%3.12%4.65%4.67%0.60%5.00%33.35%
20154.52%8.18%-4.26%9.62%2.45%-0.76%11.00%-1.45%-0.56%14.25%6.04%-0.91%57.58%
2014-2.64%8.10%3.00%0.05%6.98%-1.20%-1.74%3.28%-3.98%11.70%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MATANA Portfolio is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of MATANA Portfolio is 8888
MATANA Portfolio
The Sharpe Ratio Rank of MATANA Portfolio is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of MATANA Portfolio is 8484Sortino Ratio Rank
The Omega Ratio Rank of MATANA Portfolio is 8585Omega Ratio Rank
The Calmar Ratio Rank of MATANA Portfolio is 9494Calmar Ratio Rank
The Martin Ratio Rank of MATANA Portfolio is 9191Martin 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.

MATANA Portfolio
Sharpe ratio
The chart of Sharpe ratio for MATANA Portfolio, currently valued at 2.82, compared to the broader market-1.000.001.002.003.004.002.82
Sortino ratio
The chart of Sortino ratio for MATANA Portfolio, currently valued at 3.67, compared to the broader market-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for MATANA Portfolio, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for MATANA Portfolio, currently valued at 6.09, compared to the broader market0.002.004.006.008.0010.006.09
Martin ratio
The chart of Martin ratio for MATANA Portfolio, currently valued at 18.82, compared to the broader market0.0010.0020.0030.0040.0018.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		1.512.041.262.306.87
AAPL
Apple Inc		0.621.031.120.841.67
GOOG
Alphabet Inc.		1.872.411.352.7411.20
NVDA
NVIDIA Corporation		3.804.111.528.8424.58
AMZN
Amazon.com, Inc.		1.622.411.291.259.07
NFLX
Netflix, Inc.		1.512.381.301.007.61
META
Meta Platforms, Inc.		1.862.741.362.6210.62

Sharpe Ratio

The current MATANA Portfolio Sharpe ratio is 2.32. 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 1.33 to 2.11, this portfolio's current Sharpe ratio 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.

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 Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.82
1.66
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MATANA Portfolio granted a 0.20% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
MATANA Portfolio0.20%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.83%0.95%
Portfolio components:
MSFT
Microsoft Corporation		0.66%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%
GOOG
Alphabet Inc.		0.11%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%
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%
NFLX
Netflix, 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%
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%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.46%
-4.24%
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 48.59%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.

The current MATANA Portfolio drawdown is 7.89%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.59%Nov 22, 2021240Nov 3, 2022171Jul 13, 2023411
-32.21%Aug 31, 201879Dec 24, 2018212Oct 28, 2019291
-28.29%Feb 20, 202018Mar 16, 202037May 7, 202055
-19.56%Dec 7, 201543Feb 8, 201676May 26, 2016119
-16.22%Sep 3, 202014Sep 23, 202084Jan 25, 202198

Volatility

Volatility Chart

The current MATANA Portfolio volatility is 6.56%, 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%4.00%6.00%8.00%FebruaryMarchAprilMayJuneJuly
6.56%
3.80%
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.
NFLXNVDAAAPLMETAAMZNMSFTGOOG
NFLX1.000.460.440.510.540.490.48
NVDA0.461.000.520.500.530.580.52
AAPL0.440.521.000.510.560.620.58
META0.510.500.511.000.610.580.66
AMZN0.540.530.560.611.000.640.67
MSFT0.490.580.620.580.641.000.69
GOOG0.480.520.580.660.670.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014