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MATANA Portfolio

Last updated Mar 2, 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
MSFT
Microsoft Corporation
Technology

14.29%

AAPL
Apple Inc.
Technology

14.29%

GOOG
Alphabet Inc.
Communication Services

14.29%

NVDA
NVIDIA Corporation
Technology

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

NFLX
Netflix, Inc.
Communication Services

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

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
1,829.95%
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 Portfolio21.69%12.88%32.63%104.15%34.26%N/A
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
NFLX
Netflix, Inc.
27.21%9.79%40.80%98.58%11.64%25.33%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.81%11.50%
2023-0.34%-6.84%1.40%11.31%3.69%

Sharpe Ratio

The current MATANA Portfolio Sharpe ratio is 4.65. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.65

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 Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.65
2.44
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

MATANA Portfolio granted a 0.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MATANA Portfolio0.19%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.84%0.95%
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%
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%
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.
0.10%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
4.65
MSFT
Microsoft Corporation
3.10
AAPL
Apple Inc.
1.27
GOOG
Alphabet Inc.
1.88
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07
NFLX
Netflix, Inc.
2.64
META
Meta Platforms, Inc.
5.10

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
NFLX1.000.460.440.520.540.490.48
NVDA0.461.000.540.510.550.590.54
AAPL0.440.541.000.530.570.630.59
META0.520.510.531.000.610.570.66
AMZN0.540.550.570.611.000.640.68
MSFT0.490.590.630.570.641.000.69
GOOG0.480.540.590.660.680.691.00

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 48.59%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.


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 Chart

The current MATANA Portfolio volatility is 7.97%, 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%OctoberNovemberDecember2024FebruaryMarch
7.97%
3.47%
MATANA Portfolio
Benchmark (^GSPC)
Portfolio components
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