GAFNAM + Tesla

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

GAFNAM + Tesla

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	14.29%
AMZN Amazon.com, Inc.	Consumer Cyclical	14.29%
GOOGL Alphabet Inc Class A	Communication Services	14.29%
META Meta Platforms, Inc.	Communication Services	14.29%
MSFT Microsoft Corporation	Technology	14.29%
NVDA NVIDIA Corporation	Technology	14.29%
TSLA Tesla, Inc.	Consumer Cyclical	14.29%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 23, 2025, the GAFNAM + Tesla returned -4.47% Year-To-Date and 36.64% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
GAFNAM + Tesla	-5.73%	17.01%	1.28%	26.20%	34.47%	36.59%
Portfolio components:
MSFT Microsoft Corporation	7.21%	20.46%	8.37%	6.24%	20.69%	27.26%
AAPL Apple Inc	-21.83%	-4.43%	-14.85%	4.98%	20.30%	21.00%
AMZN Amazon.com, Inc.	-8.39%	11.29%	1.96%	11.01%	10.53%	25.18%
NVDA NVIDIA Corporation	-2.23%	27.83%	-7.49%	26.53%	70.95%	74.49%
META Meta Platforms, Inc.	7.19%	20.53%	12.34%	35.12%	21.81%	23.02%
TSLA Tesla, Inc.	-15.97%	35.34%	-3.75%	95.31%	44.18%	35.31%
GOOGL Alphabet Inc Class A	-10.90%	8.45%	2.49%	-2.46%	19.09%	19.99%

*Annualized

Monthly Returns

The table below presents the monthly returns of GAFNAM + Tesla, 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
2025	2.33%	-8.15%	-10.31%	0.71%	11.03%								-5.73%
2024	2.03%	11.97%	2.32%	-2.11%	8.32%	9.21%	-0.50%	-0.54%	6.71%	-0.22%	8.78%	6.05%	64.55%
2023	21.09%	6.66%	13.13%	0.94%	15.42%	9.25%	5.29%	-0.75%	-5.48%	-2.78%	11.67%	3.82%	107.05%
2022	-8.71%	-6.76%	8.27%	-17.51%	-3.87%	-10.69%	16.11%	-6.58%	-11.89%	-4.96%	6.42%	-12.43%	-44.75%
2021	1.88%	-1.60%	2.10%	9.95%	-2.11%	9.75%	2.83%	7.16%	-5.60%	14.19%	6.18%	-1.94%	49.55%
2020	11.93%	-2.12%	-9.02%	22.30%	7.57%	11.09%	13.39%	25.68%	-9.12%	-2.83%	12.11%	6.06%	117.95%
2019	8.19%	2.03%	5.39%	4.08%	-12.22%	10.10%	4.56%	-2.71%	2.26%	10.48%	5.29%	8.68%	53.93%
2018	13.26%	-0.86%	-7.77%	3.22%	7.29%	3.03%	0.44%	8.47%	-2.81%	-7.20%	-4.30%	-8.94%	1.18%
2017	7.97%	2.17%	5.26%	4.53%	9.84%	-1.21%	3.76%	4.23%	-0.79%	8.68%	0.02%	-0.34%	53.09%
2016	-6.87%	-2.43%	10.60%	-1.75%	7.77%	-2.97%	11.27%	0.83%	4.12%	0.34%	1.07%	5.96%	29.61%
2015	-0.95%	7.23%	-3.05%	7.75%	2.14%	-0.43%	7.95%	-2.50%	1.10%	11.07%	5.37%	0.65%	41.44%
2014	2.63%	11.21%	-6.00%	-0.44%	4.17%	4.17%	-0.41%	8.07%	-1.90%	0.02%	4.84%	-5.01%	21.90%

Expense Ratio

GAFNAM + Tesla has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GAFNAM + Tesla is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
AAPL Apple Inc	0.15	0.32	1.04	0.06	0.19
AMZN Amazon.com, Inc.	0.32	0.64	1.08	0.32	0.82
NVDA NVIDIA Corporation	0.45	1.22	1.15	1.02	2.50
META Meta Platforms, Inc.	0.96	1.54	1.20	1.04	3.16
TSLA Tesla, Inc.	1.33	1.92	1.23	1.40	3.33
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GAFNAM + Tesla Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.80
5-Year: 1.08
10-Year: 1.25
All Time: 1.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of GAFNAM + Tesla compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

GAFNAM + Tesla provided a 0.30% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.30%	0.26%	0.18%	0.27%	0.18%	0.24%	0.36%	0.56%	0.52%	0.68%	0.78%	0.84%
Portfolio components:
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
AAPL Apple Inc	0.52%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
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%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
GOOGL Alphabet Inc Class A	0.47%	0.32%	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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the GAFNAM + Tesla. 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 GAFNAM + Tesla was 48.84%, occurring on Dec 28, 2022. Recovery took 128 trading sessions.

The current GAFNAM + Tesla drawdown is 10.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.84%	Nov 22, 2021	277	Dec 28, 2022	128	Jul 5, 2023	405
-35.01%	Feb 20, 2020	20	Mar 18, 2020	44	May 20, 2020	64
-29.88%	Dec 18, 2024	75	Apr 8, 2025	—	—	—
-27.49%	Sep 4, 2018	78	Dec 24, 2018	203	Oct 15, 2019	281
-19.45%	Dec 30, 2015	28	Feb 9, 2016	39	Apr 6, 2016	67

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TSLA	META	AAPL	NVDA	AMZN	MSFT	GOOGL	Portfolio
^GSPC	1.00	0.45	0.56	0.64	0.61	0.64	0.72	0.68	0.77
TSLA	0.45	1.00	0.34	0.38	0.39	0.40	0.37	0.38	0.69
META	0.56	0.34	1.00	0.45	0.48	0.57	0.50	0.60	0.71
AAPL	0.64	0.38	0.45	1.00	0.47	0.50	0.56	0.53	0.68
NVDA	0.61	0.39	0.48	0.47	1.00	0.52	0.56	0.51	0.74
AMZN	0.64	0.40	0.57	0.50	0.52	1.00	0.60	0.65	0.76
MSFT	0.72	0.37	0.50	0.56	0.56	0.60	1.00	0.64	0.73
GOOGL	0.68	0.38	0.60	0.53	0.51	0.65	0.64	1.00	0.74
Portfolio	0.77	0.69	0.71	0.68	0.74	0.76	0.73	0.74	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

GAFNAM + Tesla

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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