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MATN

Last updated Oct 3, 2023

meta apple tesla Nvidia

Asset Allocation


AAPL 25%TSLA 25%NVDA 25%META 25%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology25%
TSLA
Tesla, Inc.
Consumer Cyclical25%
NVDA
NVIDIA Corporation
Technology25%
META
Meta Platforms, Inc.
Communication Services25%

Performance

The chart shows the growth of an initial investment of $10,000 in MATN, 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%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
37.50%
4.84%
MATN
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the MATN returned 118.94% Year-To-Date and 41.44% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.69%19.60%7.98%9.78%
MATN-2.67%33.80%118.94%91.66%44.18%41.44%
AAPL
Apple Inc.
-8.29%4.85%34.30%26.47%25.70%27.78%
TSLA
Tesla, Inc.
2.69%29.18%104.25%-5.15%66.79%35.59%
NVDA
NVIDIA Corporation
-7.68%60.17%206.54%269.14%44.68%61.92%
META
Meta Platforms, Inc.
3.52%44.00%154.96%126.14%13.61%19.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202313.12%-1.36%18.16%13.93%6.25%-2.22%-5.76%

Sharpe Ratio

The current MATN Sharpe ratio is 2.38. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.38

The Sharpe ratio of MATN 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 Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
2.38
1.04
MATN
Benchmark (^GSPC)
Portfolio components

Dividend yield

MATN granted a 0.14% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MATN0.14%0.20%0.14%0.19%0.33%0.58%0.46%0.63%0.84%0.91%1.11%0.46%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%

Expense Ratio

The MATN 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
AAPL
Apple Inc.
0.82
TSLA
Tesla, Inc.
-0.10
NVDA
NVIDIA Corporation
4.87
META
Meta Platforms, Inc.
2.41

Asset Correlations Table

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

TSLAMETAAAPLNVDA
TSLA1.000.340.370.40
META0.341.000.460.47
AAPL0.370.461.000.50
NVDA0.400.470.501.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.99%
-10.59%
MATN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MATN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the MATN is 53.69%, recorded on Dec 28, 2022. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.69%Jan 4, 2022248Dec 28, 2022113Jun 12, 2023361
-42.34%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-31.66%Aug 8, 201896Dec 24, 2018211Oct 25, 2019307
-21.58%Dec 7, 201545Feb 10, 201632Mar 29, 201677
-20.41%Jan 27, 202128Mar 8, 202125Apr 13, 202153

Volatility Chart

The current MATN volatility is 7.00%, 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%10.00%MayJuneJulyAugustSeptemberOctober
7.00%
3.15%
MATN
Benchmark (^GSPC)
Portfolio components