Портфель MANAGAMA
The MANGAMA portfolio is a variation of the popular investment acronym FAANG (Facebook (now Meta), Apple, Amazon, Netflix, and Google), but Netflix removed and replaced by Microsoft, Nvidia, Broadcom, AMD.
The MANAGAMA 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
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 12.5% |
AAPL Apple Inc. | Technology | 12.5% |
GOOG Alphabet Inc. | Communication Services | 12.5% |
NVDA NVIDIA Corporation | Technology | 12.5% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.5% |
META Meta Platforms, Inc. | Communication Services | 12.5% |
AVGO Broadcom Inc. | Technology | 12.5% |
AMD Advanced Micro Devices, Inc. | Technology | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Портфель MANAGAMA, 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 May 18, 2012, corresponding to the inception date of META
Returns
As of Dec 9, 2023, the Портфель MANAGAMA returned 98.79% Year-To-Date and 36.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Портфель MANAGAMA | 98.79% | 5.28% | 15.96% | 89.69% | 36.06% | 36.49% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 57.43% | 3.25% | 14.99% | 52.61% | 30.35% | 27.89% |
AAPL Apple Inc. | 51.47% | 7.15% | 8.44% | 37.96% | 37.12% | 27.21% |
GOOG Alphabet Inc. | 54.00% | 2.54% | 11.21% | 45.44% | 21.41% | 17.63% |
NVDA NVIDIA Corporation | 225.22% | 2.01% | 22.55% | 176.82% | 67.03% | 62.76% |
AMZN Amazon.com, Inc. | 75.50% | 3.76% | 19.44% | 63.17% | 12.61% | 22.53% |
META Meta Platforms, Inc. | 176.51% | 4.06% | 25.59% | 188.52% | 19.36% | 20.85% |
AVGO Broadcom Inc. | 71.94% | 3.64% | 18.63% | 82.53% | 37.48% | 38.81% |
AMD Advanced Micro Devices, Inc. | 99.04% | 13.50% | 3.20% | 82.94% | 46.00% | 42.63% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 17.95% | 5.55% | 4.76% | -0.74% | -6.00% | -0.27% | 12.01% |
Dividend yield
Портфель MANAGAMA granted a 0.40% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель MANAGAMA | 0.40% | 0.61% | 0.43% | 0.59% | 0.76% | 0.88% | 0.69% | 0.78% | 0.84% | 0.90% | 1.06% | 0.83% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.75% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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 | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
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% |
META Meta Platforms, 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% |
AVGO Broadcom Inc. | 1.95% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% | 1.93% |
AMD Advanced Micro Devices, 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 Портфель MANAGAMA 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 2.12 | ||||
AAPL Apple Inc. | 1.83 | ||||
GOOG Alphabet Inc. | 1.40 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
AMZN Amazon.com, Inc. | 1.97 | ||||
META Meta Platforms, Inc. | 4.72 | ||||
AVGO Broadcom Inc. | 2.80 | ||||
AMD Advanced Micro Devices, Inc. | 1.77 |
Asset Correlations Table
| AMD | META | AVGO | AAPL | AMZN | NVDA | MSFT | GOOG | |
|---|---|---|---|---|---|---|---|---|
| AMD | 1.00 | 0.37 | 0.47 | 0.41 | 0.43 | 0.61 | 0.46 | 0.41 |
| META | 0.37 | 1.00 | 0.43 | 0.46 | 0.56 | 0.47 | 0.49 | 0.60 |
| AVGO | 0.47 | 0.43 | 1.00 | 0.54 | 0.46 | 0.58 | 0.51 | 0.48 |
| AAPL | 0.41 | 0.46 | 0.54 | 1.00 | 0.51 | 0.50 | 0.57 | 0.55 |
| AMZN | 0.43 | 0.56 | 0.46 | 0.51 | 1.00 | 0.52 | 0.59 | 0.66 |
| NVDA | 0.61 | 0.47 | 0.58 | 0.50 | 0.52 | 1.00 | 0.56 | 0.52 |
| MSFT | 0.46 | 0.49 | 0.51 | 0.57 | 0.59 | 0.56 | 1.00 | 0.65 |
| GOOG | 0.41 | 0.60 | 0.48 | 0.55 | 0.66 | 0.52 | 0.65 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель MANAGAMA. 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 Портфель MANAGAMA was 48.02%, occurring on Nov 3, 2022. Recovery took 150 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.02% | Dec 28, 2021 | 216 | Nov 3, 2022 | 150 | Jun 12, 2023 | 366 |
| -31.17% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -29.75% | Oct 2, 2018 | 58 | Dec 24, 2018 | 80 | Apr 22, 2019 | 138 |
| -19.42% | Dec 30, 2015 | 28 | Feb 9, 2016 | 36 | Apr 1, 2016 | 64 |
| -18.18% | Jul 5, 2012 | 93 | Nov 15, 2012 | 115 | May 3, 2013 | 208 |
Volatility Chart
The current Портфель MANAGAMA volatility is 6.03%, 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.