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MATANA Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 16.67%AAPL 16.67%TSLA 16.67%GOOG 16.67%NVDA 16.67%AMZN 16.67%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

16.67%

AMZN
Amazon.com, Inc.
Consumer Cyclical

16.67%

GOOG
Alphabet Inc.
Communication Services

16.67%

MSFT
Microsoft Corporation
Technology

16.67%

NVDA
NVIDIA Corporation
Technology

16.67%

TSLA
Tesla, Inc.
Consumer Cyclical

16.67%

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%2,500.00%3,000.00%3,500.00%FebruaryMarchAprilMayJuneJuly
2,834.10%
195.87%
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 17, 2024, the MATANA Portfolio returned 43.72% Year-To-Date and 39.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
MATANA Portfolio39.77%4.95%38.04%44.90%49.74%39.36%
MSFT
Microsoft Corporation
18.38%-0.63%13.02%25.88%27.86%27.87%
AAPL
Apple Inc
19.19%6.81%21.66%17.94%36.31%27.19%
TSLA
Tesla, Inc.
0.01%34.43%17.28%-14.68%70.86%32.77%
GOOG
Alphabet Inc.
31.78%5.13%28.09%51.26%26.96%20.30%
NVDA
NVIDIA Corporation
138.29%-12.97%106.64%150.71%95.40%75.09%
AMZN
Amazon.com, Inc.
23.69%2.80%22.43%38.84%13.90%26.52%

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
20240.73%9.42%2.95%-0.53%8.23%9.37%39.77%
202320.72%4.70%11.56%-1.02%16.34%9.51%4.20%0.49%-6.66%-3.26%12.21%3.08%94.43%
2022-8.95%-2.48%8.74%-18.73%-4.04%-9.55%19.01%-7.75%-11.21%-0.57%4.10%-14.44%-41.20%
20213.20%-1.74%0.11%10.27%-2.65%10.47%2.48%7.30%-4.92%17.43%7.02%-2.69%53.92%
202014.24%-1.78%-8.41%22.24%7.09%12.85%13.66%27.44%-8.87%-3.37%13.30%7.16%135.10%
20195.11%3.10%5.84%2.00%-12.88%10.43%5.23%-2.45%3.28%11.00%5.30%9.76%53.08%
201814.42%-0.10%-7.51%2.54%6.32%3.37%2.44%9.36%-2.29%-7.14%-3.82%-9.20%5.76%
20177.04%1.89%5.41%4.36%11.32%-1.35%2.48%4.69%-0.79%9.21%0.31%-0.21%53.31%
2016-9.20%-2.04%11.40%-2.50%9.02%-2.82%11.50%0.67%4.45%0.08%3.01%7.19%32.60%
2015-0.62%7.71%-4.25%9.64%2.32%-1.86%7.41%-2.05%1.17%10.89%6.09%0.74%42.36%
2014-2.92%3.82%3.84%-1.76%8.91%-3.21%0.92%5.06%-5.77%8.30%

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 rank of MATANA Portfolio is 74, 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.


The Risk-Adjusted Performance Rank of MATANA Portfolio is 7474
MATANA Portfolio
The Sharpe Ratio Rank of MATANA Portfolio is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of MATANA Portfolio is 6363Sortino Ratio Rank
The Omega Ratio Rank of MATANA Portfolio is 6363Omega Ratio Rank
The Calmar Ratio Rank of MATANA Portfolio is 8787Calmar Ratio Rank
The Martin Ratio Rank of MATANA Portfolio is 8484Martin 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 2.07, compared to the broader market-1.000.001.002.003.004.005.002.07
Sortino ratio
The chart of Sortino ratio for MATANA Portfolio, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for MATANA Portfolio, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for MATANA Portfolio, currently valued at 3.50, compared to the broader market0.002.004.006.008.0010.003.50
Martin ratio
The chart of Martin ratio for MATANA Portfolio, currently valued at 12.22, compared to the broader market0.0010.0020.0030.0040.0012.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.441.981.252.265.53
AAPL
Apple Inc
0.831.331.161.122.23
TSLA
Tesla, Inc.
-0.28-0.060.99-0.22-0.49
GOOG
Alphabet Inc.
1.782.321.332.3410.85
NVDA
NVIDIA Corporation
3.353.791.477.7821.73
AMZN
Amazon.com, Inc.
1.462.201.271.138.35

Sharpe Ratio

The current MATANA Portfolio Sharpe ratio is 2.34. 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 1.63 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
2.07
2.10
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%0.21%0.31%0.20%0.28%0.42%0.66%0.60%0.79%0.91%0.97%1.11%
MSFT
Microsoft Corporation
0.66%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
0.42%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.
0.11%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%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.76%
-1.39%
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.

The current MATANA Portfolio drawdown is 3.10%.


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

Volatility Chart

The current MATANA Portfolio volatility is 7.95%, 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%FebruaryMarchAprilMayJuneJuly
7.95%
2.59%
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.

TSLANVDAAAPLAMZNGOOGMSFT
TSLA1.000.410.410.400.370.38
NVDA0.411.000.520.530.520.58
AAPL0.410.521.000.560.580.62
AMZN0.400.530.561.000.670.64
GOOG0.370.520.580.671.000.69
MSFT0.380.580.620.640.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014