MATN
meta apple tesla Nvidia
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
META Meta Platforms, Inc. | Communication Services | 25% |
NVDA NVIDIA Corporation | Technology | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Oct 18, 2024, the MATN returned 61.40% Year-To-Date and 44.97% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| MATN | 62.20% | 4.69% | 48.41% | 87.55% | 62.25% | 44.48% |
| Portfolio components: | ||||||
AAPL Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.06% |
TSLA Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 67.37% | 30.38% |
NVDA NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 95.85% | 77.93% |
META Meta Platforms, Inc. | 63.35% | 2.69% | 19.90% | 87.33% | 25.56% | 21.85% |
Monthly Returns
The table below presents the monthly returns of MATN, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.51% | 16.79% | 1.09% | -3.06% | 11.24% | 10.44% | 2.97% | 1.25% | 9.12% | 62.20% | |||
| 2023 | 27.32% | 14.88% | 13.12% | -1.36% | 18.16% | 13.93% | 6.25% | -2.22% | -5.76% | -6.54% | 13.25% | 4.71% | 138.38% |
| 2022 | -9.14% | -11.56% | 11.83% | -17.72% | -5.46% | -13.60% | 17.42% | -6.62% | -12.45% | -5.95% | 8.23% | -14.00% | -49.24% |
| 2021 | 1.54% | -4.82% | 2.71% | 9.16% | -1.76% | 12.36% | 1.89% | 8.03% | -4.86% | 17.06% | 10.67% | -2.98% | 57.44% |
| 2020 | 14.95% | 0.42% | -12.31% | 24.88% | 11.16% | 13.50% | 18.27% | 36.45% | -9.33% | -5.65% | 16.65% | 8.97% | 179.87% |
| 2019 | 8.08% | 2.94% | 4.85% | 1.95% | -16.46% | 14.97% | 4.76% | -3.35% | 3.55% | 16.17% | 6.38% | 12.30% | 66.18% |
| 2018 | 11.38% | -0.81% | -10.60% | 3.44% | 8.23% | 3.55% | -4.50% | 10.10% | -4.82% | -3.40% | -10.02% | -9.38% | -9.74% |
| 2017 | 9.62% | 2.48% | 7.04% | 3.60% | 13.07% | 0.30% | 4.27% | 6.42% | -1.25% | 7.01% | -2.21% | -1.30% | 59.92% |
| 2016 | -8.02% | 0.48% | 12.88% | -1.58% | 7.91% | -2.78% | 12.38% | 0.67% | 4.57% | 0.83% | 3.75% | 8.85% | 45.10% |
| 2015 | -2.34% | 7.43% | -2.78% | 5.56% | 4.37% | 0.72% | 1.16% | -1.29% | 2.13% | 5.19% | 6.06% | -0.44% | 28.20% |
| 2014 | 5.51% | 17.70% | -7.97% | 3.02% | 4.36% | 5.26% | -0.46% | 10.44% | -2.84% | 1.91% | 5.95% | -5.09% | 41.58% |
| 2013 | 3.10% | -4.91% | 1.04% | 14.63% | 24.17% | 2.71% | 22.51% | 12.73% | 11.23% | -2.62% | -3.25% | 8.07% | 126.50% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MATN is 46, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
TSLA Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.14 | -0.40 |
NVDA NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
META Meta Platforms, Inc. | 2.27 | 3.18 | 1.44 | 3.36 | 13.94 |
Dividends
Dividend yield
MATN granted a 0.17% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MATN | 0.17% | 0.13% | 0.20% | 0.14% | 0.18% | 0.33% | 0.56% | 0.44% | 0.60% | 0.78% | 0.84% | 1.01% |
| Portfolio components: | ||||||||||||
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% |
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% |
META Meta Platforms, Inc. | 0.26% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MATN. 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 MATN was 53.69%, occurring on Dec 28, 2022. Recovery took 113 trading sessions.
The current MATN drawdown is 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.69% | Jan 4, 2022 | 248 | Dec 28, 2022 | 113 | Jun 12, 2023 | 361 |
| -42.34% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -31.66% | Aug 8, 2018 | 96 | Dec 24, 2018 | 211 | Oct 25, 2019 | 307 |
| -21.58% | Dec 7, 2015 | 45 | Feb 10, 2016 | 32 | Mar 29, 2016 | 77 |
| -20.41% | Jan 27, 2021 | 28 | Mar 8, 2021 | 25 | Apr 13, 2021 | 53 |
Volatility
Volatility Chart
The current MATN volatility is 5.38%, 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.
Diversification
Asset Correlations Table
| TSLA | META | AAPL | NVDA | |
|---|---|---|---|---|
| TSLA | 1.00 | 0.33 | 0.37 | 0.39 |
| META | 0.33 | 1.00 | 0.45 | 0.47 |
| AAPL | 0.37 | 0.45 | 1.00 | 0.48 |
| NVDA | 0.39 | 0.47 | 0.48 | 1.00 |